Boston Partners Correlations

BPAIX Fund

USD 34.04 0.12 0.35%

The current 90-days correlation between Boston Partners All and Columbia Thermostat Fund is 0.27 (i.e., Modest 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 poor diversification

The correlation between Boston Partners All Cap and DJI is 0.88 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Boston Partners All Cap and DJI in the same portfolio, assuming nothing else is changed.

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Boston Partners All Cap. 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 gross domestic product.

Moving together with Boston Mutual Fund

0.91	OPTCX	Rbb Fund	Pair Corr
0.78	BPAVX	Boston Partners All	Pair Corr
0.74	BPGIX	Boston Partners Global	Pair Corr
0.62	BPSIX	Boston Partners Small	Pair Corr
0.97	BPSCX	Boston Partners Small	Pair Corr
0.68	AWSHX	Washington Mutual	Pair Corr
0.69	WSHCX	Washington Mutual	Pair Corr
0.68	FWWMX	American Funds Washington	Pair Corr
0.94	FWMMX	American Funds Washington	Pair Corr
0.68	DODGX	Dodge Stock Fund	Pair Corr
0.96	AMFFX	American Mutual	Pair Corr
0.97	AMFCX	American Mutual	Pair Corr
0.63	GAAGX	Gmo Alternative Allo	Pair Corr
0.87	GPMFX	Guidepath Managed Futures	Pair Corr
0.61	PQTAX	Pimco Trends Managed	Pair Corr
0.61	PQTNX	Pimco Trends Managed	Pair Corr
0.61	PQTIX	Aa Pimco Tr	Pair Corr
0.62	FAITX	American Funds 2050	Pair Corr
0.91	RCRIX	Riverpark Floating Rate	Pair Corr
0.72	GAPRX	Goldman Sachs Equity	Pair Corr
0.93	RSPMX	Victory Rs Partners	Pair Corr
0.69	HDTVX	Janus Henderson Div	Pair Corr
0.69	HILFX	Hennessy Large Cap	Pair Corr
0.91	SZCCX	Deutsche Small Cap	Pair Corr
0.72	BWLYX	American Beacon Bridgeway	Pair Corr
0.89	PAEIX	T Rowe Price	Pair Corr
0.82	AMPCX	Amcap Fund Class	Pair Corr

Moving against Boston Mutual Fund

0.68

AMRMX

American Mutual

Pair Corr

Related Correlations Analysis

	NESYX	SFAAX	AMFAX	NEFSX	WAAEX	SWYMX	BOSOX	MRFOX	BAUAX	CYYYX
NESYX		0.65	0.42	0.92	0.77	0.68	0.64	0.58	0.64	0.68	NESYX
SFAAX	0.65		0.66	0.69	0.68	0.79	0.89	0.53	0.91	0.57	SFAAX
AMFAX	0.42	0.66		0.49	0.59	0.64	0.66	0.78	0.66	0.79	AMFAX
NEFSX	0.92	0.69	0.49		0.7	0.67	0.61	0.61	0.63	0.76	NEFSX
WAAEX	0.77	0.68	0.59	0.7		0.82	0.77	0.61	0.68	0.65	WAAEX
SWYMX	0.68	0.79	0.64	0.67	0.82		0.89	0.38	0.84	0.59	SWYMX
BOSOX	0.64	0.89	0.66	0.61	0.77	0.89		0.47	0.97	0.54	BOSOX
MRFOX	0.58	0.53	0.78	0.61	0.61	0.38	0.47		0.48	0.81	MRFOX
BAUAX	0.64	0.91	0.66	0.63	0.68	0.84	0.97	0.48		0.54	BAUAX
CYYYX	0.68	0.57	0.79	0.76	0.65	0.59	0.54	0.81	0.54		CYYYX
	NESYX	SFAAX	AMFAX	NEFSX	WAAEX	SWYMX	BOSOX	MRFOX	BAUAX	CYYYX

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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
NESYX	0.59	0.01	(0.10)	(0.03)	0.78	(0.62)	1.24	(1.53)	3.50
SFAAX	0.65	0.18	0.21	0.47	0.14	(0.83)	0.90	(0.88)	14.53
AMFAX	0.74	0.12	0.02	(1.56)	0.93	(0.78)	1.27	(1.68)	4.98
NEFSX	0.59	(0.07)	(0.11)	0.00	0.78	(0.63)	1.24	(1.52)	3.46
WAAEX	0.91	0.02	(0.07)	(0.07)	1.09	(1.02)	2.46	(1.83)	5.80
SWYMX	0.49	0.07	(0.03)	(9.27)	0.57	(0.53)	1.05	(1.03)	2.62
BOSOX	0.77	0.18	0.08	(0.65)	0.57	(1.00)	2.07	(1.53)	5.46
MRFOX	0.52	0.09	0.00	(1.40)	0.47	(0.61)	1.55	(1.00)	3.65
BAUAX	1.11	0.44	0.35	(0.87)	0.36	(1.48)	2.56	(1.43)	15.97
CYYYX	0.19	0.00	(0.28)	0.08	0.22	(0.23)	0.45	(0.34)	1.35

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