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 Sustainable Global Conservative equities strategy invests in global low-volatility stocks. Stock selection is the sole performance driver of our approach. All decisions are based on a stock ranking model, which captures the low-risk anomaly in a smart way. The model aims to preserve equity capital and enhance the portfolio’s risk-return profile. Simultaneously, the portfolio construction process ensures a substantially higher sustainability profile.
The sustainability approach focusses on three aspects, namely aiming for at least a 20% better score on ESG criteria than the reference index, aiming for at least a 20% better environmental footprint than the reference index and avoiding exposure to stocks in the values-based restricted universe according to certain broad ethical norms.
The Conservative Equities strategies are managed by an experienced group of investment professionals within an organization which is fully committed to quantitative investing. The team consists of more than 20 portfolio managers and quantitative researchers dedicated solely to quantitative investing, research and model development.
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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: