Ril
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
RELI Reliance Global Group, Inc. | Financial Services | 50% |
RELIANCE.BO Reliance Industries Limited | Energy | 50% |
Performance
Performance Chart
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The earliest data available for this chart is Dec 16, 2016, corresponding to the inception date of RELI
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Ril | -25.41% | 12.39% | -15.02% | -42.78% | -42.38% | N/A |
| Portfolio components: | ||||||
RELIANCE.BO Reliance Industries Limited | 13.35% | 18.23% | 5.50% | -4.24% | 11.43% | 22.43% |
RELI Reliance Global Group, Inc. | -58.53% | 5.94% | -44.56% | -75.44% | -81.99% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -10.18% | -14.88% | -1.55% | 3.70% | -4.43% | -25.41% | |||||||
| 2024 | -3.37% | 3.25% | -11.43% | -10.41% | -1.99% | -3.35% | -5.18% | -10.26% | -8.54% | -1.54% | -21.97% | 28.34% | -42.45% |
| 2023 | 1.94% | -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% |
| 2020 | 71.96% | -14.50% | -44.19% | 26.02% | -7.73% | -6.99% | 3.71% | -11.30% | 12.94% | -16.52% | -17.12% | 3.82% | -33.78% |
| 2019 | 13.17% | -9.49% | 6.41% | 4.27% | -12.69% | -5.56% | 9.44% | 4.74% | 4.81% | 35.96% | 2.17% | 5.97% | 65.72% |
| 2018 | 60.79% | -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%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Ril is 1, meaning it’s performing worse than 99% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
RELIANCE.BO Reliance Industries Limited | -0.13 | -0.20 | 0.97 | -0.20 | -0.34 |
RELI Reliance Global Group, Inc. | -0.35 | -0.12 | 0.99 | -0.79 | -1.04 |
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Dividends
Dividend yield
Ril provided a 0.18% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.18% | 0.21% | 0.17% | 0.16% | 0.15% | 0.16% | 0.21% | 0.27% | 0.30% | 0.49% | 0.49% | 0.53% |
| Portfolio components: | ||||||||||||
RELIANCE.BO Reliance Industries Limited | 0.36% | 0.41% | 0.35% | 0.31% | 0.30% | 0.33% | 0.43% | 0.54% | 0.60% | 0.97% | 0.99% | 1.07% |
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.
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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 97.41%, occurring on Apr 10, 2025. The portfolio has not yet recovered.
The current Ril drawdown is 97.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -97.41% | Feb 9, 2021 | 1083 | Apr 10, 2025 | — | — | — |
| -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 |
| -52.57% | Nov 19, 2018 | 24 | Dec 20, 2018 | 213 | Oct 18, 2019 | 237 |
| -50.07% | Mar 1, 2017 | 65 | Jun 2, 2017 | 26 | Jul 10, 2017 | 91 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | RELIANCE.BO | RELI | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.15 | 0.06 | 0.09 |
| RELIANCE.BO | 0.15 | 1.00 | 0.02 | 0.31 |
| RELI | 0.06 | 0.02 | 1.00 | 0.91 |
| Portfolio | 0.09 | 0.31 | 0.91 | 1.00 |