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Understand how factor premiums impact performance
Pioneers in factor investing

Understand how factor premiums impact performance

Numerous academic studies suggest that harvesting well-rewarded factor premiums, like value, low volatility, quality or momentum enhances returns in the long run. The one that has received most attention in recent years is the low volatility factor.

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The low risk anomaly is one of the most fascinating paradoxes of all time as it defeats classic investment theories. Low risk stocks historically beat high risk ones going back well over eighty years over 18 times their returns.

  • 2006 we start pioneering
    Proven track record
  • > AUD 27 billion assets under management
    As per December 2016
  • 3 factors
    Enhanced approach to avoid pitfalls
Five concerns with low volatility index ETFs
Research

Five concerns with low volatility index ETFs

Equity investors have a choice between active low volatility managers and low volatility index ETFs. Index strategies offer a transparent and often cheaper alternative to active low volatility investing, but in our view this comes with several drawbacks.

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Challenges you may face when implementing factor investing – and how to tackle them
Pioneers in Factor Investing

Challenges you may face when implementing factor investing – and how to tackle them

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Emerging Conservative Equities

Capture the equity premium in emerging markets with potentially lower downside risk.

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Global DM Conservative Equities

Aiming to achieve global developed equity returns at an expected lower level of downside risk.

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Volatility lessons
Volatility lessons
In this paper Eugene Fama and Kenneth French look at the importance of volatility over longer investment horizons.
01-08-2018 | From the field
 Risky CAPE ratios? Keep calm and reduce downside risk
Risky CAPE ratios? Keep calm and reduce downside risk
High CAPE ratio levels do not signify an imminent end to the bull market.
27-07-2018 | Insight
 The Robeco Factor Investing Thesis Award
The Robeco Factor Investing Thesis Award
For the second year in a row, Robeco will present its Thesis Award in recognition of excellent financial research.
09-07-2018 | News
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