Rmeulstee
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AEHR Aehr Test Systems | Technology | 28.97% |
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | Financial Services | 2.91% |
INTT inTEST Corporation | Technology | 17.26% |
MLI Mueller Industries, Inc. | Industrials | 3.95% |
MOD Modine Manufacturing Company | Consumer Cyclical | 4.87% |
NVO Novo Nordisk A/S | Healthcare | 8.40% |
RMBS Rambus Inc. | Technology | 14.23% |
RS Reliance Steel & Aluminum Co. | Basic Materials | 3.53% |
TGLS Tecnoglass Inc. | Basic Materials | 15.87% |
Performance
Performance Chart
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 By Period
As of Oct 18, 2024, the Rmeulstee returned -6.09% Year-To-Date and 32.80% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
| Rmeulstee | -5.38% | 11.19% | 11.55% | 6.17% | 65.29% | 32.12% |
| Portfolio components: | ||||||
AEHR Aehr Test Systems | -40.90% | 27.38% | 48.06% | -50.38% | 55.14% | 19.99% |
INTT inTEST Corporation | -47.50% | 5.47% | -37.15% | -48.56% | 8.48% | 4.13% |
RMBS Rambus Inc. | -39.66% | 6.74% | -24.76% | -24.81% | 25.68% | 14.76% |
MOD Modine Manufacturing Company | 122.43% | 3.48% | 53.48% | 226.19% | 64.07% | 27.00% |
MLI Mueller Industries, Inc. | 54.80% | -0.45% | 35.80% | 107.97% | 38.68% | 19.34% |
RS Reliance Steel & Aluminum Co. | 7.33% | 5.64% | -6.38% | 22.62% | 26.91% | 18.93% |
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | 18.36% | -4.23% | -6.05% | 35.63% | 19.89% | 3.96% |
NVO Novo Nordisk A/S | 15.41% | -7.39% | -5.37% | 23.99% | 36.91% | 20.28% |
TGLS Tecnoglass Inc. | 71.87% | 13.95% | 43.51% | 141.82% | 60.28% | 25.68% |
Monthly Returns
The table below presents the monthly returns of Rmeulstee, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -12.44% | 2.86% | 3.06% | -5.08% | -2.60% | -0.86% | 22.34% | -11.79% | -4.08% | -5.38% | |||
| 2023 | 31.91% | 3.93% | 10.22% | -7.88% | 13.34% | 19.53% | 3.42% | -4.32% | -7.99% | -17.25% | 8.48% | 10.90% | 70.92% |
| 2022 | -23.93% | 5.36% | 0.07% | -16.76% | 3.24% | -10.73% | 29.13% | 9.65% | -5.36% | 20.52% | 27.67% | -9.70% | 14.57% |
| 2021 | 0.78% | 13.78% | 13.51% | -1.02% | 18.05% | 10.23% | 27.49% | 15.87% | 42.67% | 26.62% | -2.60% | 8.99% | 374.91% |
| 2020 | -0.72% | -3.69% | -27.47% | 12.64% | 4.79% | 7.43% | 6.19% | -0.56% | -8.50% | -5.06% | 25.67% | 24.59% | 26.30% |
| 2019 | 7.08% | 8.57% | -5.39% | 5.67% | -2.95% | -1.11% | -5.26% | -1.72% | 14.93% | 1.29% | 4.60% | 4.19% | 31.76% |
| 2018 | 2.30% | -6.68% | -1.84% | -0.14% | 5.17% | -4.64% | 0.30% | 6.56% | -7.61% | -13.11% | 3.01% | -15.41% | -29.82% |
| 2017 | -1.69% | 34.55% | 2.58% | 0.41% | 3.29% | -9.01% | 9.32% | -10.49% | 10.77% | -0.54% | -7.36% | 1.90% | 30.30% |
| 2016 | -10.98% | -4.17% | 5.13% | 2.05% | -9.75% | 15.94% | 5.73% | 12.20% | 9.56% | 0.72% | -0.50% | -1.48% | 22.87% |
| 2015 | -0.73% | 3.18% | -1.90% | 10.83% | -0.68% | -1.95% | -1.80% | -0.16% | 0.79% | -6.69% | 1.14% | -1.77% | -0.65% |
| 2014 | -3.41% | 2.40% | 7.65% | -0.46% | -3.98% | 5.48% | 5.76% | -0.43% | -0.99% | -1.58% | 0.15% | -3.20% | 6.78% |
| 2013 | 6.85% | 2.03% | 5.68% | -0.86% | 17.46% | 1.27% | 8.45% | -1.47% | 19.95% | 0.65% | 4.36% | 1.51% | 85.69% |
Expense Ratio
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
Risk-Adjusted Performance Rank
The current rank of Rmeulstee is 1, indicating that it is in the bottom 1% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AEHR Aehr Test Systems | -0.62 | -0.68 | 0.92 | -0.65 | -1.00 |
INTT inTEST Corporation | -0.89 | -1.27 | 0.85 | -0.65 | -1.68 |
RMBS Rambus Inc. | -0.51 | -0.42 | 0.95 | -0.60 | -1.16 |
MOD Modine Manufacturing Company | 3.89 | 3.66 | 1.51 | 9.30 | 29.11 |
MLI Mueller Industries, Inc. | 3.76 | 4.50 | 1.55 | 4.58 | 32.82 |
RS Reliance Steel & Aluminum Co. | 0.75 | 1.30 | 1.16 | 0.95 | 1.75 |
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | 1.21 | 1.61 | 1.22 | 1.85 | 4.10 |
NVO Novo Nordisk A/S | 0.61 | 1.09 | 1.13 | 0.88 | 2.49 |
TGLS Tecnoglass Inc. | 2.93 | 3.60 | 1.48 | 3.22 | 16.13 |
Dividends
Dividend yield
Rmeulstee granted a 0.49% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Rmeulstee | 0.49% | 0.47% | 0.59% | 0.38% | 0.63% | 1.52% | 1.36% | 1.89% | 0.94% | 0.37% | 0.44% | 0.37% |
| 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% | 0.00% |
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. | 1.04% | 1.27% | 2.54% | 0.88% | 1.14% | 1.26% | 1.71% | 9.57% | 0.87% | 1.02% | 0.81% | 0.73% |
RS Reliance Steel & Aluminum Co. | 1.45% | 1.43% | 1.73% | 1.70% | 2.09% | 1.84% | 2.81% | 2.10% | 2.07% | 2.76% | 2.28% | 2.06% |
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | 7.37% | 5.58% | 6.28% | 2.79% | 3.53% | 5.20% | 5.67% | 3.92% | 6.02% | 4.29% | 5.71% | 4.43% |
NVO Novo Nordisk A/S | 1.22% | 0.99% | 1.18% | 1.34% | 1.86% | 2.12% | 2.46% | 2.13% | 3.94% | 1.31% | 1.96% | 1.68% |
TGLS Tecnoglass Inc. | 0.54% | 0.79% | 0.91% | 0.56% | 1.59% | 6.79% | 5.20% | 7.21% | 2.04% | 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.
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 54.63%, occurring on Mar 18, 2020. Recovery took 194 trading sessions.
The current Rmeulstee drawdown is 19.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.63% | Jul 27, 2017 | 665 | Mar 18, 2020 | 194 | Dec 22, 2020 | 859 |
| -44.92% | Nov 16, 2021 | 159 | Jul 6, 2022 | 87 | Nov 7, 2022 | 246 |
| -32.5% | Jul 18, 2023 | 267 | Aug 7, 2024 | — | — | — |
| -29.23% | May 5, 2015 | 196 | Feb 11, 2016 | 139 | Aug 30, 2016 | 335 |
| -20.86% | Jul 5, 2012 | 93 | Nov 15, 2012 | 56 | Feb 7, 2013 | 149 |
Volatility
Volatility Chart
The current Rmeulstee volatility is 11.99%, 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.
Diversification
Asset Correlations Table
| NVO | INTT | AEHR | TGLS | BBVA | RMBS | MOD | RS | MLI | |
|---|---|---|---|---|---|---|---|---|---|
| NVO | 1.00 | 0.10 | 0.10 | 0.08 | 0.22 | 0.20 | 0.16 | 0.19 | 0.21 |
| INTT | 0.10 | 1.00 | 0.20 | 0.16 | 0.17 | 0.23 | 0.21 | 0.19 | 0.22 |
| AEHR | 0.10 | 0.20 | 1.00 | 0.17 | 0.17 | 0.27 | 0.19 | 0.19 | 0.22 |
| TGLS | 0.08 | 0.16 | 0.17 | 1.00 | 0.22 | 0.22 | 0.24 | 0.23 | 0.26 |
| BBVA | 0.22 | 0.17 | 0.17 | 0.22 | 1.00 | 0.30 | 0.38 | 0.42 | 0.45 |
| RMBS | 0.20 | 0.23 | 0.27 | 0.22 | 0.30 | 1.00 | 0.41 | 0.38 | 0.42 |
| MOD | 0.16 | 0.21 | 0.19 | 0.24 | 0.38 | 0.41 | 1.00 | 0.45 | 0.52 |
| RS | 0.19 | 0.19 | 0.19 | 0.23 | 0.42 | 0.38 | 0.45 | 1.00 | 0.58 |
| MLI | 0.21 | 0.22 | 0.22 | 0.26 | 0.45 | 0.42 | 0.52 | 0.58 | 1.00 |