Robeco Quantum Equities F USD
Aiming to capture short-term alpha signals
Share classes
Share classes
Every share class of a product invests in the same portfolio of securities and has the same investment objectives and policies. However, their parameters might deviate. For instance and amongst others, their distribution type, currency exposure or fees and expenses might differ. The most common share classes at Robeco are:
a) D/DH shares, which are regular shares and available for all Investors;
b) I/IH shares, for institutional investors as defined from time to time by the Luxembourg supervisory authority.
For more information on share classes please go to the prospectus.
F-USD
D-EUR
D-USD
F-EUR
I-EUR
I-USD
Class and codes
Asset class:
Equities
ISIN:
LU2545200631
Bloomberg:
ROQUEFU LX
Index
MSCI World Index
Sustainability-related information
Sustainability-related information
Under the EU Sustainable Finance Disclosure Regulation, products can be labelled as either Article 6, 8 or 9 fund.
Article 6 - The fund is not in scope of enhanced sustainability disclosures compared to Article 8 and 9.
Article 8 - The fund does not have a sustainable investment objective but promotes environmental or social characteristics and is subject to enhanced sustainability disclosures.
Article 9 - The fund has a sustainable investment objective and is subject to enhanced sustainability disclosures.
Regardless of Article 8 or 9, the companies in which investments are made must follow good governance practices, and sustainable investments must not do any significant harm.
Article 8
- Overview
- Performance & costs
- Portfolio
- Sustainability
- Commentary
- Documents
MISSING: fund.detail.tabs.
Key points
- Developments in big data and machine learning are pivotal to the evolution of quant investing
- Machine Learning techniques can help in forecasting stock price crashes next to traditional risk indicators such as volatility or distance-to-default.
- Avoiding the most distressed companies can help to improve performance when persistent non linear patterns are uncovered.
About this fund
Robeco Quantum Equities is an actively managed fund that invests in stocks mainly in developed markets. The selection of these stocks is based on quantitative model as described in the Investment policy strategy paragraph in Appendix I of this prospectus. Quantum’ stands for the investment management approach of the Sub-fund that incorpo-rates novel datasets, machine learning techniques and smart algorithms. The strategy integrates sustainability indicators on a continuous basis as part of the stock selection process. Amongst others, the Sub-fund applies norms-based and activity-based exclusions, Robeco’s good govern-ance policy and considers Principal Adverse Impacts in the investment process.
Key facts
Total size of fund
$ 6,398,019
Size of share class
$ 6,239,217
Inception date share class
21-11-2022
1-year performance
20.57%
Dividend paying
No
Fund manager
Wouter Tilgenkamp
Pim van Vliet
Wouter Tilgenkamp is Portfolio Manager Quantitative Equities and focuses on managing Factor Investing portfolios, such as the Value-, Momentum-, Quality- and Multi-Factor portfolios. Wouter joined Robeco in 2016 as a Data Scientist, with a specific focus on Equity Trading Research, automatization of portfolio processes, portfolio construction, and optimal execution of strategies. He started his financial career in 2014 as Derivative Trader at Optiver. He holds a Bachelor of Science in Applied Mathematics from Technical University of Delft and a master’s degree in Quantitative Finance. Pim van Vliet is Head of Conservative Equities and Chief Quant Strategist. 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.
Performance
Per period
Per annum
- Per period
- Per annum
1 month
3.21%
4.24%
3 months
9.59%
10.67%
YTD
4.56%
5.49%
1 year
20.57%
24.96%
Since inception 11/2022
18.26%
21.97%
2023
20.41%
23.79%
Costs
Ongoing charges
Indication of annual charges that are deducted for this fund. This indication is based on the costs over the last calendar year and may vary from year to year. Transaction costs incurred by the fund, any performance fees and other one-off costs are not included in the ongoing charges.
0.61%
Included management fee
A fee paid by the fund to the asset management company for the professional management of the fund.
0.40%
Included service fee
This fee is intended to cover official fees, such as the cost of annual reports, annual shareholders' meetings and price publications.
0.16%
Transaction costs
The transaction costs shown are the average annual transaction costs over the last three years calculated in accordance with European regulations.
0.12%
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.
Fund allocation
Asset
Country
Sector
Top 10
- Asset
- Country
- Sector
- Top 10
Policies
Currency risk will not be hedged. Exchange-rate fluctuations will therefore directly affect the fund's share price.
This share class of the fund does not distribute dividend..
Robeco Quantum Equities is an actively managed fund that invests in stocks mainly in developed markets. The selection of these stocks is based on quantitative model as described in the Investment policy strategy paragraph in Appendix I of this prospectus. Quantum’ stands for the investment management approach of the Sub-fund that incorpo-rates novel datasets, machine learning techniques and smart algorithms. The strategy integrates sustainability indicators on a continuous basis as part of the stock selection process. Amongst others, the Sub-fund applies norms-based and activity-based exclusions, Robeco’s good govern-ance policy and considers Principal Adverse Impacts in the investment process. The fund has sustainable investment as its objective within the meaning of Article 8 of the European Sustainable Finance Disclosure Regulation. The majority of stocks selected will be components of the Benchmark, but stocks outside the Benchmark may be selected too. The fund can deviate from the weightings of the Benchmark. The fund aims to outperform the Benchmark over the long run, whilst still controlling relative risk through the applications of limits (on countries, sectors and issuers) to the extent of deviation from the Benchmark. This will consequently limit the deviation of the performance relative to the Benchmark. The Benchmark is a broad market weighted index that is not consistent with the ESG characteristics promoted by the fund.
Sustainability-related disclosures
Sustainability profile
ESG score target
Above Index
Footprint target
Below Index
ESG Important Information
The sustainability information below can help investors integrate sustainability considerations in their process. This information is for informational purposes only. The reported sustainability information may not at all be used in relation to binding elements for this fund. A decision to invest should take into account all characteristics or objectives of the fund as described in the prospectus.
Sustainability
The fund systematically incorporates sustainability in the investment process via exclusions, ESG integration, ESG and environmental footprint targets. Financially material ESG factors are integrated in the portfolio construction to ensure the ESG score of the portfolio is better than that of the index. In addition, the environmental footprints of the fund are made lower than that of the benchmark by restricting the GHG emissions, water use and waste generation. With these portfolio construction rules, stocks issued by companies with better ESG scores or environmental footprints are more likely to be included in the portfolio while stocks issued by companies with worse ESG scores or environmental footprints are more likely to be divested from the portfolio. In addition, where a stock issuer is flagged for breaching international standards in the ongoing monitoring, the issuer will become subject to engagement or might be directly excluded. The following sections display the ESG-metrics for this fund along with short descriptions. For more information please visit the sustainability-related disclosures.The index used for all sustainability visuals is based on MSCI World Index.
Performance explanation
Based on transaction prices, the fund's return was 3.21%. The fund aims to achieve high relative risk-adjusted returns over a full business cycle by taking an efficient, well-diversified exposure to our short-term signals.
Expectation of fund manager
Wouter Tilgenkamp
Pim van Vliet
The fund follows a bottom-up driven investment strategy. In selecting stocks, a systematic and disciplined approach is used in which the attractiveness of stocks is assessed on both technical and sentiment variables, which are then interpreted by quantitative models. The fund incorporates novel datasets, machine learning techniques and smart algorithms with the aim to exploit short-term mispricing. It uses a rules-based process that tries to avoid unnecessary transaction costs by buying stocks only if the expected gains outweigh the costs of the trade.