Rmeulstee

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 Every 3 months.

As of Jun 9, 2026, the Rmeulstee returned 127.07% Year-To-Date and 47.89% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since May 10, 2012, Rmeulstee's average daily return is +0.16%, while the average monthly return is +3.28%. At this rate, an investment would double in approximately 1.8 years.

Historically, 57% of months were positive and 43% were negative. The best month was Apr 2026 with a return of +60.5%, while the worst month was Mar 2020 at -27.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Rmeulstee closed higher 51% of trading days. The best single day was Jul 19, 2021 with a return of +30.3%, while the worst single day was Jul 22, 2021 at -13.7%.

Rmeulstee has an annualized alpha of 27.60%, beta of 1.14, and R2 of 0.24 versus S&P 500 Index. Calculated based on daily prices since May 10, 2012.

• This portfolio captured 193.78% of S&P 500 Index gains but only 85.93% of its losses - a favorable profile for investors.
• R2 of 0.24 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Rmeulstee has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Rmeulstee ranks 87 for risk / return — in the top 87% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The table below presents risk-adjusted performance metrics for Rmeulstee and compares them with S&P 500 Index.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Rmeulstee Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 3.45
• 5-Year: 1.48
• 10-Year: 1.12
• All Time: 0.96

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.59 to 2.46, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Rmeulstee compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Rmeulstee provided a 0.81% dividend yield over the last twelve months.

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.

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 54.66%, occurring on Mar 18, 2020. Recovery took 194 trading sessions.

The current Rmeulstee drawdown is 12.69%.

The chart below shows the rolling one-month volatility.