Robeco’s quantitative investment strategies are based on the following beliefs:
Evidence-based research. Identifying factors that are rewarded with superior risk-adjusted performance. This includes extensive empirical testing over longer periods and in different markets.
Economic rationale. We want to move beyond statistical patterns and understand the economic drivers behind factors. Risks that are not adequately rewarded should be avoided.
Prudent investing. We manage easily explainable portfolios and prevent unnecessary trading costs, and we integrate environmental, social and governance (ESG) factors.
The strategy invests in on average 160 emerging markets stocks by applying a quantitative investment strategy. The strategy aims to maximize the excess return versus the benchmark and deliver a superior sustainability profile, while controlling relative risk. The sector and country weights resemble those of the MSCI Emerging Markets Index but we overweight attractive stocks and underweight unattractive ones. Attractiveness is assessed by an integrated multi-factor model that considers a balance of valuation, quality, momentum and analyst revisions. We combine these factors with a better sustainability profile. We take into account the following aspects of sustainability:
Our strategies are managed by an experienced group of investment professionals within an organization which is fully committed to quantitative and sustainability investing. The team consists of more than 40 portfolio managers and quantitative researchers dedicated solely to quantitative investing, research and model development.
Our analysts and portfolio managers can draw on an extensive database of ESG analysis by sustainability specialist RobecoSAM.
BY CLICKING ON “I AGREE”, I DECLARE I AM A WHOLESALE CLIENT AS DEFINED IN THE CORPORATIONS ACT 2001.
What is a Wholesale Client?
A person or entity is a “wholesale client” if they satisfy the requirements of section 761G of the Corporations Act.
This commonly includes a person or entity: