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BPSIX: BOSTON PARTNERS SMALL CAP VALUE FUND II INSTITUTIONAL (MUTUAL FUND)
Basic Info 27.34 0.06(0.22%) May 17
Asset Class: | SMALL VALUE |
MyPlanIQ Rating: | (87%) |
Start Date: | 12/22/1999 |
Last Dividend Date: | 12/14/2023 |
12-Mo. Yield | 13.73% |
Expenses | 0.99% |
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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 07/27/2000 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.9 | 5.3 | 25.9 | 2.5 | 9.2 | 7.7 | 12.2 | 8.6 | 10.9 | 17.0 | -11.5 | 25.7 | 1.6 | 28.1 | -16.4 | 9.7 | 26.0 | -4.4 | 4.2 | 34.7 | 22.9 | -3.4 | 18.5 | 49.4 | -34.7 | -7.3 | 16.0 | 7.8 | 17.0 | 53.2 | -15.7 | 47.9 | 44.6 | 4.8 |
Sharpe Ratio | NA | 0.54 | 1.39 | 0.01 | 0.27 | 0.3 | NA | NA | 0.47 | 0.7 | -0.54 | 1.28 | 0.03 | 1.76 | -1.08 | 0.79 | 1.52 | -0.3 | 0.32 | 2.58 | 1.42 | -0.11 | 0.85 | 1.35 | -0.77 | -0.57 | 0.97 | 0.45 | 1.26 | 3.51 | -0.8 | 2.69 | 2.15 | 47.77 |
Draw Down(%) | NA | 6.8 | 11.5 | 22.0 | 47.8 | 47.8 | NA | NA | 62.5 | 15.4 | 21.0 | 9.7 | 47.8 | 8.9 | 25.7 | 6.6 | 13.1 | 13.4 | 11.1 | 6.1 | 11.4 | 27.8 | 21.3 | 35.1 | 53.1 | 18.9 | 12.3 | 8.5 | 13.4 | 14.1 | 34.7 | 20.4 | 7.1 | 0.1 |
Standard Deviation(%) | NA | 16.5 | 16.8 | 20.3 | 26.8 | 21.6 | NA | NA | 22.4 | 18.4 | 24.0 | 20.0 | 45.1 | 15.2 | 16.4 | 11.6 | 16.9 | 14.7 | 13.4 | 13.5 | 16.3 | 31.0 | 21.6 | 36.6 | 46.0 | 18.0 | 13.1 | 12.5 | 12.8 | 15.0 | 21.1 | 17.3 | 18.8 | 12.6 |
Treynor Ratio | NA | 0.09 | 0.24 | 0.0 | 0.07 | 0.06 | NA | NA | 0.11 | 0.13 | -0.13 | 0.26 | 0.01 | 0.26 | -0.17 | 0.09 | 0.26 | -0.05 | 0.04 | 0.35 | 0.22 | -0.03 | 0.21 | 0.54 | -0.37 | -0.11 | 0.14 | 0.07 | 0.19 | 0.6 | -0.21 | 0.64 | 0.68 | 9.6 |
Alpha | NA | -0.01 | 0.01 | -0.01 | 0.0 | 0.0 | NA | NA | 0.01 | 0.01 | -0.01 | -0.01 | -0.01 | 0.02 | -0.02 | -0.01 | 0.01 | 0.0 | -0.02 | 0.0 | 0.01 | 0.0 | -0.01 | 0.06 | -0.02 | 0.0 | -0.01 | 0.01 | -0.01 | 0.06 | -0.02 | 0.12 | 0.1 | 0.51 |
Beta | NA | 1.04 | 0.97 | 0.96 | 0.99 | 0.99 | NA | NA | 0.94 | 0.96 | 0.96 | 0.98 | 1.0 | 1.03 | 1.03 | 1.04 | 0.99 | 0.95 | 0.95 | 0.98 | 1.02 | 0.99 | 0.89 | 0.92 | 0.97 | 0.93 | 0.92 | 0.84 | 0.84 | 0.87 | 0.81 | 0.73 | 0.6 | 0.63 |
RSquared | NA | 0.91 | 0.92 | 0.95 | 0.96 | 0.96 | NA | NA | 0.93 | 0.94 | 0.98 | 0.92 | 0.98 | 0.96 | 0.96 | 0.92 | 0.94 | 0.95 | 0.92 | 0.94 | 0.96 | 0.98 | 0.97 | 0.98 | 0.97 | 0.96 | 0.94 | 0.93 | 0.9 | 0.89 | 0.9 | 0.83 | 0.37 | 0.51 |
Yield(%) | N/A | 0.0 | 13.5 | 7.4 | 7.0 | 5.9 | 10.2 | 6.9 | N/A | 13.2 | 6.2 | 8.4 | 0.5 | 3.0 | 5.4 | 4.7 | 2.8 | 4.9 | 2.0 | 0.5 | 0.7 | 0.4 | 0.3 | 0.5 | 1.8 | 35.4 | 16.8 | 14.6 | 13.1 | 1.3 | 0.0 | 1.7 | 3.4 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | 72.6 | 236.3 | 74.0 | -30.5 | N/A | N/A | N/A | 72.4 | -10.7 | 1435.7 | -77.4 | -56.6 | 21.2 | 110.7 | -48.1 | 145.5 | 388.9 | 0.0 | 80.0 | 25.0 | 0.0 | -81.8 | -97.1 | 105.3 | 9.6 | 13.2 | 1410.0 | N/A | -100.0 | -27.6 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/27/2000
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