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Indonesia Stocks
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Indonesia Stocks

Currency in USD · Last updated May 27, 2025

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Asset Allocation

GRAB 11.11%BTDR 11.11%SE 11.11%YY 11.11%KEN 11.11%WVE 11.11%KARO 11.11%TIGR 11.11%CAN 11.11%EquityEquity
PositionCategory/SectorTarget Weight
BTDR
Bitdeer Technologies Group Class A Ordinary Shares		Technology
11.11%
CAN
Canaan Inc.		Technology
11.11%
GRAB
Grab Holdings Limited		Financial Services
11.11%
KARO
Karooooo Ltd.		Technology
11.11%
KEN
Kenon Holdings Ltd.		Utilities
11.11%
SE
Sea Limited		Communication Services
11.11%
TIGR
UP Fintech Holding Limited		Financial Services
11.11%
WVE
Wave Life Sciences Ltd.		Healthcare
11.11%
YY
YY Inc.		Communication Services
11.11%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Apr 13, 2023, corresponding to the inception date of BTDR

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-1.34%5.02%-3.08%9.39%14.45%10.68%
Indonesia Stocks-2.13%11.98%1.83%60.44%N/AN/A
Portfolio components:
GRAB
Grab Holdings Limited		4.87%3.56%-3.70%35.25%N/AN/A
BTDR
Bitdeer Technologies Group Class A Ordinary Shares		-33.27%37.32%17.27%138.61%N/AN/A
SE
Sea Limited		54.63%28.41%43.91%127.92%15.74%N/A
YY
YY Inc.		4.28%7.14%25.58%34.11%-2.04%-2.96%
KEN
Kenon Holdings Ltd.		13.07%7.56%28.75%57.63%29.96%22.28%
WVE
Wave Life Sciences Ltd.		-51.90%-11.59%-60.04%-4.34%-11.69%N/A
KARO
Karooooo Ltd.		17.08%24.49%28.30%84.90%N/AN/A
TIGR
UP Fintech Holding Limited		35.45%13.20%55.42%112.38%23.22%N/A
CAN
Canaan Inc.		-69.07%-23.89%-69.52%-39.62%-30.18%N/A
*Annualized

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.38%-5.26%-6.54%0.80%10.07%-2.13%
2024-12.89%5.59%4.36%-0.50%8.90%1.21%5.59%-1.78%19.20%12.90%16.81%0.91%73.20%
2023-7.87%-11.34%12.29%17.65%-4.83%-1.84%-10.21%-0.32%12.69%1.69%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Indonesia Stocks 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.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 89, Indonesia Stocks is among the top 11% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Indonesia Stocks is 8989
Overall Rank
The Sharpe Ratio Rank of Indonesia Stocks is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of Indonesia Stocks is 9090
Sortino Ratio Rank
The Omega Ratio Rank of Indonesia Stocks is 8989
Omega Ratio Rank
The Calmar Ratio Rank of Indonesia Stocks is 9090
Calmar Ratio Rank
The Martin Ratio Rank of Indonesia Stocks is 8585
Martin 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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GRAB
Grab Holdings Limited		0.701.221.180.862.46
BTDR
Bitdeer Technologies Group Class A Ordinary Shares		1.282.111.252.003.68
SE
Sea Limited		2.943.341.453.8814.97
YY
YY Inc.		0.871.311.170.912.88
KEN
Kenon Holdings Ltd.		1.802.401.304.6811.41
WVE
Wave Life Sciences Ltd.		-0.020.931.11-0.09-0.19
KARO
Karooooo Ltd.		1.342.001.273.318.29
TIGR
UP Fintech Holding Limited		1.172.141.261.983.21
CAN
Canaan Inc.		-0.330.141.02-0.51-1.01

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Indonesia Stocks Sharpe ratios as of May 27, 2025 (values are recalculated daily):

  • 1-Year: 1.63
  • All Time: 0.86

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.49 to 1.03, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Indonesia Stocks compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Indonesia Stocks provided a 2.07% dividend yield over the last twelve months.

TTM2024202320222021202020192018
Portfolio2.07%1.51%2.00%5.63%1.32%0.94%0.64%10.70%
Portfolio components:
GRAB
Grab Holdings Limited		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BTDR
Bitdeer Technologies Group Class A Ordinary Shares		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SE
Sea Limited		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
YY
YY Inc.		2.13%0.00%3.07%6.46%4.49%1.03%0.00%0.00%
KEN
Kenon Holdings Ltd.		14.48%11.18%11.46%41.67%7.35%7.41%5.75%96.34%
WVE
Wave Life Sciences Ltd.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KARO
Karooooo Ltd.		2.04%2.39%3.50%2.58%0.00%0.00%0.00%0.00%
TIGR
UP Fintech Holding Limited		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CAN
Canaan Inc.		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 Indonesia Stocks. 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 Indonesia Stocks was 31.98%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Indonesia Stocks drawdown is 10.23%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.98%Dec 10, 202481Apr 8, 2025———
-19.23%Aug 1, 2023130Feb 5, 202472May 17, 2024202
-18.61%Apr 14, 202332May 30, 202329Jul 12, 202361
-11.17%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-10.22%Oct 7, 20247Oct 15, 20241Oct 16, 20248
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 9 assets, with an effective number of assets of 9.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCKAROKENWVEYYBTDRCANGRABTIGRSEPortfolio
^GSPC1.000.250.320.270.280.330.350.380.380.480.55
KARO0.251.000.060.120.170.150.130.110.140.200.38
KEN0.320.061.000.130.130.100.120.190.150.210.31
WVE0.270.120.131.000.120.220.230.220.210.190.53
YY0.280.170.130.121.000.100.110.230.400.270.41
BTDR0.330.150.100.220.101.000.440.140.190.190.58
CAN0.350.130.120.230.110.441.000.220.280.240.57
GRAB0.380.110.190.220.230.140.221.000.330.410.49
TIGR0.380.140.150.210.400.190.280.331.000.360.61
SE0.480.200.210.190.270.190.240.410.361.000.57
Portfolio0.550.380.310.530.410.580.570.490.610.571.00
The correlation results are calculated based on daily price changes starting from Apr 14, 2023
Go to the full Correlations tool for more customization options