Boston Partners Correlations

BPAVX Fund

USD 34.35 0.18 0.52%

The current 90-days correlation between Boston Partners All and Dreyfus Technology Growth is 0.66 (i.e., Poor 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 0.87 (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 unemployment.

Moving together with Boston Mutual Fund

0.71	OPTCX	Rbb Fund	Pair Corr
0.75	BPAIX	Boston Partners All	Pair Corr
0.72	WPGSX	Rbb Fund	Pair Corr
0.74	BPGSX	Rbb Fund	Pair Corr
0.87	BPGIX	Boston Partners Global	Pair Corr
0.91	BPIRX	Boston Partners Longshort	Pair Corr
0.91	BPRRX	Boston Partners Longshort	Pair Corr
0.94	FWWMX	American Funds Washington	Pair Corr
0.94	FWMMX	American Funds Washington	Pair Corr
0.76	AWSHX	Washington Mutual	Pair Corr
0.75	WSHCX	Washington Mutual	Pair Corr
0.76	WSHFX	Washington Mutual	Pair Corr
0.9	VVIAX	Vanguard Value Index	Pair Corr
0.94	RWMAX	Washington Mutual	Pair Corr
0.76	CWMAX	Washington Mutual	Pair Corr
0.76	RWMGX	Washington Mutual	Pair Corr
0.75	CWMCX	Washington Mutual	Pair Corr
0.71	WASCX	Ivy Asset Strategy	Pair Corr
0.68	OWLSX	Old Westbury Large	Pair Corr
0.68	PAALX	All Asset Fund	Pair Corr
0.68	PDEGX	Prudential Day One	Pair Corr
0.62	SPXKX	Sp 500 Index	Pair Corr
0.61	PBDAX	Investment Grade Porate	Pair Corr

Related Correlations Analysis

	DTEYX	FRBRX	BSTSX	MTCCX	TOWTX	JGLTX	TEPIX
DTEYX		0.38	0.89	0.93	0.84	0.97	0.96	DTEYX
FRBRX	0.38		0.31	0.61	0.18	0.36	0.54	FRBRX
BSTSX	0.89	0.31		0.83	0.65	0.91	0.89	BSTSX
MTCCX	0.93	0.61	0.83		0.77	0.95	0.96	MTCCX
TOWTX	0.84	0.18	0.65	0.77		0.79	0.71	TOWTX
JGLTX	0.97	0.36	0.91	0.95	0.79		0.96	JGLTX
TEPIX	0.96	0.54	0.89	0.96	0.71	0.96		TEPIX
	DTEYX	FRBRX	BSTSX	MTCCX	TOWTX	JGLTX	TEPIX

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
DTEYX	1.04	0.03	0.03	0.07	1.55	(0.98)	1.70	(2.46)	6.53
FRBRX	1.03	0.43	0.33	0.72	0.73	(1.18)	2.48	(1.60)	5.16
BSTSX	1.15	0.09	0.03	0.53	1.61	(1.10)	2.62	(2.81)	6.88
MTCCX	0.96	0.05	0.04	0.09	1.26	(0.97)	1.88	(2.58)	5.71
TOWTX	0.70	0.01	0.01	0.05	0.93	(0.71)	1.59	(1.33)	4.32
JGLTX	0.90	0.00	0.00	0.05	1.30	(0.87)	2.13	(2.26)	5.45
TEPIX	1.45	0.08	0.04	0.09	2.17	(1.29)	2.78	(3.82)	8.82

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Boston Partners Correlations

Boston Partners Correlation With Market

Very poor diversification

Moving together with Boston Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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