PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Boston Partners All Cap Value Fund (BPAVX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS7492551210
CUSIP749255121
IssuerBoston Partners
Inception DateJul 1, 2002
CategoryLarge Cap Value Equities
Min. Investment$2,500
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

BPAVX has a high expense ratio of 1.05%, indicating higher-than-average management fees.


Expense ratio chart for BPAVX: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%

Share Price Chart


Loading data...

Compare to other instruments

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


Boston Partners All Cap Value Fund

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
7.19%
16.79%
BPAVX (Boston Partners All Cap Value Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Boston Partners All Cap Value Fund had a return of 5.02% year-to-date (YTD) and 14.76% in the last 12 months. Over the past 10 years, Boston Partners All Cap Value Fund had an annualized return of 9.05%, while the S&P 500 had an annualized return of 10.85%, indicating that Boston Partners All Cap Value Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.02%15.04%
1 month-1.80%3.47%
6 months5.68%15.07%
1 year14.76%24.43%
5 years (annualized)10.32%13.22%
10 years (annualized)9.05%10.85%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.03%3.03%4.47%-5.59%3.01%5.02%
20234.86%-2.43%-2.85%0.74%-2.98%6.83%3.62%-1.68%-2.44%-3.61%6.61%5.89%12.25%
2022-0.99%-0.21%1.34%-5.39%3.56%-8.69%5.92%-2.86%-7.39%13.03%5.19%-4.05%-2.63%
2021-0.79%6.25%6.02%4.33%3.41%-1.52%-0.51%1.79%-3.22%4.90%-3.61%6.42%25.22%
2020-4.07%-9.56%-17.72%11.72%4.32%-0.71%4.22%3.92%-3.16%-0.89%15.04%5.13%3.85%
20199.23%2.68%-0.57%4.63%-6.46%7.33%1.29%-4.39%2.98%1.72%4.19%3.05%27.58%
20185.42%-3.34%-2.38%0.46%0.27%-0.76%4.11%1.32%0.14%-8.37%2.13%-10.57%-12.09%
20171.54%3.45%-0.08%0.04%1.14%1.49%1.63%-0.74%3.19%1.26%2.33%1.16%17.60%
2016-7.14%-0.46%6.75%1.92%2.73%-1.33%4.40%2.13%0.00%-2.52%7.14%0.90%14.54%
2015-3.85%7.07%-0.87%1.05%1.56%-1.75%1.09%-5.54%-3.64%7.98%1.01%-2.60%0.58%
2014-3.77%5.06%2.22%-1.52%2.30%2.29%-1.48%4.19%-2.14%1.83%2.37%0.55%12.12%
20136.84%1.38%3.54%1.71%4.82%-0.32%5.90%-3.19%3.71%3.08%2.94%3.34%38.93%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BPAVX is 50, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of BPAVX is 5050
BPAVX (Boston Partners All Cap Value Fund)
The Sharpe Ratio Rank of BPAVX is 3030Sharpe Ratio Rank
The Sortino Ratio Rank of BPAVX is 3535Sortino Ratio Rank
The Omega Ratio Rank of BPAVX is 5454Omega Ratio Rank
The Calmar Ratio Rank of BPAVX is 8282Calmar Ratio Rank
The Martin Ratio Rank of BPAVX is 4848Martin 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 All Cap Value Fund (BPAVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BPAVX
Sharpe ratio
The chart of Sharpe ratio for BPAVX, currently valued at 0.80, compared to the broader market-1.000.001.002.003.004.000.80
Sortino ratio
The chart of Sortino ratio for BPAVX, currently valued at 1.35, compared to the broader market0.005.0010.001.35
Omega ratio
The chart of Omega ratio for BPAVX, currently valued at 1.23, compared to the broader market1.002.003.004.001.23
Calmar ratio
The chart of Calmar ratio for BPAVX, currently valued at 1.51, compared to the broader market0.005.0010.0015.001.51
Martin ratio
The chart of Martin ratio for BPAVX, currently valued at 3.37, compared to the broader market0.0020.0040.0060.0080.003.37
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market-1.000.001.002.003.004.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.07, compared to the broader market0.005.0010.003.07
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market1.002.003.004.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.73, compared to the broader market0.005.0010.0015.001.73
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.12, compared to the broader market0.0020.0040.0060.0080.008.12

Sharpe Ratio

The current Boston Partners All Cap Value Fund Sharpe ratio is 0.80. 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 All Cap Value 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 Ratio0.501.001.502.002.503.002024FebruaryMarchAprilMayJune
0.80
2.17
BPAVX (Boston Partners All Cap Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Boston Partners All Cap Value Fund granted a 10.42% dividend yield in the last twelve months. The annual payout for that period amounted to $3.29 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.29$3.29$2.51$1.73$0.40$0.64$1.40$1.08$0.87$1.36$1.09$0.77

Dividend yield

10.42%10.94%8.42%5.21%1.42%2.34%6.38%4.11%3.70%6.44%4.86%3.68%

Monthly Dividends

The table displays the monthly dividend distributions for Boston Partners All Cap Value 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
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.29$3.29
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.51$2.51
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.73$1.73
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.40
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.64$0.64
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.40$1.40
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.08$1.08
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.87$0.87
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.36$1.36
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.09$1.09
2013$0.77$0.77

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-3.42%
0
BPAVX (Boston Partners All Cap Value Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Boston Partners All Cap Value 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 All Cap Value Fund was 49.62%, occurring on Mar 9, 2009. Recovery took 460 trading sessions.

The current Boston Partners All Cap Value Fund drawdown is 3.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.62%Jun 5, 2007442Mar 9, 2009460Jan 3, 2011902
-40.64%Jan 21, 202044Mar 23, 2020179Dec 4, 2020223
-23.09%Jan 29, 2018229Dec 24, 2018226Nov 15, 2019455
-22.77%May 2, 2011108Oct 3, 2011111Mar 13, 2012219
-18.05%Jun 24, 2015161Feb 11, 2016110Jul 20, 2016271

Volatility

Volatility Chart

The current Boston Partners All Cap Value Fund volatility is 2.99%, 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.


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
2.99%
2.33%
BPAVX (Boston Partners All Cap Value Fund)
Benchmark (^GSPC)