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. We enhance proven quantitative factors to avoid unrewarded risks.
Prudent investing. We manage easily explainable portfolios and prevent unnecessary trading costs, and we integrate environmental, social and governance (ESG) factors.
The multi-factor credits strategy is a quantitative credit strategy that exploits the low-risk, quality, value and momentum factors. Rather than using generic factor definitions, it uses enhanced definitions to avoid unrewarded risk and maximize returns. Size is taken into account when constructing the portfolio by overweighting the bonds of small firms and underweighting the bonds of large firms.
Size is taken into account when constructing the portfolio by overweighting the bonds of small firms and underweighting the bonds of large firms. The strategy aims to achieve outperformance with market-like volatility over a full market cycle. The portfolio’s exposure to high ranking bonds is optimized, while managing liquidity, limiting turnover and reducing transaction costs. Robeco’s credit analysts perform additional checks on the non-quantifiable risks that our model is unable to assess.
Robeco has a dedicated team of quantitative portfolio managers. They work in close cooperation with experienced quantitative researchers, credit analysts and fundamental portfolio managers.
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Representative in Switzerland of the foreign funds registered with the Swiss Financial Market Supervisory Authority ("FINMA") for distribution in or from Switzerland to non-qualified investors is Robeco Switzerland AG, Josefstrasse 218, 8005 Zürich, and the paying agent is UBS Switzerland AG, Bahnhofstrasse 45, 8001 Zürich. Please consult www.finma.ch for a list of FINMA registered funds.
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