Rmeulstee
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AEHR Aehr Test Systems | Technology | 11.11% |
INTT inTEST Corporation | Technology | 11.11% |
RMBS Rambus Inc. | Technology | 11.11% |
MOD Modine Manufacturing Company | Consumer Cyclical | 11.11% |
MLI Mueller Industries, Inc. | Industrials | 11.11% |
RS Reliance Steel & Aluminum Co. | Basic Materials | 11.11% |
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | Financial Services | 11.11% |
NVO Novo Nordisk A/S | Healthcare | 11.11% |
TGLS Tecnoglass Inc. | Basic Materials | 11.11% |
Performance
The chart shows the growth of an initial investment of $10,000 in Rmeulstee, 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 May 10, 2012, corresponding to the inception date of TGLS
Returns
As of Dec 7, 2023, the Rmeulstee returned 66.20% Year-To-Date and 26.58% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Rmeulstee | 66.20% | 11.01% | 4.38% | 62.18% | 52.65% | 26.58% |
| Portfolio components: | ||||||
AEHR Aehr Test Systems | 20.55% | 5.03% | -41.80% | 6.93% | 68.59% | 23.75% |
INTT inTEST Corporation | 29.32% | 8.47% | -44.66% | 26.02% | 14.63% | 13.49% |
RMBS Rambus Inc. | 78.95% | 10.78% | 0.11% | 72.40% | 51.06% | 22.31% |
MOD Modine Manufacturing Company | 160.78% | 27.12% | 59.06% | 150.44% | 34.93% | 14.97% |
MLI Mueller Industries, Inc. | 47.71% | 8.71% | -0.19% | 33.26% | 34.44% | 15.62% |
RS Reliance Steel & Aluminum Co. | 33.96% | 0.81% | 7.95% | 30.07% | 31.24% | 16.08% |
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | 64.22% | 11.52% | 34.60% | 71.34% | 18.05% | 2.86% |
NVO Novo Nordisk A/S | 46.86% | -3.45% | 24.74% | 58.00% | 37.56% | 22.17% |
TGLS Tecnoglass Inc. | 24.76% | 26.55% | -10.96% | 26.35% | 36.40% | 17.47% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 7.69% | 17.43% | 1.51% | -0.20% | -5.53% | -8.57% | 11.58% |
Dividend yield
Rmeulstee granted a 1.24% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Rmeulstee | 1.24% | 1.56% | 0.86% | 1.20% | 1.98% | 2.12% | 3.77% | 1.65% | 1.13% | 1.24% | 1.03% | 1.40% |
| Portfolio components: | ||||||||||||
AEHR Aehr Test Systems | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
INTT inTEST Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.90% |
RMBS Rambus 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% |
MOD Modine Manufacturing Company | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MLI Mueller Industries, Inc. | 2.48% | 4.24% | 1.75% | 2.28% | 2.52% | 3.42% | 19.19% | 1.88% | 2.21% | 1.76% | 1.59% | 1.70% |
RS Reliance Steel & Aluminum Co. | 1.50% | 1.73% | 1.70% | 2.09% | 1.84% | 2.81% | 2.10% | 2.07% | 2.76% | 2.28% | 2.06% | 1.29% |
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | 5.52% | 6.28% | 2.79% | 3.53% | 5.20% | 5.67% | 3.92% | 6.02% | 4.29% | 5.71% | 4.43% | 5.57% |
NVO Novo Nordisk A/S | 0.75% | 0.84% | 0.94% | 1.33% | 1.51% | 1.97% | 1.52% | 2.87% | 0.92% | 1.43% | 1.23% | 1.12% |
TGLS Tecnoglass Inc. | 0.90% | 0.91% | 0.56% | 1.59% | 6.79% | 5.20% | 7.21% | 2.04% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Rmeulstee 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
AEHR Aehr Test Systems | -0.06 | ||||
INTT inTEST Corporation | 0.32 | ||||
RMBS Rambus Inc. | 1.45 | ||||
MOD Modine Manufacturing Company | 2.77 | ||||
MLI Mueller Industries, Inc. | 0.99 | ||||
RS Reliance Steel & Aluminum Co. | 1.23 | ||||
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | 2.48 | ||||
NVO Novo Nordisk A/S | 1.85 | ||||
TGLS Tecnoglass Inc. | 0.53 |
Asset Correlations Table
| NVO | INTT | AEHR | TGLS | BBVA | RMBS | MOD | RS | MLI | |
|---|---|---|---|---|---|---|---|---|---|
| NVO | 1.00 | 0.09 | 0.09 | 0.08 | 0.22 | 0.20 | 0.15 | 0.19 | 0.21 |
| INTT | 0.09 | 1.00 | 0.19 | 0.15 | 0.16 | 0.21 | 0.19 | 0.17 | 0.20 |
| AEHR | 0.09 | 0.19 | 1.00 | 0.16 | 0.16 | 0.26 | 0.19 | 0.18 | 0.21 |
| TGLS | 0.08 | 0.15 | 0.16 | 1.00 | 0.21 | 0.21 | 0.23 | 0.22 | 0.25 |
| BBVA | 0.22 | 0.16 | 0.16 | 0.21 | 1.00 | 0.31 | 0.39 | 0.43 | 0.45 |
| RMBS | 0.20 | 0.21 | 0.26 | 0.21 | 0.31 | 1.00 | 0.41 | 0.38 | 0.43 |
| MOD | 0.15 | 0.19 | 0.19 | 0.23 | 0.39 | 0.41 | 1.00 | 0.46 | 0.52 |
| RS | 0.19 | 0.17 | 0.18 | 0.22 | 0.43 | 0.38 | 0.46 | 1.00 | 0.58 |
| MLI | 0.21 | 0.20 | 0.21 | 0.25 | 0.45 | 0.43 | 0.52 | 0.58 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Rmeulstee. 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 Rmeulstee was 52.25%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.25% | Jan 22, 2018 | 546 | Mar 23, 2020 | 179 | Dec 4, 2020 | 725 |
| -29.17% | Nov 17, 2021 | 158 | Jul 6, 2022 | 25 | Aug 10, 2022 | 183 |
| -25.35% | Jun 4, 2015 | 175 | Feb 11, 2016 | 193 | Nov 15, 2016 | 368 |
| -19.21% | Aug 16, 2022 | 29 | Sep 26, 2022 | 28 | Nov 3, 2022 | 57 |
| -16.99% | Jul 19, 2023 | 73 | Oct 30, 2023 | — | — | — |
Volatility Chart
The current Rmeulstee volatility is 6.71%, 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.