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Lyxor MSCI India UCITS ETF - Acc (USD) (INRL.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINFR0010375766
WKNLYX0BQ
IssuerAmundi
Inception DateNov 7, 2006
CategoryAsia Pacific Equities
Leveraged1x
Index TrackedMSCI India NR USD
DomicileFrance
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

INRL.L features an expense ratio of 0.85%, falling within the medium range.


Expense ratio chart for INRL.L: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: INRL.L vs. CI2G.L, INRL.L vs. VUAA.DE, INRL.L vs. EUNL.DE, INRL.L vs. FLIN

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Lyxor MSCI India UCITS ETF - Acc (USD), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
0.45%
6.75%
INRL.L (Lyxor MSCI India UCITS ETF - Acc (USD))
Benchmark (^GSPC)

Returns By Period

Lyxor MSCI India UCITS ETF - Acc (USD) had a return of 10.77% year-to-date (YTD) and 21.20% in the last 12 months. Over the past 10 years, Lyxor MSCI India UCITS ETF - Acc (USD) had an annualized return of 8.93%, while the S&P 500 had an annualized return of 10.92%, indicating that Lyxor MSCI India UCITS ETF - Acc (USD) did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date10.77%19.77%
1 month-5.11%-0.67%
6 months0.46%10.27%
1 year21.20%31.07%
5 years (annualized)11.31%13.22%
10 years (annualized)8.93%10.92%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.04%2.90%1.08%2.49%-0.64%7.38%2.37%-1.53%-0.36%-4.63%10.77%
2023-4.86%-3.60%-1.08%2.91%3.51%2.79%1.43%-0.47%4.80%-2.67%3.03%6.79%12.56%
2022-0.25%-3.57%4.74%2.70%-6.69%-2.86%9.28%7.11%-1.24%0.20%0.12%-5.69%2.57%
2021-3.12%2.70%4.59%-2.18%5.26%2.49%0.74%10.86%2.90%-2.18%0.27%0.54%24.45%
2020-2.08%-4.34%-21.33%10.22%1.05%6.49%3.15%5.92%1.71%-1.25%5.02%8.90%9.68%
2019-4.32%-1.20%10.59%-0.05%4.57%-1.72%-2.12%-3.35%3.67%-1.68%-0.58%-0.26%2.69%
2018-1.98%-4.53%-3.98%5.43%-0.92%-0.13%7.22%1.55%-9.32%-5.63%10.27%-0.08%-3.77%
20173.26%6.27%5.56%-1.86%1.45%-1.64%5.72%1.57%-7.42%8.32%-2.39%4.79%24.93%
2016-1.66%-5.17%8.88%-1.63%2.98%9.81%7.06%1.06%0.37%5.01%-9.49%1.27%18.06%
201512.32%0.01%-0.98%-10.02%3.71%-3.38%2.76%-6.97%0.79%-1.28%-1.38%2.20%-3.86%
2014-4.58%2.36%9.17%-2.62%9.38%2.33%0.90%6.65%-0.37%6.28%3.07%-5.71%28.71%
20138.56%-3.76%-0.75%2.34%-1.36%-7.50%-2.14%-14.06%5.95%10.78%-4.15%2.45%-6.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of INRL.L is 50, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of INRL.L is 5050
Combined Rank
The Sharpe Ratio Rank of INRL.L is 3939Sharpe Ratio Rank
The Sortino Ratio Rank of INRL.L is 3434Sortino Ratio Rank
The Omega Ratio Rank of INRL.L is 4646Omega Ratio Rank
The Calmar Ratio Rank of INRL.L is 7575Calmar Ratio Rank
The Martin Ratio Rank of INRL.L is 5858Martin 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

The charts below present risk-adjusted performance metrics for Lyxor MSCI India UCITS ETF - Acc (USD) (INRL.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


INRL.L
Sharpe ratio
The chart of Sharpe ratio for INRL.L, currently valued at 1.43, compared to the broader market0.002.004.006.001.43
Sortino ratio
The chart of Sortino ratio for INRL.L, currently valued at 1.90, compared to the broader market0.005.0010.001.90
Omega ratio
The chart of Omega ratio for INRL.L, currently valued at 1.29, compared to the broader market1.001.502.002.503.001.29
Calmar ratio
The chart of Calmar ratio for INRL.L, currently valued at 2.79, compared to the broader market0.005.0010.0015.0020.002.79
Martin ratio
The chart of Martin ratio for INRL.L, currently valued at 10.16, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.16
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.67, compared to the broader market0.002.004.006.002.67
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.55, compared to the broader market0.005.0010.003.55
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.502.002.503.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.45, compared to the broader market0.005.0010.0015.0020.003.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.04, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.04

Sharpe Ratio

The current Lyxor MSCI India UCITS ETF - Acc (USD) Sharpe ratio is 1.43. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Lyxor MSCI India UCITS ETF - Acc (USD) 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 Ratio1.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.43
1.77
INRL.L (Lyxor MSCI India UCITS ETF - Acc (USD))
Benchmark (^GSPC)

Dividends

Dividend History


Lyxor MSCI India UCITS ETF - Acc (USD) doesn't pay dividends

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.68%
-2.19%
INRL.L (Lyxor MSCI India UCITS ETF - Acc (USD))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Lyxor MSCI India UCITS ETF - Acc (USD). 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 Lyxor MSCI India UCITS ETF - Acc (USD) was 37.58%, occurring on Mar 23, 2020. Recovery took 183 trading sessions.

The current Lyxor MSCI India UCITS ETF - Acc (USD) drawdown is 7.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.58%Jun 4, 2019206Mar 23, 2020183Dec 10, 2020389
-30.01%May 20, 201371Aug 28, 2013193Jun 6, 2014264
-28.07%Apr 14, 2015210Feb 11, 2016122Aug 5, 2016332
-20.38%Aug 29, 201832Oct 11, 2018158May 30, 2019190
-19.16%Sep 9, 2022139Mar 28, 2023178Dec 11, 2023317

Volatility

Volatility Chart

The current Lyxor MSCI India UCITS ETF - Acc (USD) volatility is 3.43%, 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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.43%
3.20%
INRL.L (Lyxor MSCI India UCITS ETF - Acc (USD))
Benchmark (^GSPC)