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Rmeulstee
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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
Technology

11.11%

BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
Financial Services

11.11%

INTT
inTEST Corporation
Technology

11.11%

MLI
Mueller Industries, Inc.
Industrials

11.11%

MOD
Modine Manufacturing Company
Consumer Cyclical

11.11%

NVO
Novo Nordisk A/S
Healthcare

11.11%

RMBS
Rambus Inc.
Technology

11.11%

RS
Reliance Steel & Aluminum Co.
Basic Materials

11.11%

TGLS
Tecnoglass Inc.
Basic Materials

11.11%

S&P 500

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


500.00%1,000.00%1,500.00%2,000.00%FebruaryMarchAprilMayJuneJuly
2,016.62%
311.51%
Rmeulstee
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 10, 2012, corresponding to the inception date of TGLS

Returns By Period

As of Jul 17, 2024, the Rmeulstee returned 20.59% Year-To-Date and 27.33% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
17.16%2.10%17.92%22.68%13.47%10.97%
Rmeulstee20.97%17.31%25.31%27.11%57.89%27.34%
AEHR
Aehr Test Systems
-22.31%65.68%24.16%-56.99%67.20%21.61%
INTT
inTEST Corporation
-18.01%16.51%-11.93%-50.00%19.65%10.16%
RMBS
Rambus Inc.
-12.70%5.04%-18.63%1.52%36.73%16.10%
MOD
Modine Manufacturing Company
78.38%8.92%60.50%191.59%49.52%21.80%
MLI
Mueller Industries, Inc.
37.71%16.80%40.27%43.66%38.25%18.32%
RS
Reliance Steel & Aluminum Co.
11.18%9.03%11.51%9.57%29.52%17.73%
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
21.88%8.29%26.90%41.40%21.70%3.85%
NVO
Novo Nordisk A/S
31.58%-3.82%27.26%65.79%42.44%20.33%
TGLS
Tecnoglass Inc.
17.48%21.63%22.18%13.75%51.17%19.86%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.33%6.51%7.14%-4.96%0.76%-1.36%20.97%
202320.76%6.37%7.70%-3.99%7.70%17.38%1.51%-0.30%-5.53%-8.57%11.49%9.13%78.57%
2022-14.47%6.38%0.20%-10.01%5.28%-10.05%21.00%3.99%-6.01%17.25%21.63%-5.76%23.49%
20210.24%13.25%11.08%3.42%15.00%4.10%10.95%5.90%17.71%16.55%-0.99%5.36%162.57%
2020-2.65%-4.62%-27.19%13.67%6.59%4.44%3.22%3.21%-5.75%-1.05%27.89%15.19%25.22%
201912.15%8.57%-4.44%3.27%-6.44%3.28%-2.29%-4.69%10.05%4.27%-0.39%3.74%28.20%
20183.78%-6.33%-2.82%-1.20%3.05%-3.09%2.10%1.22%-6.24%-12.56%3.16%-11.62%-28.01%
2017-1.45%12.13%3.46%0.96%3.37%-2.93%6.46%-5.87%8.86%1.77%-1.09%0.48%27.80%
2016-9.65%1.95%8.39%0.99%-4.67%3.99%5.42%5.01%2.79%-0.59%3.19%4.25%21.63%
2015-4.15%6.37%1.84%6.59%-0.62%-2.06%-1.47%-2.82%-3.45%-0.82%1.99%-3.32%-2.59%
2014-1.25%4.61%3.25%1.66%-2.17%5.09%-1.43%1.47%-2.03%-0.87%-0.92%-2.28%4.85%
20136.89%0.90%1.87%1.75%8.65%0.23%8.04%-0.57%12.98%0.03%2.65%1.21%53.56%

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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Rmeulstee is 21, indicating that it is in the bottom 21% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Rmeulstee is 2121
Rmeulstee
The Sharpe Ratio Rank of Rmeulstee is 1414Sharpe Ratio Rank
The Sortino Ratio Rank of Rmeulstee is 1414Sortino Ratio Rank
The Omega Ratio Rank of Rmeulstee is 1313Omega Ratio Rank
The Calmar Ratio Rank of Rmeulstee is 4343Calmar Ratio Rank
The Martin Ratio Rank of Rmeulstee is 2020Martin 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

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.


Rmeulstee
Sharpe ratio
The chart of Sharpe ratio for Rmeulstee, currently valued at 1.01, compared to the broader market-1.000.001.002.003.004.005.001.01
Sortino ratio
The chart of Sortino ratio for Rmeulstee, currently valued at 1.52, compared to the broader market-2.000.002.004.006.001.52
Omega ratio
The chart of Omega ratio for Rmeulstee, currently valued at 1.17, compared to the broader market0.801.001.201.401.601.801.17
Calmar ratio
The chart of Calmar ratio for Rmeulstee, currently valued at 1.39, compared to the broader market0.002.004.006.008.0010.001.39
Martin ratio
The chart of Martin ratio for Rmeulstee, currently valued at 3.57, compared to the broader market0.0010.0020.0030.0040.003.57
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.005.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.94, compared to the broader market-2.000.002.004.006.002.94
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.66, compared to the broader market0.002.004.006.008.0010.001.66
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.83, compared to the broader market0.0010.0020.0030.0040.007.83

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AEHR
Aehr Test Systems
-0.76-1.090.87-0.75-1.02
INTT
inTEST Corporation
-1.02-1.580.83-0.72-1.10
RMBS
Rambus Inc.
-0.130.181.02-0.23-0.41
MOD
Modine Manufacturing Company
3.853.741.497.9022.23
MLI
Mueller Industries, Inc.
1.642.201.291.984.40
RS
Reliance Steel & Aluminum Co.
0.390.761.100.541.07
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
1.532.001.272.296.68
NVO
Novo Nordisk A/S
2.143.501.405.7816.05
TGLS
Tecnoglass Inc.
0.000.371.050.000.01

Sharpe Ratio

The current Rmeulstee Sharpe ratio is 1.10. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.63 to 2.48, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Rmeulstee 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 Ratio0.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.01
2.10
Rmeulstee
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Rmeulstee granted a 1.04% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Rmeulstee1.04%1.09%1.37%0.76%1.08%1.84%1.93%2.70%1.54%1.00%1.14%0.94%
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.
1.09%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.
1.36%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.
5.49%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
0.72%0.71%0.84%0.94%1.33%1.51%1.97%1.52%2.87%0.92%1.43%1.23%
TGLS
Tecnoglass Inc.
0.75%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly0
-1.39%
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 52.71%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.71%Jan 22, 2018546Mar 23, 2020179Dec 4, 2020725
-29.35%Nov 17, 2021158Jul 6, 202225Aug 10, 2022183
-25.39%Jun 4, 2015175Feb 11, 2016193Nov 15, 2016368
-19.25%Aug 16, 202229Sep 26, 202228Nov 3, 202257
-17.08%Jul 19, 202373Oct 30, 202335Dec 19, 2023108

Volatility

Volatility Chart

The current Rmeulstee volatility is 6.56%, 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%3.00%4.00%5.00%6.00%7.00%FebruaryMarchAprilMayJuneJuly
6.56%
2.59%
Rmeulstee
Benchmark (^GSPC)
Portfolio components

Diversification

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
NVO1.000.090.100.070.220.200.150.190.20
INTT0.091.000.190.150.160.220.200.180.21
AEHR0.100.191.000.160.160.270.190.180.21
TGLS0.070.150.161.000.210.220.230.220.25
BBVA0.220.160.160.211.000.300.380.430.45
RMBS0.200.220.270.220.301.000.400.370.42
MOD0.150.200.190.230.380.401.000.450.52
RS0.190.180.180.220.430.370.451.000.58
MLI0.200.210.210.250.450.420.520.581.00
The correlation results are calculated based on daily price changes starting from May 11, 2012