Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
^NIFTY500 Nifty 500 | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in India vs US, 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 Every 3 months.
Loading graphics...
The earliest data available for this chart is Jan 2, 1991, corresponding to the inception date of ^NIFTY500
Returns By Period
As of Apr 2, 2026, the India vs US returned -15.46% Year-To-Date and 8.75% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.72% | -3.54% | -3.95% | -2.09% | 15.95% | 16.96% | 10.34% | 12.24% |
Portfolio India vs US | 3.15% | -9.95% | -15.46% | -13.14% | -9.50% | 8.22% | 5.69% | 8.75% |
| Portfolio components: | ||||||||
^NIFTY500 Nifty 500 | 3.15% | -9.95% | -15.46% | -13.14% | -8.78% | 8.22% | 5.69% | 8.75% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 18, 2007, India vs US's average daily return is +0.03%, while the average monthly return is +0.76%. At this rate, your investment would double in approximately 7.6 years.
Historically, 56% of months were positive and 44% were negative. The best month was May 2009 with a return of +42.6%, while the worst month was Oct 2008 at -30.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.
On a daily basis, India vs US closed higher 54% of trading days. The best single day was May 18, 2009 with a return of +20.4%, while the worst single day was Mar 23, 2020 at -13.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -5.24% | 1.07% | -14.43% | 3.15% | -15.46% | ||||||||
| 2025 | -4.79% | -8.71% | 9.77% | 4.43% | 2.29% | 3.41% | -4.95% | -2.70% | 0.41% | 4.32% | 0.34% | -0.82% | 1.60% |
| 2024 | 2.08% | 1.69% | 0.18% | 3.53% | 0.63% | 6.98% | 3.89% | 0.66% | 2.29% | -6.78% | -0.59% | -2.52% | 12.00% |
| 2023 | -2.15% | -3.77% | 0.84% | 5.10% | 2.41% | 5.01% | 3.57% | -1.29% | 1.53% | -3.00% | 6.95% | 8.25% | 25.12% |
| 2022 | 0.36% | -5.03% | 3.24% | -1.55% | -5.81% | -6.83% | 9.24% | 3.83% | -5.53% | 2.64% | 5.24% | -4.91% | -6.42% |
| 2021 | -1.73% | 6.81% | 1.63% | -0.72% | 9.18% | -0.61% | 1.38% | 8.54% | 1.67% | -0.68% | -3.15% | 2.24% | 26.44% |
Benchmark Metrics
India vs US has an annualized alpha of 5.10%, beta of 0.38, and R² of 0.10 versus S&P 500 Index. Calculated based on daily prices since April 18, 2007.
- This portfolio participated in 98.61% of S&P 500 Index downside but only 93.13% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.38 may look defensive, but with R² of 0.10 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.10 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 5.10%
- Beta
- 0.38
- R²
- 0.10
- Upside Capture
- 93.13%
- Downside Capture
- 98.61%
Expense Ratio
India vs US 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.
Return for Risk
Risk / Return Rank
India vs US ranks 1 for risk / return — in the bottom 1% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.54 | 0.92 | -1.46 |
Sortino ratioReturn per unit of downside risk | -0.66 | 1.41 | -2.08 |
Omega ratioGain probability vs. loss probability | 0.92 | 1.21 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | -0.51 | 1.41 | -1.92 |
Martin ratioReturn relative to average drawdown | -1.72 | 6.61 | -8.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
^NIFTY500 Nifty 500 | 1 | -0.54 | -0.66 | 0.92 | -0.51 | -1.72 |
Loading graphics...
Dividends
Dividend yield
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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the India vs US. 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 India vs US was 72.89%, occurring on Mar 9, 2009. Recovery took 2133 trading sessions.
The current India vs US drawdown is 23.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -72.89% | Jan 8, 2008 | 286 | Mar 9, 2009 | 2133 | Oct 26, 2017 | 2419 |
| -47.22% | Jan 24, 2018 | 532 | Mar 23, 2020 | 191 | Dec 28, 2020 | 723 |
| -25.65% | Sep 27, 2024 | 373 | Mar 30, 2026 | — | — | — |
| -21.82% | Jan 14, 2022 | 106 | Jun 20, 2022 | 305 | Sep 11, 2023 | 411 |
| -13.45% | Jul 24, 2007 | 20 | Aug 21, 2007 | 21 | Sep 19, 2007 | 41 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 1 assets, with an effective number of assets of 1.00, 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
| Benchmark | ^NIFTY500 | Portfolio | |
|---|---|---|---|
| Benchmark | 1.00 | 0.26 | 0.26 |
| ^NIFTY500 | 0.26 | 1.00 | 1.00 |
| Portfolio | 0.26 | 1.00 | 1.00 |