Robeco’s Conservative Multi Asset strategy aims to deliver long-term returns in line with a balanced 50/50 mix of equities and bonds at a risk profile in line with a more defensive 30/70 mix of equities and bonds.
Robeco’s Conservative Multi Asset is based on three quantitative strategies: Bottom-up driven approaches for equities and bonds combined with a defensive dynamic allocation engine. All performance drivers are focused on mitigating downside risk.
For equities and bonds, the multi-asset portfolio benefits from our expertise in Conservative Equities and Conservative Credits. Both strategies are designed to exploit one of the oldest documented market anomalies: the low-risk anomaly.
The strategy also deploys a defensive dynamic allocation performance driver that allows for full immunization of the portfolio’s equity risk, and therefore further enhances the downside protection.
Risk management is embedded at each level of the strategy. Positions are carefully balanced to avoid an over-concentration of asset class risk and over-reliance a single source of return.
- Quantitative multi-asset strategy with a defensive risk profile
- Defensive dynamic allocation to protect in down markets and keep track in up markets
- Focus on capital preservation and a stable risk-return profile
- Innovator in low-risk investing since 2006 based on award-winning research
- Profits from tendencies in human behaviour that underpin the low-volatility anomaly