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Boston Partners All Cap Value Fund (BPAVX)

Mutual Fund · Currency in USD · Last updated Mar 22, 2023

The Advisor pursues the fund's objective by investing, under normal circumstances, at least 80% of its net assets (including borrowings for investment purposes) in a diversified portfolio consisting primarily of equity securities, such as common stocks of issuers across the capitalization spectrum and identified by the Adviser as having value characteristics. It may also invest up to 20% of its total assets in non U.S. dollar denominated securities.

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in Boston Partners All Cap Value Fund in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $81,239 for a total return of roughly 712.39%. All prices are adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2023FebruaryMarch
8.30%
8.82%
BPAVX (Boston Partners All Cap Value Fund)
Benchmark (^GSPC)

S&P 500

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Return

Boston Partners All Cap Value Fund had a return of -2.25% year-to-date (YTD) and -5.59% in the last 12 months. Over the past 10 years, Boston Partners All Cap Value Fund had an annualized return of 10.18%, while the S&P 500 benchmark had an annualized return of 9.92%, indicating that Boston Partners All Cap Value Fund performed slightly bigger than the benchmark.


PeriodReturnBenchmark
1 month-6.60%-1.87%
Year-To-Date-2.25%4.25%
6 months3.48%2.64%
1 year-5.59%-10.31%
5 years (annualized)6.26%8.11%
10 years (annualized)10.18%9.92%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20234.86%-2.43%
2022-7.39%13.03%5.19%-4.05%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Boston Partners All Cap Value Fund Sharpe ratio is -0.24. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.200.40NovemberDecember2023FebruaryMarch
-0.24
-0.44
BPAVX (Boston Partners All Cap Value Fund)
Benchmark (^GSPC)

Dividend History

Boston Partners All Cap Value Fund granted a 8.61% dividend yield in the last twelve months. The annual payout for that period amounted to $2.51 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$2.51$2.51$1.73$0.40$0.64$1.40$1.08$0.87$1.36$1.09$0.77$0.33

Dividend yield

8.61%8.42%5.64%1.62%2.71%7.57%5.16%4.85%8.74%7.02%5.57%3.33%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$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$2.51
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
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
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
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
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
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
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
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
2013$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.77
2012$0.33

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2023FebruaryMarch
-10.58%
-16.55%
BPAVX (Boston Partners All Cap Value Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Boston Partners All Cap Value Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Boston Partners All Cap Value Fund is 49.62%, recorded on Mar 9, 2009. It took 460 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.62%Jul 16, 2007415Mar 9, 2009460Jan 3, 2011875
-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
-17.42%Jan 18, 2022174Sep 26, 202251Dec 7, 2022225
-15.98%Aug 27, 200231Oct 9, 2002141May 2, 2003172
-13.31%Dec 8, 202268Mar 17, 2023
-11.07%Apr 3, 201243Jun 4, 201265Sep 6, 2012108
-9.53%Sep 19, 201419Oct 15, 201424Nov 18, 201443

Volatility Chart

Current Boston Partners All Cap Value Fund volatility is 29.09%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2023FebruaryMarch
29.09%
22.09%
BPAVX (Boston Partners All Cap Value Fund)
Benchmark (^GSPC)