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While others are admiring growth, we’re assessing risk

Low-volatility investing

Conservative Equities

Robeco's conservative equity strategies are designed to capture the equity premium with substantially lower downside risk. The strategy has an absolute risk/absolute return focus, aiming to maximize risk-adjusted returns.

Robeco conservative equity is managed on the basis of a purely bottom-up driven investment approach. It combines the outcome of our proprietary quantitative stock selection model for conservative equity with a disciplined portfolio construction algorithm and a unique set of risk controls.

Stock selection is the sole performance driver used, as determined by our quantitative stock selection model for conservative equity. This model is based on one of the oldest documented market anomalies: the low-risk anomaly. It was built, based on award-winning research by Robeco, on the notion that low-risk stocks realize superior long-term returns over higher-risk stocks.

Highlights
  • Innovator in low-risk investing since 2006 based on award winning research
  • Approach based on the low-risk anomaly
  • Systematic research driven investment approach
  • Long-term equity returns at distinctly lower downside risk than that of a reference index
  • Focus on equity capital preservation and risk-return profile
  • Unique in-house developed model and portfolio construction algorithm
  • Dedicated and experienced investment team.

Contact us

If you would like to receive more information or have any questions, please do not hesitate to contact us.

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Expert in this field

Pim van Vliet, PhD
Senior Portfolio Manager


Low-Volatility Investing: Collected Robeco Articles

banner-low-vol-120x152px.jpg2015 Edition of the Robeco book on low-volatility investing.

With 24 articles
by David Blitz, Pim van Vliet and other Robeco researchers.

Low Vol Book 2015 edition

Cautions pioneering in conservative strategies

Upgrade portfolio performance and absorb market shocks