australieen
Conservative Multi-Asset

Conservative Multi-Asset

Rules-based multi-asset strategy aiming for balanced returns with a defensive risk profile

Key points:

  • Proven systematic approach in low-risk investing and asset allocation
  • Dynamic portfolio positioning can neutralize equity exposure and protect against rising interest rates
  • Balanced returns with a defensive risk profile based on winning by losing less

Philosophy

Robeco’s quantitative investment strategies are based on the following beliefs:

Evidence-based research. Identifying factors that are rewarded with superior risk-adjusted performance, based on 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. Our approach is transparent and easily explainable. We avoid unnecessary trading costs, resulting in low turnover and enhanced returns.

Process

This strategy leverages on Robeco’s well-established expertise in systematic low-risk investing and asset allocation. With its core portfolio of Conservative Equities and Conservative Credits, the strategy aims for balanced returns with a defensive risk profile. The portfolio positioning is truly dynamic and exploits opportunities within and between asset classes, while still focusing on downside risk reduction for the total portfolio. The dynamic allocation enables the portfolio to neutralize equity beta exposure in bear markets and benefit from both rising and declining yields.

Stay informed on our latest insights with monthly mail updates
Stay informed on our latest insights with monthly mail updates
Subscribe

Team

Robeco has gathered an experienced team of investment and research professionals who are backed by an organization with over 25 years of experience in multi-asset and quantitative investing.

Get in touch with us

Contact us if you would like to know more about this topic.

Contact

Disclaimer

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:

  • who holds an Australian Financial Services License
  • who has or controls at least $10 million (and may include funds held by an associate or under a trust that the person manages)
  • that is a body regulated by APRA other than a trustee of:
    (i) a superannuation fund;
    (ii) an approved deposit fund;
    (iii) a pooled superannuation trust; or
    (iv) a public sector superannuation scheme.
    within the meaning of the Superannuation Industry (Supervision) Act 1993
  • that is a body registered under the Financial Corporations Act 1974.
  • that is a trustee of:
    (i) a superannuation fund; or
    (ii) an approved deposit fund; or
    (iii) a pooled superannuation trust; or
    (iv) a public sector superannuation scheme
    within the meaning of the Superannuation Industry (Supervision) Act 1993 and the fund, trust or scheme has net assets of at least $10 million.
  • that is a listed entity or a related body corporate of a listed entity
  • that is an exempt public authority
  • that is a body corporate, or an unincorporated body, that:
    (i) carries on a business of investment in financial products, interests in land or other investments; and
    (ii) for those purposes, invests funds received (directly or indirectly) following an offer or invitation to the public, within the meaning of section 82 of the Corporations Act 2001, the terms of which provided for the funds subscribed to be invested for those purposes.
  • that is a foreign entity which, if established or incorporated in Australia, would be covered by one of the preceding paragraphs.
I Disagree