Ril
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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
The earliest data available for this chart is Dec 16, 2016, corresponding to the inception date of RELI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 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 |
| Portfolio components: | ||||||
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -3.37% | 3.25% | -11.43% | -10.41% | -1.99% | -3.35% | -5.00% | -10.43% | -38.84% | ||||
| 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%, 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
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.
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 | 1.29 | 1.88 | 1.27 | 1.39 | 6.39 |
RELI Reliance Global Group, Inc. | -0.58 | -1.79 | 0.80 | -0.94 | -1.18 |
Dividends
Dividend yield
Ril granted a 0.17% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ril | 0.17% | 0.17% | 0.16% | 0.15% | 0.16% | 0.21% | 0.27% | 0.30% | 0.49% | 0.49% | 0.53% | 0.50% |
| Portfolio components: | ||||||||||||
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.
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, 2021 | 910 | Aug 12, 2024 | — | — | — |
| -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 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.
Diversification
Asset Correlations Table
| RELI | RELIANCE.BO | |
|---|---|---|
| RELI | 1.00 | 0.02 |
| RELIANCE.BO | 0.02 | 1.00 |