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Conservative Equity

Conservative Equity

Active investing in low-volatility equities based on award-winning research

Key points:

  • Active approach to low-volatility investing based on award-winning research
  • Selects stocks with low absolute and distress risk, and attractive upside potential
  • Proven global track record since 2006, lower volatility than the market and enhanced returns

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. 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 have preference for sustainable business models.

Process

The 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 selection 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.

Regions

The strategy is available for different investment regions: global developed markets, emerging markets, Europe, US, Asia-Pacific and the China A-share market.

Region

Global developed markets

Global All Country

Europe

Benchmark

MSCI World Index

MSCI AC World Index

MSCI Europe Index

Number of stocks strategy

≈ 200

≈ 200

≈ 150

Inception date

September 2006

December 2011

August 2007





Region

US

Emerging Markets

China

Benchmark

MSCI North America Index

MSCI Emerging Markets

MSCI China A Shares Index

Number of stocks strategy

≈ 150

≈ 250

≈ 120

Inception date

December 2013

February 2011

August 2018

Team

Robeco’s 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 equity investing, research and model development.

Get in touch with us

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

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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). 

Some funds about which information is shown on this website may not be available in your domicile country. Please check the registration status in your respective domicile country. To view the RobecoSwitzerland Ltd. products that are registered/available in your country, please go to the respective Fund Selector, which can be found on this website and select your country of domicile. 

Neither information nor any opinion expressed on this website constitutes a solicitation, an offer or a recommendation to buy, sell or dispose of any investment, to engage in any other transaction or to provide any investment advice or service. An investment in a Robeco Switzerland Ltd. product should only be made after reading the related legal documents such as management regulations, prospectuses, annual and semi-annual reports. 

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