PortfoliosLab logo

Rmeulstee

Last updated May 31, 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

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%0.00%10.00%20.00%30.00%40.00%2023FebruaryMarchAprilMay
40.19%
3.16%
Rmeulstee
Benchmark (^GSPC)
Portfolio components

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 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%6.26%1.14%9.25%9.95%
Rmeulstee13.13%50.57%45.10%114.95%42.72%27.64%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

NVOINTTAEHRTGLSBBVARMBSMODRSMLI
NVO1.000.100.100.080.230.210.150.200.22
INTT0.101.000.180.140.160.200.190.170.19
AEHR0.100.181.000.140.160.250.180.170.20
TGLS0.080.140.141.000.200.200.210.210.24
BBVA0.230.160.160.201.000.310.390.440.46
RMBS0.210.200.250.200.311.000.410.390.43
MOD0.150.190.180.210.390.411.000.470.53
RS0.200.170.170.210.440.390.471.000.59
MLI0.220.190.200.240.460.430.530.591.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Rmeulstee Sharpe ratio is 3.69. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.004.002023FebruaryMarchAprilMay
3.69
0.17
Rmeulstee
Benchmark (^GSPC)
Portfolio components

Dividend yield

Rmeulstee granted a 1.89% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Rmeulstee1.89%1.33%0.86%1.22%2.11%2.24%3.13%1.97%1.33%1.59%1.29%1.83%
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.


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.


Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%2023FebruaryMarchAprilMay0
-12.32%
Rmeulstee
Benchmark (^GSPC)
Portfolio components

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, 2018546Mar 23, 2020179Dec 4, 2020725
-29.32%Nov 17, 2021158Jul 6, 202225Aug 10, 2022183
-25.39%Jun 4, 2015175Feb 11, 2016193Nov 15, 2016368
-19.31%Aug 16, 202229Sep 26, 202228Nov 3, 202257
-14.56%Jul 15, 201463Oct 10, 2014135Apr 27, 2015198

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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%2023FebruaryMarchAprilMay
9.55%
3.82%
Rmeulstee
Benchmark (^GSPC)
Portfolio components