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Rmeulstee

Last updated Dec 7, 2023

Asset Allocation


AEHR 11.11%INTT 11.11%RMBS 11.11%MOD 11.11%MLI 11.11%RS 11.11%BBVA 11.11%NVO 11.11%TGLS 11.11%EquityEquity
PositionCategory/SectorWeight
AEHR
Aehr Test Systems
Technology11.11%
INTT
inTEST Corporation
Technology11.11%
RMBS
Rambus Inc.
Technology11.11%
MOD
Modine Manufacturing Company
Consumer Cyclical11.11%
MLI
Mueller Industries, Inc.
Industrials11.11%
RS
Reliance Steel & Aluminum Co.
Basic Materials11.11%
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
Financial Services11.11%
NVO
Novo Nordisk A/S
Healthcare11.11%
TGLS
Tecnoglass Inc.
Basic Materials11.11%

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


-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.38%
6.61%
Rmeulstee
Benchmark (^GSPC)
Portfolio components

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-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Rmeulstee66.20%11.01%4.38%62.18%52.65%26.58%
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


JanFebMarAprMayJunJulAugSepOctNovDec
20237.69%17.43%1.51%-0.20%-5.53%-8.57%11.58%

Sharpe Ratio

The current Rmeulstee Sharpe ratio is 2.08. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.002.08

The Sharpe ratio of Rmeulstee is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
2.08
1.00
Rmeulstee
Benchmark (^GSPC)
Portfolio components

Dividend yield

Rmeulstee granted a 1.24% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Rmeulstee1.24%1.56%0.86%1.20%1.98%2.12%3.77%1.65%1.13%1.24%1.03%1.40%
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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

NVOINTTAEHRTGLSBBVARMBSMODRSMLI
NVO1.000.090.090.080.220.200.150.190.21
INTT0.091.000.190.150.160.210.190.170.20
AEHR0.090.191.000.160.160.260.190.180.21
TGLS0.080.150.161.000.210.210.230.220.25
BBVA0.220.160.160.211.000.310.390.430.45
RMBS0.200.210.260.210.311.000.410.380.43
MOD0.150.190.190.230.390.411.000.460.52
RS0.190.170.180.220.430.380.461.000.58
MLI0.210.200.210.250.450.430.520.581.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.33%
-5.15%
Rmeulstee
Benchmark (^GSPC)
Portfolio components

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, 2018546Mar 23, 2020179Dec 4, 2020725
-29.17%Nov 17, 2021158Jul 6, 202225Aug 10, 2022183
-25.35%Jun 4, 2015175Feb 11, 2016193Nov 15, 2016368
-19.21%Aug 16, 202229Sep 26, 202228Nov 3, 202257
-16.99%Jul 19, 202373Oct 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.71%
2.92%
Rmeulstee
Benchmark (^GSPC)
Portfolio components
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