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
Returns
As of May 31, 2023, the Rmeulstee returned 50.57% Year-To-Date and 27.64% of annualized return in the last 10 years.
1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 0.86% | 9.53% | 6.26% | 1.14% | 9.25% | 9.95% |
Rmeulstee | 13.13% | 50.57% | 45.10% | 114.95% | 42.72% | 27.64% |
Portfolio components: | ||||||
AEHR Aehr Test Systems | 38.22% | 70.20% | 31.93% | 301.53% | 67.64% | 37.35% |
INTT inTEST Corporation | 14.74% | 111.65% | 101.11% | 192.23% | 24.02% | 20.42% |
RMBS Rambus Inc. | 47.81% | 82.97% | 76.51% | 160.29% | 37.35% | 23.64% |
MOD Modine Manufacturing Company | 35.05% | 42.20% | 37.09% | 150.80% | 9.45% | 10.68% |
MLI Mueller Industries, Inc. | 8.30% | 32.44% | 15.88% | 45.36% | 22.57% | 13.34% |
RS Reliance Steel & Aluminum Co. | -5.93% | 15.60% | 11.84% | 15.18% | 22.48% | 15.96% |
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | -6.68% | 19.63% | 24.18% | 36.29% | 5.58% | 2.08% |
NVO Novo Nordisk A/S | -4.36% | 19.03% | 32.75% | 50.32% | 29.89% | 19.41% |
TGLS Tecnoglass Inc. | -9.65% | 29.05% | 40.72% | 81.61% | 39.57% | 17.69% |
Returns over 1 year are annualized |
Asset Correlations Table
NVO | INTT | AEHR | TGLS | BBVA | RMBS | MOD | RS | MLI | |
---|---|---|---|---|---|---|---|---|---|
NVO | 1.00 | 0.10 | 0.10 | 0.08 | 0.23 | 0.21 | 0.15 | 0.20 | 0.22 |
INTT | 0.10 | 1.00 | 0.18 | 0.14 | 0.16 | 0.20 | 0.19 | 0.17 | 0.19 |
AEHR | 0.10 | 0.18 | 1.00 | 0.14 | 0.16 | 0.25 | 0.18 | 0.17 | 0.20 |
TGLS | 0.08 | 0.14 | 0.14 | 1.00 | 0.20 | 0.20 | 0.21 | 0.21 | 0.24 |
BBVA | 0.23 | 0.16 | 0.16 | 0.20 | 1.00 | 0.31 | 0.39 | 0.44 | 0.46 |
RMBS | 0.21 | 0.20 | 0.25 | 0.20 | 0.31 | 1.00 | 0.41 | 0.39 | 0.43 |
MOD | 0.15 | 0.19 | 0.18 | 0.21 | 0.39 | 0.41 | 1.00 | 0.47 | 0.53 |
RS | 0.20 | 0.17 | 0.17 | 0.21 | 0.44 | 0.39 | 0.47 | 1.00 | 0.59 |
MLI | 0.22 | 0.19 | 0.20 | 0.24 | 0.46 | 0.43 | 0.53 | 0.59 | 1.00 |
Dividend yield
Rmeulstee granted a 1.89% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Rmeulstee | 1.89% | 1.33% | 0.86% | 1.22% | 2.11% | 2.24% | 3.13% | 1.97% | 1.33% | 1.59% | 1.29% | 1.83% |
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. | 1.67% | 1.70% | 0.89% | 1.18% | 1.32% | 1.82% | 10.33% | 1.02% | 1.22% | 0.98% | 0.89% | 0.96% |
RS Reliance Steel & Aluminum Co. | 2.37% | 1.74% | 1.74% | 2.18% | 1.97% | 3.08% | 2.35% | 2.38% | 3.24% | 2.76% | 2.05% | 1.61% |
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | 10.45% | 6.59% | 3.15% | 4.09% | 6.38% | 7.32% | 5.29% | 8.48% | 6.45% | 8.87% | 7.21% | 9.62% |
NVO Novo Nordisk A/S | 1.56% | 0.98% | 1.37% | 1.94% | 2.25% | 2.14% | 1.69% | 3.26% | 1.06% | 1.67% | 1.45% | 1.35% |
TGLS Tecnoglass Inc. | 0.93% | 0.91% | 0.57% | 1.63% | 7.08% | 5.84% | 8.49% | 2.56% | 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 | 3.36 | ||||
INTT inTEST Corporation | 3.22 | ||||
RMBS Rambus Inc. | 4.00 | ||||
MOD Modine Manufacturing Company | 2.93 | ||||
MLI Mueller Industries, Inc. | 1.32 | ||||
RS Reliance Steel & Aluminum Co. | 0.60 | ||||
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | 1.05 | ||||
NVO Novo Nordisk A/S | 1.80 | ||||
TGLS Tecnoglass Inc. | 1.72 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Rmeulstee. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Rmeulstee is 52.58%, recorded on Mar 23, 2020. It took 179 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-52.58% | Jan 22, 2018 | 546 | Mar 23, 2020 | 179 | Dec 4, 2020 | 725 |
-29.32% | Nov 17, 2021 | 158 | Jul 6, 2022 | 25 | Aug 10, 2022 | 183 |
-25.39% | Jun 4, 2015 | 175 | Feb 11, 2016 | 193 | Nov 15, 2016 | 368 |
-19.31% | Aug 16, 2022 | 29 | Sep 26, 2022 | 28 | Nov 3, 2022 | 57 |
-14.56% | Jul 15, 2014 | 63 | Oct 10, 2014 | 135 | Apr 27, 2015 | 198 |
Volatility Chart
The current Rmeulstee volatility is 9.55%, 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.