Boston Partners Correlations

BELSX Fund

USD 9.45 0.00 0.00%

The current 90-days correlation between Boston Partners Emerging and Qs International Equity is -0.06 (i.e., 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

Pay attention - limited upside

The correlation between Boston Partners Emerging and DJI is -0.74 (i.e., Pay attention - limited upside) 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 against Boston Mutual Fund

0.8	BPIRX	Boston Partners Longshort	Pair Corr
0.79	BPAVX	Boston Partners All	Pair Corr
0.79	BPAIX	Boston Partners All	Pair Corr
0.79	BPSCX	Boston Partners Small	Pair Corr
0.78	WPGTX	Wpg Partners Smallmicro	Pair Corr
0.78	BPGIX	Boston Partners Global	Pair Corr
0.77	BPLSX	Boston Partners Longshort	Pair Corr
0.71	WPGSX	Rbb Fund	Pair Corr
0.71	BPRRX	Boston Partners Longshort	Pair Corr
0.71	BPSIX	Boston Partners Small	Pair Corr
0.69	OPTCX	Rbb Fund	Pair Corr
0.67	QLEIX	Aqr Long Short	Pair Corr
0.67	QLENX	Aqr Long Short	Pair Corr
0.67	QLERX	Aqr Long Short	Pair Corr
0.66	DHLSX	Diamond Hill Long	Pair Corr
0.53	BPLEX	Boston Partners Longshort	Pair Corr
0.85	VGIAX	Vanguard Growth And Potential Growth	Pair Corr
0.83	REREX	Europacific Growth	Pair Corr
0.81	SMPSX	Semiconductor Ultrasector	Pair Corr
0.81	PCLVX	Pace Large Value	Pair Corr
0.79	SMPIX	Semiconductor Ultrasector	Pair Corr
0.77	CLSYX	Columbia Global Dividend	Pair Corr
0.77	USMIX	Extended Market Index	Pair Corr
0.71	CSDGX	Copeland Smid Cap	Pair Corr
0.7	PMDAX	Small Midcap Dividend	Pair Corr
0.68	FGADX	Franklin Gold Precious	Pair Corr
0.68	FGPMX	Franklin Gold And	Pair Corr
0.66	OCMGX	Ocm Mutual Fund	Pair Corr
0.66	OCMAX	Ocm Mutual Fund	Pair Corr
0.65	DIAYX	Diamond Hill Long	Pair Corr
0.65	DIAMX	Diamond Hill Long	Pair Corr
0.64	INIYX	International Investors	Pair Corr
0.62	PMPIX	Precious Metals Ultr	Pair Corr
0.62	PMPSX	Precious Metals Ultr	Pair Corr
0.58	FKRCX	Franklin Gold Precious	Pair Corr

Related Correlations Analysis

	CGEOX	GSCYX	APDNX	FLDFX	RNECX	HCEGX	LGFEX
CGEOX		0.68	0.74	0.79	0.86	0.79	0.76	CGEOX
GSCYX	0.68		0.95	0.93	0.8	0.71	0.89	GSCYX
APDNX	0.74	0.95		0.99	0.86	0.71	0.96	APDNX
FLDFX	0.79	0.93	0.99		0.89	0.76	0.97	FLDFX
RNECX	0.86	0.8	0.86	0.89		0.78	0.85	RNECX
HCEGX	0.79	0.71	0.71	0.76	0.78		0.66	HCEGX
LGFEX	0.76	0.89	0.96	0.97	0.85	0.66		LGFEX
	CGEOX	GSCYX	APDNX	FLDFX	RNECX	HCEGX	LGFEX

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
CGEOX	0.81	(0.05)	(0.04)	0.00	1.26	(0.75)	1.69	(2.36)	4.92
GSCYX	0.97	0.24	0.23	0.27	0.67	(1.12)	2.03	(1.63)	13.29
APDNX	0.64	0.14	0.20	0.21	0.40	(0.76)	1.28	(0.84)	6.09
FLDFX	0.44	0.05	0.05	0.13	0.36	(0.53)	0.93	(0.96)	4.03
RNECX	0.83	0.06	0.00	(5.89)	1.07	(0.85)	1.43	(1.64)	4.85
HCEGX	0.52	(0.04)	(0.07)	0.00	0.79	(0.49)	0.99	(1.19)	3.61
LGFEX	0.69	0.21	0.23	0.40	0.45	(0.81)	1.41	(1.37)	8.57

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.

Calamos Global Equity Small Cap Equity Artisan Select Equity Balanced Fund Retail Rationalrgn Hedged Equity The Growth Equity Qs International Equity American Airlines Group Alcoa Corp Apple Inc Best Buy Co Citigroup SentinelOne CVS Health Corp Chevron Corp

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