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BPAVX: BOSTON PARTNERS ALL-CAP VALUE FUND INVESTOR (MUTUAL FUND)
Basic Info 32.19 0.08(0.25%) May 17
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | (61%) |
Start Date: | 07/25/2002 |
Last Dividend Date: | 12/14/2023 |
12-Mo. Yield | 11.19% |
Expenses | 1.05% |
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Performance Analytics (As of 05/16/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 07/25/2002 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.8 | 6.9 | 21.2 | 6.6 | 11.2 | 9.8 | 12.8 | 10.0 | 11.2 | 12.2 | -2.6 | 25.2 | 3.9 | 27.5 | -12.1 | 17.6 | 14.5 | 0.6 | 12.1 | 38.9 | 15.6 | -1.6 | 13.2 | 30.8 | -27.6 | 1.2 | 17.4 | 9.6 | 20.3 | 36.5 | 7.9 |
Sharpe Ratio | NA | 1.48 | 1.64 | 0.26 | 0.42 | 0.47 | NA | NA | 0.54 | 0.65 | -0.2 | 1.63 | 0.09 | 1.98 | -0.8 | 2.13 | 0.94 | 0.03 | 1.0 | 3.36 | 1.14 | -0.06 | 0.71 | 1.11 | -0.74 | -0.13 | 1.61 | 0.8 | 2.05 | 2.8 | 0.84 |
Draw Down(%) | NA | 6.3 | 8.9 | 17.4 | 40.6 | 40.6 | NA | NA | 49.6 | 10.1 | 17.4 | 6.9 | 40.6 | 8.1 | 23.1 | 3.6 | 13.3 | 12.8 | 9.5 | 4.7 | 11.1 | 22.8 | 16.5 | 27.8 | 43.4 | 10.2 | 8.0 | 5.8 | 6.2 | 12.5 | 16.0 |
Standard Deviation(%) | NA | 9.5 | 10.2 | 15.8 | 22.1 | 18.4 | NA | NA | 18.9 | 12.5 | 20.6 | 15.5 | 38.3 | 13.2 | 16.8 | 8.0 | 15.2 | 15.5 | 12.1 | 11.6 | 13.8 | 25.5 | 18.4 | 27.6 | 38.4 | 13.8 | 8.8 | 9.3 | 9.4 | 12.8 | 21.4 |
Treynor Ratio | NA | 0.15 | 0.18 | 0.04 | 0.09 | 0.08 | NA | NA | 0.11 | 0.08 | -0.04 | 0.22 | 0.03 | 0.23 | -0.13 | 0.16 | 0.13 | 0.01 | 0.11 | 0.39 | 0.15 | -0.02 | 0.13 | 0.36 | -0.33 | -0.02 | 0.16 | 0.09 | 0.24 | 0.51 | 0.29 |
Alpha | NA | -0.02 | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.01 | 0.01 | 0.0 | -0.02 | 0.01 | 0.0 | -0.03 | 0.0 | -0.01 | 0.01 | -0.01 | 0.02 | 0.0 | -0.01 | 0.0 | 0.04 | 0.02 | 0.0 | -0.01 | 0.01 | 0.03 | 0.04 | 0.03 |
Beta | NA | 0.94 | 0.95 | 1.06 | 1.07 | 1.06 | NA | NA | 0.93 | 0.99 | 1.07 | 1.17 | 1.06 | 1.12 | 1.04 | 1.06 | 1.11 | 0.99 | 1.08 | 1.0 | 1.06 | 1.06 | 0.99 | 0.86 | 0.86 | 0.79 | 0.87 | 0.82 | 0.81 | 0.7 | 0.63 |
RSquared | NA | 0.81 | 0.88 | 0.93 | 0.96 | 0.95 | NA | NA | 0.93 | 0.89 | 0.95 | 0.93 | 0.97 | 0.95 | 0.95 | 0.87 | 0.93 | 0.97 | 0.94 | 0.93 | 0.95 | 0.98 | 0.97 | 0.96 | 0.96 | 0.95 | 0.87 | 0.87 | 0.85 | 0.87 | 0.91 |
Yield(%) | N/A | 0.0 | 11.2 | 7.4 | 6.9 | 6.7 | 10.4 | 8.5 | N/A | 11.1 | 7.5 | 6.3 | 1.5 | 2.9 | 5.3 | 4.6 | 4.2 | 6.1 | 5.3 | 4.8 | 2.3 | 6.4 | 1.8 | 1.0 | 1.2 | 9.4 | 9.3 | 7.1 | 5.1 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | 31.2 | 209.9 | 47.7 | 100.8 | N/A | N/A | N/A | 31.1 | 45.1 | 332.5 | -37.5 | -54.3 | 29.6 | 24.1 | -36.0 | 24.8 | 41.6 | 133.3 | -66.3 | 292.0 | 127.3 | -35.3 | -88.7 | 8.6 | 37.6 | 57.8 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/25/2002
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