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Quant fixed income

Robeco is an expert in the field of quantitative investing. Since the early ‘90s, quantitative investment techniques have gained in importance within most fixed income investment processes. They have evolved from decision support tools into portable alpha engines with multiple applications. As a result, our models are an idea generator for traditional fundamental strategies, and the sole performance driver for our 100% quantitative product line.

Fixed income allocation

Quant duration

Duration management is one of the most important alpha generators in fixed income investing. Especially in today’s low-interest rate market, active duration strategies offer bond investors opportunities for additional returns. Since 1995 Robeco has been using a highly successful proprietary quantitative duration model, performing well in both bull and bear markets, and in periods of low and high volatility.

Based on the model, Robeco offers relative and absolute quantitative duration strategies. The relative duration strategy is available for both developed and emerging fixed income markets. It offers investors attractive returns when yields fall and provides protection when yields rise. The absolute duration strategy allows for negative duration positions, enabling positive absolute returns in circumstances of both rising and falling yields.

Highlights
  • Exposure to global interest rate movements and opportunities
  • Highly active duration management to generate alpha
  • Based on time-proven quantitative duration model
  • No currency risk

Quant high yield

The Robeco Quant High Yield Fund offers investors the opportunity to gain easy and quick access to high yield returns at low transaction costs. The fund’s high liquidity makes it suitable for tactical investors, such as allocation teams with higher demands on transaction costs and liquidity, and for strategic investors, like pension funds and sovereign wealth funds, who want to take additional tactical positions. Also, investors who are concerned about the decreasing liquidity of the high yield bond market will be served with this solution.
A proven quantitative beta timing model is used to generate alpha. The reference index of the fund is the Barclays Global High Yield Corporates index.

Highlights:
  • Liquid access to global high yield market
  • Alpha generation by proprietary market timing model with strong track record 
  • Portfolio's beta can vary between 0.5 and 1.5 
  • Suitable for shorter time horizons and tactical positions in portfolio
  • Attractive alternative to ETFs and to direct high yield investments

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