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Robeco Conservative Equities

Robeco Conservative Equities

Upgrade your portfolio performance and absorb market shocks.

Keep me updated on Low-Volatility Investing

Highlights Conservative Equities

  • Proven track record since 2006 with lower volatility and enhanced returns
  • Distinguishing active approach based on award winning research
  • Selecting stocks with low absolute and distress risk, and attractive upside potential
  • Prudent systematic investment process with low turnover
  • Experienced team committed to quantitative investing

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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.

Low-Volatility Investing: Collected Robeco Articles

01-01-2015 | Research | David Blitz, PhD, Pim van Vliet, PhD
Robeco launches the 2015 Edition of “Low-Volatility Investing” by David Blitz, PhD, Head Robeco Quantitative Equity Research and Pim van Vliet, PhD, Senior Portfolio Manager, Robeco Conservative Equities.

The book explores the volatility anomaly itself, looks at practical aspects of implementation such as benchmarking and presents recent research on how to apply low-risk investing to corporate credits.

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Live Webinar “The enhanced approach explained”

Robeco has extensively researched this stock market anomaly and has successfully exploited these insights for our clients since 2006. During this webinar Robeco gives practical insights in this investment strategy.

  • Short overview on the basic principles of low vol investing
  • How to address potential pitfalls of low-volatility investing
  • Insights in the enhanced approach of Robeco
  • Conservative Equity compare to low-volatility indices
  • How Conservative Equity enhances your portfolio
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Low-volatility investing: how does the Robeco approach differ?

And what makes the Robeco approach to low-volatility investing special? Pim van Vliet, Portfolio Manager Conservative Equities, reveals three main differences.

View the video Other video’s on Low Vol Investing

Robeco Emerging Conservative Equities D EUR

Characteristics
  • Approach based on the low-risk anomaly,low-risk stocks
    have surprisingly high returns
  • Expected Emerging-markets equity returns with an
    expected lower downside risk
  • Invests in emerging markets such as Taiwan,South Africa,
    Brazil and Malaysia
  • Proven track record since 2011 with lower volatility and
    enhanced returns

Robeco European Conservative Equities D EUR

Characteristics
  • Expected European-markets equity returns with an expected
    lower downside risk
  • Proven track record since 2008 with lower volatility and
    enhanced returns
  • Focus is reducing absolute risk rather than risk compared to
    the benchmark
  • Enhances diversification given its different risk-return profile

Other funds in the Robeco Conservative Equity - Developed Market - range

Robeco Global Conservative Equities (EUR) D-share
Invests in low-volatile stocks all over the world. The fund's long-term aim is to achieve returns comparable to those on global equity stocks, but at a distinctly lower level of downside risk.

Robeco US Conservative Equities (EUR) D-share
Invests in low-volatile stocks in the US economy. The fund's long-term aim is to achieve returns comparable to those on US market stocks, but at a distinctly lower level of downside risk.

Enhancing a low-vol strategy is particularly helpful when generic low-vol is expensive

In this whitepaper we find that a generic low volatility strategy sometimes exhibits value (1990s) and sometimes growth (1930s) characteristics.

An enhanced low-volatility strategy, which includes valuation and sentiment factors, yields a much better return/risk ratio than a generic low-volatility strategy and is necessary to achieve superior long-term returns.

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How smart is smart beta investing?

05-06-2014 | Research | David Blitz, PhD
Smart Beta indices are becoming increasingly populair. But what is the downside? Find out why smart beta indices are not designed for harvesting factor premiums efficiently.

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