Boston Partners Correlations

BELSX Fund

USD 9.45 0.00 0.00%

The current 90-days correlation between Boston Partners Emerging and Boston Partners Longshort is -0.21 (i.e., Very good diversification). The correlation of Boston Partners is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Boston Partners Correlation With Market

Very good diversification

The correlation between Boston Partners Emerging and DJI is -0.5 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Boston Partners Emerging and DJI in the same portfolio, assuming nothing else is changed.

Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators.

Moving together with Boston Mutual Fund

0.67

CISGX

Touchstone Sands Capital

Pair Corr

Moving against Boston Mutual Fund

0.66	WPGSX	Rbb Fund	Pair Corr
0.66	BPRRX	Boston Partners Longshort	Pair Corr
0.58	BPSIX	Boston Partners Small	Pair Corr
0.52	WPGTX	Wpg Partners Smallmicro	Pair Corr
0.45	BPGIX	Boston Partners Global	Pair Corr
0.45	BPLEX	Boston Partners Longshort	Pair Corr
0.41	OPTCX	Rbb Fund	Pair Corr
0.39	BPSCX	Boston Partners Small	Pair Corr
0.34	BPLSX	Boston Partners Longshort	Pair Corr
0.33	BPIRX	Boston Partners Longshort	Pair Corr
0.74	OEPSX	Oil Equipment Services	Pair Corr
0.74	OPGIX	Oppenheimer Global Growth	Pair Corr
0.71	FFVFX	Fidelity Freedom 2015	Pair Corr
0.71	FJABX	Fidelity Freedom Blend	Pair Corr
0.7	LSHCX	Horizon Spin Off Steady Growth	Pair Corr
0.69	LSHAX	Horizon Spin Off Steady Growth	Pair Corr
0.69	LSHEX	Kinetics Spin Off Steady Growth	Pair Corr
0.69	LSHUX	Horizon Spin Off Steady Growth	Pair Corr
0.65	PWLIX	Pimco Rae Worldwide	Pair Corr
0.64	FMURX	Franklin Mutual European	Pair Corr
0.62	TEDPX	Tiaa Cref Emerging	Pair Corr
0.59	PGGLX	Putnam Global Incm	Pair Corr
0.51	DEBIX	Shelton Tactical Credit	Pair Corr
0.41	AUEIX	Aqr Large Cap	Pair Corr
0.4	ENGAX	Cboe Vest Sp	Pair Corr

Related Correlations Analysis

	OPTCX	BPAVX	BPAIX	WPGTX	WPGSX	BPGIX	BPIRX	BPLEX	BPLSX	BPRRX
OPTCX		0.77	0.77	0.72	0.63	0.71	0.73	0.42	0.67	0.66	OPTCX
BPAVX	0.77		1.0	0.93	0.8	0.96	0.99	0.62	0.97	0.82	BPAVX
BPAIX	0.77	1.0		0.93	0.8	0.96	0.99	0.62	0.97	0.83	BPAIX
WPGTX	0.72	0.93	0.93		0.96	0.99	0.95	0.73	0.96	0.93	WPGTX
WPGSX	0.63	0.8	0.8	0.96		0.92	0.83	0.78	0.86	0.96	WPGSX
BPGIX	0.71	0.96	0.96	0.99	0.92		0.97	0.71	0.98	0.92	BPGIX
BPIRX	0.73	0.99	0.99	0.95	0.83	0.97		0.63	0.99	0.84	BPIRX
BPLEX	0.42	0.62	0.62	0.73	0.78	0.71	0.63		0.69	0.82	BPLEX
BPLSX	0.67	0.97	0.97	0.96	0.86	0.98	0.99	0.69		0.87	BPLSX
BPRRX	0.66	0.82	0.83	0.93	0.96	0.92	0.84	0.82	0.87		BPRRX
	OPTCX	BPAVX	BPAIX	WPGTX	WPGSX	BPGIX	BPIRX	BPLEX	BPLSX	BPRRX

Please upgrade your account to get full access to Macroaxis premium features

Risk-Adjusted Indicators

There is a big difference between Boston Mutual Fund performing well and Boston Partners Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Boston Partners' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
OPTCX	0.13	(0.01)	(0.33)	0.01	0.11	(0.18)	0.30	(0.30)	0.80
BPAVX	0.70	0.19	0.21	0.33	0.48	(0.85)	1.52	(0.99)	10.26
BPAIX	0.70	0.19	0.21	0.32	0.48	(0.85)	1.54	(1.01)	10.17
WPGTX	0.80	0.29	0.34	0.44	0.15	(0.96)	1.98	(1.09)	10.65
WPGSX	0.80	0.22	0.23	0.28	0.56	(0.95)	2.27	(1.21)	6.11
BPGIX	0.62	0.25	0.33	0.52	0.00	(0.76)	1.37	(0.89)	9.08
BPIRX	0.56	0.23	0.40	0.65	0.00	(0.74)	1.11	(0.77)	10.79
BPLEX	0.81	0.07	0.04	0.14	1.76	(0.94)	1.44	(0.76)	21.61
BPLSX	0.61	0.23	0.33	0.59	0.00	(0.80)	1.41	(0.62)	9.68
BPRRX	0.39	0.06	0.05	0.18	0.24	(0.49)	0.97	(0.74)	2.41

Boston Partners Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Boston Partners mutual fund to make a market-neutral strategy. Peer analysis of Boston Partners could also be used in its relative valuation, which is a method of valuing Boston Partners by comparing valuation metrics with similar companies.

Rbb Fund Boston Partners All Cap Boston Partners All Cap Wpg Partners Smallmicro Rbb Fund Boston Partners Global Boston Partners Longshort Boston Partners Longshort Boston Partners Longshort Boston Partners Longshort American Airlines Group Alcoa Corp Apple Inc Best Buy Co Citigroup

Risk & Return

Correlation

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC