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Boston Partners Small Cap Value Fund II (BPSCX)

Mutual Fund · Currency in USD · Last updated Apr 1, 2023

The investment seeks to provide long-term growth of capital primarily through investment in equity securities; current income is a secondary objective. 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 with small market capitalizations and identified by the Adviser as having value characteristics. It may also invest up to 25% 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 Small Cap Value Fund II in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $85,385 for a total return of roughly 753.85%. All prices are adjusted for splits and dividends.


200.00%400.00%600.00%800.00%NovemberDecember2023FebruaryMarch
753.85%
166.48%
BPSCX (Boston Partners Small Cap Value Fund II)
Benchmark (^GSPC)

S&P 500

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Return

Boston Partners Small Cap Value Fund II had a return of 2.18% year-to-date (YTD) and -8.53% in the last 12 months. Over the past 10 years, Boston Partners Small Cap Value Fund II had an annualized return of 6.82%, while the S&P 500 had an annualized return of 10.16%, indicating that Boston Partners Small Cap Value Fund II did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-6.17%3.51%
Year-To-Date2.18%7.03%
6 months10.71%12.88%
1 year-8.53%-10.71%
5 years (annualized)3.18%9.25%
10 years (annualized)6.82%10.16%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20239.82%-0.84%
2022-10.11%11.84%3.31%-5.47%

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 Small Cap Value Fund II Sharpe ratio is -0.33. 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.


-0.80-0.60-0.40-0.200.00NovemberDecember2023FebruaryMarch
-0.33
-0.46
BPSCX (Boston Partners Small Cap Value Fund II)
Benchmark (^GSPC)

Dividend History

Boston Partners Small Cap Value Fund II granted a 7.59% dividend yield in the last twelve months. The annual payout for that period amounted to $1.85 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$1.85$1.85$2.07$0.08$0.56$0.06$1.12$0.50$1.02$0.39$0.05$0.05

Dividend yield

7.59%7.76%7.66%0.37%2.62%0.34%5.27%2.59%6.63%2.40%0.29%0.44%

Monthly Dividends

The table displays the monthly dividend distributions for Boston Partners Small Cap Value Fund II. 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$1.85
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.07
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.56
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.12
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.50
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.02
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39
2013$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05
2012$0.05

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%NovemberDecember2023FebruaryMarch
-13.16%
-14.33%
BPSCX (Boston Partners Small Cap Value Fund II)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Boston Partners Small Cap Value Fund II. 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 Small Cap Value Fund II is 62.69%, recorded on Mar 9, 2009. It took 484 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.69%Jun 5, 2007442Mar 9, 2009484Feb 7, 2011926
-49.97%Jul 10, 2018429Mar 23, 2020200Jan 6, 2021629
-34.76%Apr 22, 2002119Oct 9, 2002217Aug 21, 2003336
-27.8%May 11, 2011101Oct 3, 2011115Mar 19, 2012216
-22.39%Jun 24, 2015161Feb 11, 2016128Aug 15, 2016289
-22.19%Nov 8, 2021226Sep 30, 2022
-20.46%Aug 3, 200131Sep 21, 200160Dec 17, 200191
-13.43%Apr 6, 200490Aug 13, 200474Nov 29, 2004164
-12.36%May 9, 200651Jul 21, 200677Nov 8, 2006128
-11.39%Mar 27, 201248Jun 4, 201252Aug 17, 2012100

Volatility Chart

Current Boston Partners Small Cap Value Fund II volatility is 23.67%. 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
23.67%
15.42%
BPSCX (Boston Partners Small Cap Value Fund II)
Benchmark (^GSPC)