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Boston Partners Emerging Markets Dynamic Equity Fu...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US74925K3260

CUSIP

74925K326

Issuer

Boston Partners

Inception Date

Feb 26, 2015

Category

Long-Short

Min. Investment

$100,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

BELSX has a high expense ratio of 1.40%, indicating higher-than-average management fees.


Expense ratio chart for BELSX: current value at 1.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.40%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Boston Partners Emerging Markets Dynamic Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
38.20%
190.24%
BELSX (Boston Partners Emerging Markets Dynamic Equity Fund)
Benchmark (^GSPC)

Returns By Period

Boston Partners Emerging Markets Dynamic Equity Fund had a return of -0.92% year-to-date (YTD) and -1.37% in the last 12 months.


BELSX

YTD

-0.92%

1M

-1.37%

6M

-7.49%

1Y

-1.37%

5Y*

1.32%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of BELSX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.92%3.24%3.25%3.04%0.21%-2.21%-3.44%-3.01%2.41%-0.45%-2.03%-0.92%
2023-0.98%-0.37%1.12%3.56%-1.07%2.40%2.81%-1.93%-1.51%-1.53%4.43%-0.11%6.73%
20223.10%-1.00%-2.94%-1.89%-1.45%-4.60%2.87%2.10%2.35%-0.57%-1.34%-0.91%-4.53%
2021-0.44%4.35%-1.53%0.43%-0.26%-0.09%-0.35%-0.87%-2.45%-1.43%-3.00%-0.03%-5.69%
2020-2.37%-2.62%-6.91%5.88%0.68%3.97%4.28%0.18%-1.07%1.44%4.70%3.89%11.85%
20197.35%-0.49%2.26%2.98%-6.25%5.17%0.85%-1.97%-0.38%2.40%0.94%4.06%17.49%
20184.95%-3.82%-1.10%-2.13%-2.18%-2.68%0.09%-3.94%0.19%-7.80%1.75%-3.35%-18.75%
20173.01%2.24%3.90%1.92%2.34%0.53%3.84%1.93%-0.08%0.17%0.41%2.22%24.75%
2016-0.49%-0.90%3.92%0.58%0.58%1.43%3.77%0.91%0.27%0.90%-4.80%1.75%7.89%
20151.00%1.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BELSX is 9, meaning it’s performing worse than 91% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BELSX is 99
Overall Rank
The Sharpe Ratio Rank of BELSX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of BELSX is 99
Sortino Ratio Rank
The Omega Ratio Rank of BELSX is 99
Omega Ratio Rank
The Calmar Ratio Rank of BELSX is 99
Calmar Ratio Rank
The Martin Ratio Rank of BELSX is 1010
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Boston Partners Emerging Markets Dynamic Equity Fund (BELSX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for BELSX, currently valued at -0.05, compared to the broader market-1.000.001.002.003.004.00-0.052.10
The chart of Sortino ratio for BELSX, currently valued at 0.00, compared to the broader market-2.000.002.004.006.008.0010.000.002.80
The chart of Omega ratio for BELSX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.003.501.001.39
The chart of Calmar ratio for BELSX, currently valued at -0.03, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.033.09
The chart of Martin ratio for BELSX, currently valued at -0.06, compared to the broader market0.0020.0040.0060.00-0.0613.49
BELSX
^GSPC

The current Boston Partners Emerging Markets Dynamic Equity Fund Sharpe ratio is -0.05. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Boston Partners Emerging Markets Dynamic Equity Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.05
2.10
BELSX (Boston Partners Emerging Markets Dynamic Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Boston Partners Emerging Markets Dynamic Equity Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$0.50$1.00$1.50$2.0020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$0.00$0.00$2.01$0.01$0.94$0.23$0.00$0.26$0.82

Dividend yield

0.00%0.00%24.61%0.07%8.34%2.09%0.00%2.18%8.21%

Monthly Dividends

The table displays the monthly dividend distributions for Boston Partners Emerging Markets Dynamic Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.01$2.01
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.01
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.94$0.94
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2016$0.82$0.82

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.08%
-2.62%
BELSX (Boston Partners Emerging Markets Dynamic Equity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Boston Partners Emerging Markets Dynamic Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Boston Partners Emerging Markets Dynamic Equity Fund was 25.45%, occurring on Mar 18, 2020. Recovery took 182 trading sessions.

The current Boston Partners Emerging Markets Dynamic Equity Fund drawdown is 13.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.45%Jan 29, 2018538Mar 18, 2020182Dec 4, 2020720
-19.55%Feb 18, 2021343Jun 28, 2022466May 6, 2024809
-13.68%May 20, 202453Aug 5, 2024
-6.12%Oct 26, 201618Nov 18, 201649Feb 1, 201767
-5.67%Dec 24, 201517Jan 20, 201630Mar 3, 201647

Volatility

Volatility Chart

The current Boston Partners Emerging Markets Dynamic Equity Fund volatility is 2.13%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.13%
3.79%
BELSX (Boston Partners Emerging Markets Dynamic Equity Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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