Robeco’s quantitative investment strategies are based on the following beliefs:
Evidence-based research. Identifying factors that are rewarded with increased 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 quantitative factors to avoid unrewarded risks.
Prudent investing. We manage easily explainable portfolios and prevent unnecessary trading costs, and we have preference for sustainable business models.
Robeco’s factor investing strategies in fixed income exploit the low-risk, quality, value, momentum and size factors. Rather than using generic factor definitions, they use enhanced definitions to avoid unrewarded risk and maximize risk-adjusted returns.
Factor investing strategies in fixed income are aimed at achieving increased risk-adjusted returns over a full market cycle. This means outperformance with market-like volatility or market-like returns with lower risk. In these factor investing strategies, the exposure to bonds that score well on factors is optimized, while liquidity, turnover and transaction costs are carefully managed. For high yield and investment grade credit factor strategies, Robeco’s credit analysts perform additional checks on non-quantifiable risks that our model is unable to assess.
Robeco has a dedicated team of experienced portfolio managers and quantitative researchers for its factor-based fixed income strategies. They cooperate closely with our fundamental credit portfolio managers and analysts and with our quantitative equity researchers.
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.