Boston Partners Correlations

BPAIX Fund

USD 33.22 0.09 0.27%

The current 90-days correlation between Boston Partners All and T Rowe Price is -0.12 (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

Very poor diversification

The correlation between Boston Partners All Cap and DJI is 0.82 (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

0.72	OPTCX	Rbb Fund	Pair Corr
1.0	BPAVX	Boston Partners All	Pair Corr
0.92	WPGTX	Wpg Partners Smallmicro	Pair Corr
0.77	WPGSX	Rbb Fund	Pair Corr
0.95	BPGIX	Boston Partners Global	Pair Corr
0.99	BPIRX	Boston Partners Longshort	Pair Corr
0.97	BPLSX	Boston Partners Longshort	Pair Corr
0.79	BPRRX	Boston Partners Longshort	Pair Corr
0.84	BPSIX	Boston Partners Small	Pair Corr
0.98	BPSCX	Boston Partners Small	Pair Corr
0.71	VVIAX	Vanguard Value Index	Pair Corr
0.72	AWSHX	Washington Mutual	Pair Corr
0.71	WSHCX	Washington Mutual	Pair Corr
0.72	WSHFX	Washington Mutual	Pair Corr
0.85	FWWMX	American Funds Washington	Pair Corr
0.85	FWMMX	American Funds Washington	Pair Corr
0.87	DODGX	Dodge Stock Fund	Pair Corr
0.65	AMFFX	American Mutual	Pair Corr
0.65	AMFCX	American Mutual	Pair Corr
0.73	SMPIX	Semiconductor Ultrasector	Pair Corr
0.78	SMPSX	Semiconductor Ultrasector	Pair Corr
0.68	PMPIX	Precious Metals Ultr	Pair Corr
0.7	EKWYX	Wells Fargo Advantage	Pair Corr
0.69	EKWAX	Wells Fargo Advantage	Pair Corr
0.77	EVMLX	Evaluator Moderate Rms	Pair Corr
0.62	FSMNX	Fidelity Sai Municipal	Pair Corr
0.94	SUWCX	Deutsche E Equity	Pair Corr
0.74	FFLDX	Fidelity Freedom Index	Pair Corr
0.73	PRILX	Parnassus Equity Incme	Pair Corr
0.8	CMNVX	Catholic Responsible	Pair Corr

Moving against Boston Mutual Fund

0.5

AMRMX

American Mutual

Pair Corr

Related Correlations Analysis

	CVMIX	CTFAX	HILVX	FHANX	LVAEX	PSILX	PRGMX
CVMIX		0.77	0.94	0.98	0.75	0.99	0.91	CVMIX
CTFAX	0.77		0.74	0.81	0.66	0.78	0.78	CTFAX
HILVX	0.94	0.74		0.94	0.76	0.95	0.86	HILVX
FHANX	0.98	0.81	0.94		0.81	0.99	0.86	FHANX
LVAEX	0.75	0.66	0.76	0.81		0.8	0.68	LVAEX
PSILX	0.99	0.78	0.95	0.99	0.8		0.9	PSILX
PRGMX	0.91	0.78	0.86	0.86	0.68	0.9		PRGMX
	CVMIX	CTFAX	HILVX	FHANX	LVAEX	PSILX	PRGMX

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
CVMIX	0.81	0.14	0.10	0.20	1.09	(0.91)	1.99	(1.21)	8.20
CTFAX	0.17	(0.01)	(0.13)	(0.01)	0.21	(0.19)	0.39	(0.33)	1.27
HILVX	0.51	0.02	0.02	0.07	0.55	(0.56)	1.21	(1.01)	2.88
FHANX	0.52	0.05	0.06	0.11	0.63	(0.55)	0.98	(1.13)	4.30
LVAEX	0.90	0.39	0.49	0.76	0.00	(1.13)	1.63	(1.10)	21.87
PSILX	0.58	0.09	0.08	0.17	0.81	(0.61)	1.33	(1.12)	6.03
PRGMX	0.13	0.01	(0.12)	(1.31)	0.00	(0.20)	0.36	(0.24)	1.09

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