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Ril
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


RELIANCE.BO 50%RELI 50%EquityEquity
PositionCategory/SectorWeight
RELI
Reliance Global Group, Inc.
Financial Services
50%
RELIANCE.BO
Reliance Industries Limited
Energy
50%

Performance

Performance Chart

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


0.00%50.00%100.00%150.00%AprilMayJuneJulyAugustSeptember
8.42%
152.54%
Ril
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 16, 2016, corresponding to the inception date of RELI

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
19.55%2.37%8.95%32.00%13.81%11.08%
Ril-38.84%-4.88%-30.42%-58.81%-32.79%N/A
RELIANCE.BO
Reliance Industries Limited
15.41%-0.06%2.52%25.68%16.89%22.50%
RELI
Reliance Global Group, Inc.
-72.18%-11.81%-57.34%-94.02%-75.88%N/A

Monthly Returns

The table below presents the monthly returns of Ril, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.37%3.25%-11.43%-10.41%-1.99%-3.35%-5.00%-10.43%-38.84%
20231.94%-23.72%-17.51%3.41%23.54%4.09%-10.18%-14.99%-0.27%-17.84%-17.39%0.23%-55.82%
2022-7.81%8.37%-11.34%-15.11%-7.79%-8.63%-29.26%-1.41%-10.17%-6.67%2.12%-6.09%-64.48%
2021-5.56%-10.52%0.09%-12.68%12.60%-6.26%-5.55%0.25%3.95%-4.69%-8.43%99.62%33.70%
202071.96%-14.50%-44.19%26.02%-7.73%-6.99%3.71%-11.30%12.94%-16.52%-17.12%3.82%-33.78%
201913.17%-9.49%6.41%4.27%-12.69%-5.56%9.44%4.74%4.81%35.96%2.17%5.97%65.72%
201860.79%-5.16%-8.59%230.69%-23.86%16.46%-21.13%-6.91%67.44%79.95%109.31%3.49%1,858.41%
2017-6.34%41.35%-27.78%15.88%-7.28%4.85%-44.93%2.79%7.77%-35.46%-5.19%0.41%-59.62%
2016-2.67%-2.67%

Expense Ratio

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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Ril is 0, indicating that it is in the bottom 0% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Ril is 00
Ril
The Sharpe Ratio Rank of Ril is 00Sharpe Ratio Rank
The Sortino Ratio Rank of Ril is 00Sortino Ratio Rank
The Omega Ratio Rank of Ril is 00Omega Ratio Rank
The Calmar Ratio Rank of Ril is 00Calmar Ratio Rank
The Martin Ratio Rank of Ril is 00Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

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.


Ril
Sharpe ratio
The chart of Sharpe ratio for Ril, currently valued at -0.80, compared to the broader market-1.000.001.002.003.004.005.00-0.80
Sortino ratio
The chart of Sortino ratio for Ril, currently valued at -1.44, compared to the broader market-2.000.002.004.006.00-1.44
Omega ratio
The chart of Omega ratio for Ril, currently valued at 0.83, compared to the broader market0.801.001.201.401.601.800.83
Calmar ratio
The chart of Calmar ratio for Ril, currently valued at -0.60, compared to the broader market0.002.004.006.008.0010.00-0.60
Martin ratio
The chart of Martin ratio for Ril, currently valued at -1.48, compared to the broader market0.0010.0020.0030.0040.00-1.48
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.005.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
RELIANCE.BO
Reliance Industries Limited
1.291.881.271.396.39
RELI
Reliance Global Group, Inc.
-0.58-1.790.80-0.94-1.18

Sharpe Ratio

The current Ril Sharpe ratio is -0.80. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.91 to 2.59, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Ril with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
-0.80
2.32
Ril
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Ril granted a 0.17% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Ril0.17%0.17%0.16%0.15%0.16%0.21%0.27%0.30%0.49%0.49%0.53%0.50%
RELIANCE.BO
Reliance Industries Limited
0.34%0.35%0.31%0.30%0.33%0.43%0.54%0.60%0.97%0.99%1.07%1.01%
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%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AprilMayJuneJulyAugustSeptember
-95.86%
-0.19%
Ril
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Ril. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Ril was 95.95%, occurring on Aug 12, 2024. The portfolio has not yet recovered.

The current Ril drawdown is 95.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-95.95%Feb 9, 2021910Aug 12, 2024
-76.17%Jul 18, 201783Nov 13, 2017101Apr 9, 2018184
-68.11%Jan 27, 2020265Feb 3, 20213Feb 8, 2021268
-52.57%Nov 19, 201824Dec 20, 2018213Oct 18, 2019237
-50.07%Mar 1, 201765Jun 2, 201726Jul 10, 201791

Volatility

Volatility Chart

The current Ril volatility is 5.75%, 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.


0.00%10.00%20.00%30.00%40.00%50.00%AprilMayJuneJulyAugustSeptember
5.75%
4.31%
Ril
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

RELIRELIANCE.BO
RELI1.000.02
RELIANCE.BO0.021.00
The correlation results are calculated based on daily price changes starting from Dec 19, 2016