Ril
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
RELIANCE.BO Reliance Industries Limited | Energy | 50% |
RELI Reliance Global Group, Inc. | Financial Services | 50% |
Performance
The chart shows the growth of an initial investment of $10,000 in Ril, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
As of Sep 21, 2023, the Ril returned -33.13% Year-To-Date and 10.62% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.26% | 8.44% |
| Ril | 2.76% | 11.44% | -33.13% | -43.49% | 16.97% | 10.62% |
| Portfolio components: | ||||||
RELIANCE.BO Reliance Industries Limited | -4.65% | 15.72% | 2.91% | 1.16% | 13.76% | 19.60% |
RELI Reliance Global Group, Inc. | 13.02% | -6.18% | -71.47% | -78.97% | -24.33% | -52.47% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| RELI | RELIANCE.BO | |
|---|---|---|
| RELI | 1.00 | 0.02 |
| RELIANCE.BO | 0.02 | 1.00 |
Dividend yield
Ril granted a 0.19% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ril | 0.19% | 0.16% | 0.15% | 0.17% | 0.22% | 0.27% | 0.31% | 0.50% | 0.52% | 0.56% | 0.54% | 0.55% |
| Portfolio components: | ||||||||||||
RELIANCE.BO Reliance Industries Limited | 0.38% | 0.32% | 0.30% | 0.33% | 0.44% | 0.55% | 0.61% | 1.00% | 1.03% | 1.13% | 1.07% | 1.09% |
RELI Reliance Global Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Ril has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
RELIANCE.BO Reliance Industries Limited | 0.00 | ||||
RELI Reliance Global Group, Inc. | -0.85 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Ril. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Ril is 91.01%, recorded on Mar 20, 2023. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -91.01% | Feb 9, 2021 | 548 | Mar 20, 2023 | — | — | — |
| -76.17% | Jul 18, 2017 | 83 | Nov 13, 2017 | 101 | Apr 9, 2018 | 184 |
| -68.11% | Jan 27, 2020 | 265 | Feb 3, 2021 | 3 | Feb 8, 2021 | 268 |
| -59.2% | Sep 21, 2015 | 140 | Apr 18, 2016 | 308 | Jul 10, 2017 | 448 |
| -52.57% | Nov 19, 2018 | 24 | Dec 20, 2018 | 213 | Oct 18, 2019 | 237 |
Volatility Chart
The current Ril volatility is 19.55%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.