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Robeco QI Multi Factor Absolute Return ZH AUD

Reference index: ICE BofA ESTR Overnight Rate Index
ISIN: LU1994988274
  • Absolute return strategy with low correlational to traditional asset classes
  • Efficiently harvesting six factor premiums: value, momentum, low risk, quality, carry and flow
  • Transparent, proven investment process
Asset class
Current price ()
Performance YTD ()
Currency AUD
Total size of fund ()
Dividend payingNo

About this fund

Robeco QI Multi Factor Absolute Return is an actively managed fund that invests in a mix of asset classes across the world. The fund's objective is to achieve long term capital growth. The fund applies an absolute return strategy and harvests a highly diversifying set of factor premiums across a wide set of asset classes, aiming for attractive returns across market scenario’s and low long-run correlation to the traditional asset classes.

Price development

No performance data available

Price development

Robeco QI Multi Factor Absolute Return ZH AUD

Performance

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The value of the investments may fluctuate. Past performance is no guarantee of future results.
Annualized (for periods longer than one year).
Cumulized (total amount of return).
Performances are gross of fees and based on closing values. In reality, costs (such as management fees and other costs) are charged. These have a negative effect on the returns shown.

Performances are net of fees and based on transaction prices.
Fund Reference index
The value of the investments may fluctuate. Past performance is no guarantee of future results.
Annualized (for periods longer than one year).
Cumulized (total amount of return).
Performances are gross of fees and based on closing values. In reality, costs (such as management fees and other costs) are charged. These have a negative effect on the returns shown.

Performances are net of fees and based on transaction prices.

Statistics

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Fund allocation

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Name Sector Weight
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Currency policy

Except for the active currency positions, currency risks are hedged to the base currency of the fund (EUR). The share classes using NAV currency hedging methodology (H) aim to deliver a return related to the base currency of the Sub-fund.

Dividend policy

All income earned will be accumulated and not be distributed as dividend. Therefore the entire return is reflected in the share price development.

ESG Integration policy

The fund systematically incorporates sustainability in the investment process via exclusions, ESG integration, ESG and environmental footprint targets, as well as engagement. The fund does not invest in companies that are in breach of international norms or where its activities have been deemed detrimental to society following Robeco's exclusion policy. Financially material ESG factors are integrated in the portfolio construction to ensure the ESG score per asset class is better than that of the reference index. In addition, the environmental footprint of the asset class is made lower than that of the benchmark by restricting the GHG emissions, water use and waste generation. In addition, where a company is flagged for breaching international standards in the ongoing monitoring, the issuer will become subject to engagement.

Investment policy

Robeco QI Multi Factor Absolute Return is an actively managed fund that invests in a mix of asset classes across the world. The fund's objective is to achieve long term capital growth. The fund promotes E&S (i.e. Environmental and Social) characteristics within the meaning of Article 8 of the European Sustainable Finance Disclosure Regulation, integrates sustainability risks in the investment process and applies Robeco’s Good Governance policy. The fund applies sustainability indicators, including but not limited to, normative, activity-based and region-based exclusions, and engagement. The fund also aims for an improved environmental footprint compared to the Benchmark.The fund applies an absolute return strategy and harvests a highly diversifying set of factor premiums across a wide set of asset classes, aiming for attractive returns across market scenario’s and low long-run correlation to the traditional asset classes. The investment policy is not constrained by a benchmark but the fund may use a benchmark for comparison purposes.

Risk policy

Risk management is fully embedded in the investment process to ensure that the fund's positions remain within set limits at all times.

Sustainability profile

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Exclusions

ESG Integration

Engagement

ESG Target

ESG score target Footprint target
Better than index Better than index

Sustainability

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The fund systematically incorporates sustainability in the investment process via exclusions, ESG integration, ESG and environmental footprint targets, as well as engagement. The fund does not invest in companies that are in breach of international norms or where its activities have been deemed detrimental to society following Robeco's exclusion policy. Financially material ESG factors are integrated in the portfolio construction to ensure the ESG score per asset class is better than that of the reference index. In addition, the environmental footprint of the asset class is made lower than that of the benchmark by restricting the GHG emissions, water use and waste generation. In addition, where a company is flagged for breaching international standards in the ongoing monitoring, the issuer will become subject to engagement.

Guido Baltussen, Pim van Vliet, Johan Duyvesteyn, Lodewijk van der Linden
Guido Baltussen, Pim van Vliet, Johan Duyvesteyn, Lodewijk van der Linden

Guido Baltussen, Pim van Vliet, Johan Duyvesteyn, Lodewijk van der Linden

Guido Baltussen is Co-Head of Quant Fixed Income and Lead Portfolio Manager Liquid Alternatives and Multi Asset strategies. He also holds a part-time position as Professor of Behavioral Finance and Financial Markets at Erasmus University Rotterdam. Before joining Robeco in 2017, Guido was Head of Quantitative Research Fixed Income and Multi Asset at NN Investment Partners. He started his career in the investment industry in 2004. He has published in top-ranked academic journals such as the Journal of Financial Economics, the American Economic Review, Management Science and the Journal of Financial and Quantitative Analyses. He has worked together in research projects with the 2017 Nobel Prize laureate Richard Thaler. Guido holds a PhD and a Master's (cum laude) in Financial and Business Economics from Erasmus University Rotterdam. Pim van Vliet is Head of Conservative Equities and Head of Robeco’s Quantitative Equities department. As Head of Conservative Equities, he is responsible for a wide range of global, regional, and sustainable low-volatility strategies. He specializes in low-volatility investing, asset pricing, and quantitative finance. He is the author of numerous academic research papers including publications in the Journal of Banking and Finance, Management Science, and the Journal of Portfolio Management. Pim is a guest lecturer at several universities, author of an investment book and speaker at international seminars. He became Portfolio Manager in 2010. Pim joined Robeco in 2005 as a Researcher with responsibility for asset allocation research. Pim holds a PhD and a Master's cum laude in Financial and Business Economics from Erasmus University Rotterdam. Johan Duyvesteyn is Portfolio Manager Quant Fixed Income. His areas of expertise include government bond market timing, credit beta market timing, country sustainability and emerging-market debt. He has published in the Financial Analysts Journal, the Journal of Empirical Finance, the Journal of Banking and Finance, and the Journal of Fixed Income. Johan started his career in the industry in 1999 at Robeco. He holds a PhD in Finance, a Master's in Financial Econometrics from Erasmus University Rotterdam and he is a CFA® charterholder. Lodewijk van der Linden is Portfolio Manager Quant Fixed Income. He joined Robeco in August 2018. In the period 2015-2018 Lodewijk worked at Aegon Asset Management where he was Risk associate and Team Manager Client Reporting. Lodewijk started his career at PwC as an actuarial consultant in 2013. He holds a Master's in Actuarial Science from the University of Amsterdam and a Master's in Econometrics and Management Science from Erasmus University Rotterdam.

Details

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Management company
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ISINLU1994988274
BloombergROQMZHA LX
Valoren
WKN
Availability
1st quotation date1558396800000
Close financial year31-12
Legal status
Tracking error limit (%)
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Cost of this fund

Ongoing charges

This fund deducts ongoing charges of
These charges comprise
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The expected transaction costs are

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This fund may also deduct a performance fee of

Extra fees

max entry fee
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Fiscal product treatment

The fund is established in Luxembourg and is subject to the Luxembourg tax laws and regulations. The fund is not liable to pay any corporation, income, dividend or capital gains tax in Luxembourg. The fund is subject to an annual subscription tax ('tax d'abonnement') in Luxembourg, which amounts to 0.05% of the net asset value of the fund. This tax is included in the net asset value of the fund. The fund can in principle use the Luxembourg treaty network to partially recover any withholding tax on its income.

Fiscal treatment of investor

The fiscal consequences of investing in this fund depend on the investor's personal situation. For private investors in the Netherlands real interest and dividend income or capital gains received on their investments are not relevant for tax purposes. Each year investors pay income tax on the value of their net assets as at 1 January if and inasmuch as such net assets exceed the investor’s tax-free allowance. Any amount invested in the fund forms part of the investor's net assets. Private investors who are resident outside the Netherlands will not be taxed in the Netherlands on their investments in the fund. However, such investors may be taxed in their country of residence on any income from an investment in this fund based on the applicable national fiscal laws. Other fiscal rules apply to legal entities or professional investors. We advise investors to consult their financial or tax adviser about the tax consequences of an investment in this fund in their specific circumstances before deciding to invest in the fund.

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Disclaimer Robeco Switzerland Ltd.

The information contained on these pages is for marketing purposes and solely intended for Qualified Investors in accordance with the Swiss Collective Investment Schemes Act of 23 June 2006 (“CISA”) domiciled in Switzerland, Professional Clients in accordance with Annex II of the Markets in Financial Instruments Directive II (“MiFID II”) domiciled in the European Union und European Economic Area with a license to distribute / promote financial instruments in such capacity or herewith requesting respective information on products and services in their capacity as Professional Clients. 

The Funds are domiciled in Luxembourg and The Netherlands. ACOLIN Fund Services AG, postal address: Affolternstrasse 56, 8050 Zürich, acts as the Swiss representative of the Fund(s). UBS Switzerland AG, Bahnhofstrasse 45, 8001 Zurich, postal address: Europastrasse 2, P.O. Box, CH-8152 Opfikon, acts as the Swiss paying agent. The prospectus, the Key Investor Information Documents (KIIDs), the articles of association, the annual and semi-annual reports of the Fund(s) may be obtained, on simple request and free of charge, at the office of the Swiss representative ACOLIN Fund Services AG. The prospectuses are also available via the website www.robeco.ch. Some funds about which information is shown on these pages may fall outside the scope of the Swiss Collective Investment Schemes Act of 26 June 2006 (“CISA”) and therefore do not (need to) have a license from or registration with the Swiss Financial Market Supervisory Authority (FINMA). 

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