See what your fund actually adds

Boston Partners Long/Short Research Fund Investor Class BPRRX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

BPRRX compared with its replication portfolio
MeasureBPRRXReplication
Annualized growth9.6%9.3%
Annualized volatility9.1%9.0%
Sharpe ratio1.051.04
Maximum drawdown8.8%11.0%
Replication fit (R²)0.73 · Tracking error 4.8%

Replication portfolio

The published portfolio below is the investable basket used to model BPRRX’s historical return behavior.

BPRRX replication basket weights
TickerBuilding blockWeight
WTMFAlternatives · Mgt Futures36.1%
EMLCFI · EM Local Currency19.2%
XLFSector · Financials17.5%
VTVStyle · Value15.8%
XLESector · Energy11.4%