Boston Partners Correlations

BELSX Fund

USD 9.77 0.05 0.51%

The current 90-days correlation between Boston Partners Emerging and The Gold Bullion is 0.29 (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

Good diversification

The correlation between Boston Partners Emerging and DJI is -0.11 (i.e., 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, which includes a position in Boston Partners Emerging. 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

0.94	OPTCX	Rbb Fund	Pair Corr
0.83	BPAVX	Boston Partners All	Pair Corr
0.87	BPAIX	Boston Partners All	Pair Corr
0.63	WPGTX	Wpg Partners Smallmicro	Pair Corr
0.82	WPGSX	Rbb Fund	Pair Corr
0.86	BPGSX	Rbb Fund	Pair Corr
0.76	BPGIX	Boston Partners Global	Pair Corr
0.92	BPIRX	Boston Partners Longshort	Pair Corr
0.61	BPLEX	Boston Partners Longshort	Pair Corr
0.69	BPLSX	Boston Partners Longshort	Pair Corr
0.92	BPRRX	Boston Partners Longshort	Pair Corr
0.73	NLSCX	Neuberger Berman Long	Pair Corr
0.77	NLSAX	Neuberger Berman Long	Pair Corr
0.78	NLSIX	Neuberger Berman Long	Pair Corr
0.96	QLERX	Aqr Long Short	Pair Corr
0.95	DHLSX	Diamond Hill Long	Pair Corr
0.95	DIAYX	Diamond Hill Long	Pair Corr
0.95	DIAMX	Diamond Hill Long	Pair Corr
0.93	ASLAX	Ab Select Longshort	Pair Corr
0.94	VTSAX	Vanguard Total Stock	Pair Corr
0.91	VFIAX	Vanguard 500 Index	Pair Corr
0.94	VTSMX	Vanguard Total Stock	Pair Corr
0.94	VSMPX	Vanguard Total Stock	Pair Corr
0.94	VSTSX	Vanguard Total Stock	Pair Corr
0.94	VITSX	Vanguard Total Stock	Pair Corr
0.91	VFINX	Vanguard 500 Index	Pair Corr
0.94	VFFSX	Vanguard 500 Index	Pair Corr
0.94	VGTSX	Vanguard Total Inter	Pair Corr
0.94	VTIAX	Vanguard Total Inter	Pair Corr
0.95	JNSMX	Janus Global Allocation	Pair Corr
0.93	RBEKX	American Funds 2040	Pair Corr
0.89	DRIGX	Dimensional 2035 Target	Pair Corr
0.88	BRSIX	Ultra-small Company	Pair Corr
0.91	GQESX	Gmo Quality Fund	Pair Corr
0.89	XVGMX	Invesco Trust For	Pair Corr

Moving against Boston Mutual Fund

0.86	PWLIX	Pimco Rae Worldwide	Pair Corr
0.81	PWLMX	Pimco Rae Worldwide	Pair Corr

Related Correlations Analysis

	QGLCX	GLRBX	VGSBX	FRGOX	FGDIX	IOGYX	AGGWX	QGLDX
QGLCX		0.89	0.88	0.93	0.84	0.91	0.92	1.0	QGLCX
GLRBX	0.89		0.92	0.89	0.81	0.87	0.87	0.89	GLRBX
VGSBX	0.88	0.92		0.84	0.77	0.82	0.82	0.88	VGSBX
FRGOX	0.93	0.89	0.84		0.95	1.0	1.0	0.93	FRGOX
FGDIX	0.84	0.81	0.77	0.95		0.96	0.96	0.84	FGDIX
IOGYX	0.91	0.87	0.82	1.0	0.96		1.0	0.91	IOGYX
AGGWX	0.92	0.87	0.82	1.0	0.96	1.0		0.92	AGGWX
QGLDX	1.0	0.89	0.88	0.93	0.84	0.91	0.92		QGLDX
	QGLCX	GLRBX	VGSBX	FRGOX	FGDIX	IOGYX	AGGWX	QGLDX

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
QGLCX	0.93	0.22	0.08	1.68	1.37	(1.05)	2.31	(1.86)	9.85
GLRBX	0.27	0.06	(0.11)	(1.50)	0.12	(0.31)	0.67	(0.41)	2.09
VGSBX	0.24	0.02	(0.27)	0.50	0.12	(0.32)	0.64	(0.42)	1.29
FRGOX	1.62	0.42	0.12	3.18	2.25	(1.71)	3.38	(4.06)	11.80
FGDIX	1.66	0.34	0.08	1.81	2.53	(1.61)	3.39	(4.21)	13.22
IOGYX	1.52	0.29	0.08	1.10	2.25	(1.53)	2.95	(3.87)	12.06
AGGWX	1.66	0.33	0.09	1.25	2.38	(1.64)	3.36	(4.27)	12.84
QGLDX	0.93	0.22	0.09	1.69	1.37	(1.05)	2.31	(1.86)	9.86

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