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Robeco QI Institutional Global Developed Quality Equities T8 CAD

Systematic approach to benefit from companies with strong balance sheets and high profitability

Contact us

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.

T8-CAD

T1-EUR

T12-EUR

Class and codes

Asset class:

Equities

ISIN:

NL0012879365

Bloomberg:

RQIIGT8 NA

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

Morningstar

Morningstar

Copyright © Morningstar, Inc. All Rights Reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results. Download The Morningstar Rating for Funds (chapter: The Morningstar Rating: Three-, Five-, and 10-Year) on the Morningstar website.

Rating (28/02)

  • Overview
  • Performance & costs
  • Portfolio
  • Sustainability
  • Commentary
  • Documents
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Fund topics

Overview
Performance & costs
Portfolio
Sustainability
Commentary
Documents
Switch funds

MISSING: fund.detail.tabs.

Key points

  • Part of Robeco's range of factor-premium strategies, which includes Conservative Equities, Value Equities and Momentum Equities
  • Quantitative stock-selection strategy aimed at selecting securities of companies that have good quality characteristics, e.g. strong balance sheets and high profitability.
  • Avoid going against other factors, avoid unrewarded risk and prevent unnecessary turnover.

About this fund

Robeco QI Institutional Global Developed Quality Equities is an actively managed fund that invests in stocks with good quality characteristics in developed economies. The fund's long-term aim is to harvest the quality premium by selecting the most attractive quality stocks. The selection of these quality stocks is carried out using a quantitative model, which ranks stocks, based on a number of quality variables as well as value and momentum variables

Key facts

Per 28-02-2023

Total size of fund

$ 62,995,052

Size of share class

$ 29,083,518

Inception date fund

05-09-2018

1-year performance

3.94%

Dividend paying

Yes

The value of the investments may fluctuate. Past performance is no guarantee of future results.
MISSING: fund.detail.tabs.performance-costs.performance-table.return-type.gross

Fund manager

Guido Baltussen

Daniel Haesen

Wouter Tilgenkamp

Jan Sytze Mosselaar

Pim van Vliet

Guido is Head of Robeco’s Factor Investing strategies and Co-head of the Quant Fixed Income team. He also holds a position as Professor of Behavioral Finance and Financial Markets at Erasmus University Rotterdam. Guido has published in top-ranked academic journals including the Journal of Financial Economics, the American Economic Review and Management Science. He started his career in the investment industry in 2004. Before joining Robeco in 2017, Guido was Head of Quantitative Research Fixed Income and Multi Asset at NN Investment Partners. 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. Daniel Haesen is Portfolio Manager Quantitative Equities and focuses on managing Factor Investing portfolios such as the Value-, Momentum-, Quality- and Multi-Factor portfolios. He specializes in factor research and portfolio management. Daniel joined Robeco in 2003 as a quantitative researcher, with a specific focus on quant selection research, working on both equity and corporate bond multi-factor selection models. He was also responsible for quantitative sustainability and quantitative allocation research. He has published in several academic journals, including the Journal of Banking and Finance. He holds a Master's degree in Econometrics and Quantitative Finance from Tilburg University in the Netherlands and is a CFA® charterholder. 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. Jan Sytze Mosselaar is Portfolio Manager Quantitative Equities. He focuses on managing the wide range of regional and global Conservative Equities strategies, Robeco’s Low-volatility strategy, and the factor investing portfolios, such as Value-, Momentum-, Quality- and Multi-Factor portfolios. Jan Sytze is the author of ‘A Concise Financial History of Europe’, published by Robeco. He started his career in 2004 at Robeco and worked for ten years as a multi-asset portfolio manager, responsible for multi-asset funds, quant allocation funds and fiduciary pension mandates. He holds a Master’s in Business Economics with a specialization in Finance & Investments from the University of Groningen. He is a CFA® charterholder. 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.

Key points
About the fund
Key facts
Fund manager

Performance

Per period

Per annum

  • Per period
  • Per annum
Per 28-02-2023
Per period Fund

1 month

-1.06%

3 months 

-0.71%

YTD

3.10%

1 year

3.94%

2 years

8.54%

3 years

13.37%

Since inception 10/2018

8.65%

The value of the investments may fluctuate. Past performance is no guarantee of future results.
Annualized (for periods longer than one year).
MISSING: fund.detail.tabs.performance-costs.performance-table.return-type.gross
Per annum Fund

2022

-7.43%

2021

24.99%

2020

11.19%

2019

19.34%

2020-2022

8.76%

The value of the investments may fluctuate. Past performance is no guarantee of future results.
Annualized (for periods longer than one year).
MISSING: fund.detail.tabs.performance-costs.performance-table.return-type.gross

Statistics

Statistics

Hit-ratio

  • Statistics
  • Hit-ratio
Per 28-02-2023
Statistics 3 years

Tracking error ex-post (%)

The ex-post tracking error is defined as the volatility of the fund's achieved excess return over the index return. In fund management, most managers are subject to an ex-ante (pre-determined) tracking error, which defines the extent of the additional risk they may take when aspiring to outperform the fund's benchmark. The ex-post tracking error explains the distribution of past fund performances compared to those of its underlying benchmark. With a higher tracking error, the fund's returns deviate more from its index's returns, hence there is a greater chance that the fund may outperform. The wider the spread of returns relative to the benchmark, the more "actively" a fund has been managed. In contrast, a low tracking error indicates more "passive" management.

3.79

Information ratio

This ratio serves to evaluate the quality of the excess return a fund manager has achieved because it takes the active risk involved into account. The information ratio is defined as the excess return over the benchmark return divided by the fund's tracking error. The higher the information ratio, the better. For example, a fund with a tracking error of 4% and an excess return of 2% over benchmark has an information ratio of 0.5, which is quite good.

0.78

Sharpe ratio

This ratio measures the risk-adjusted performance and allows the performance quality of different investments to be compared. It is calculated by subtracting the risk-free rate from the fund's returns and dividing the result by the fund's standard deviation (risk). So the Sharpe ratio tells us whether a fund's returns are the result of smart investment decisions or stem from taking extra risk. The higher the ratio, the better, meaning that a greater return is achieved per unit of risk. This ratio is named after its inventor, Nobel Laureate, William Sharpe.

0.78

Alpha (%)

Alpha measures the difference between a portfolio's actual return and its expected performance, given the level of risk, compared to the benchmark. A positive alpha figure indicates that the fund has performed better than expected, given the level of risk. Beta is used to calculate the level of risk compared to the benchmark..

2.75

Beta

Beta is a measure of a portfolio's volatility, or systematic risk, in comparison to the benchmark. A beta of 1 indicates that the portfolio will move with the benchmark. A beta of less than 1 means that the portfolio will be less volatile than the benchmark. A beta of more than 1 indicates that the portfolio will be more volatile than the benchmark. For example, if a portfolio's beta is 1.2 it is theoretically 20% more volatile than the benchmark.

1.00

Standard deviation

Standard deviation is a measure of the dispersion of a set of data from its mean. The more spread out the data is, the higher the deviation. In finance, standard deviation is applied to the annual rate of return of an investment to measure the investment's volatility (risk).

15.65

Max. monthly gain (%)

The maximum (i.e. highest) absolute positive monthly performance in the underlying period.

9.63

Max. monthly loss (%)

The maximum (i.e. highest) absolute negative monthly performance in the underlying period.

-9.62

Hit-ratio 3 years

Months out performance

Number of months in which the fund outperformed the benchmark in the underlying period.

20

Hit ratio (%)

This percentage indicates the number of months in which the fund outperformed in a given period.

55.6

Months Bull market

Number of months of positive benchmark performance in the underlying period.

21

Months outperformance Bull

Number of months in which the fund outperformed positive benchmark performance in the underlying period.

11

Hit ratio Bull (%)

This percentage indicates the number of months the fund outperformed a positive benchmark in an underlying period.

52.4

Months Bear market

Number of months of negative benchmark performance in the underlying period.

15

Months outperformance Bear

Number of months in which the fund outperformed negative benchmark performance in the underlying period.

9

Hit ratio Bear (%)

This percentage indicates the number of months the fund outperformed a negative benchmark performance in an underlying period.

60

Above mentioned ratios are based on gross of fees returns.

Dividend paying history

Per 28-02-2023
Date Amount

29-06-2022

$ 1.78

21-06-2021

$ 1.94

25-06-2020

$ 1.00

04-10-2019

$ 1.00

Download dividend history

Costs

Per 28-02-2023
Cost of this fund Percentage

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.

0.71%

Included management fee

A fee paid by the fund to the asset management company for the professional management of the fund.

0.64%

Transaction costs

The transaction costs shown are the average annual transaction costs over the last three years calculated in accordance with European regulations.

0.00%

Fiscal product treatment

The fund is established in the Netherlands. The fund is tax transparent for Dutch corporate-income tax purposes. This means that all results, from a Dutch tax perspective, deemed to be attributed directly to the investors. As a consequence, the fund is not liable to corporate income tax and is not required to withhold Dutch withholding tax on any distribution.

Fiscal treatment of investor

投资于本基金的财务影响视乎投资者的个人情况而定。就荷兰私人投资者而言,自投资所得的实际利息和股息收益或资本增值无须课税。如投资者的净资产超过投资者所享有的免税额,则每年须按其截至1月1日的资产净值缴付所得税,而任何在本基金的投资金额为投资者净资产的一部分。至于居于荷兰以外地区的私人投资者,无须因投资于本基金而在荷兰课税,但该等投资者可能须根据适用税务法律,就投资于本基金所得的任何收益于其居住地课税。法律实体或专业投资者须受其他税务规则约束。我们建议投资者在决定投资于本基金前,应就投资于本基金在其具体情况下所带来的税务影响咨询其财务或税务顾问。

Performance
Price development
Statistics
Dividend history
Cost of this fund
Fiscal: product
Fiscal: investor

Fund allocation

Asset

Country

Sector

Top 10

  • Asset
  • Country
  • Sector
  • Top 10
Per 28-02-2023

Policies

  • Currency risk will not be hedged. Exchange-rate fluctuations will therefore directly affect the fund's share price.

  • All of the fund's income is reinvested after deduction of costs and withholding tax. Within three months of the close of the financial year, participants can indicate whether they want the dividend to be reinvested or distributed.

  • Robeco QI Institutional Global Developed Quality Equities is part of Robeco's offering on factor premiums and invests in stocks with good quality characteristics in developed economies. The fund's long-term aim is to harvest the quality premium by selecting the most attractive quality stocks. The selection of these quality stocks is carried out using a quantitative model, which ranks stocks, based on a number of quality variables as well as value and momentum variables.

  • Risk management is fully integrated in the investment process to ensure that positions always meet predefined guidelines.

Fund allocation
Policies

Sustainability-related disclosures

Full sustainability-related disclosures
Download full report
Summary sustainability-related disclosures
Download summary

Sustainability profile

Per 28-02-2023
Exclusions
ESG Integration
Voting & Engagement

Environmental footprint

Per 28-02-2023

Environmental footprint expresses the total resource consumption of the portfolio per mUSD invested. Each assessed company's footprint is calculated by normalizing resources consumed by the company's enterprise value including cash (EVIC). We aggregate these figures to portfolio level using a weighted average, multiplying each assessed portfolio constituent's footprint by its respective position weight. Sovereign and cash positions have no impact on the calculation. If an index is selected, its aggregate footprint is shown besides that of the portfolio. The equivalent factors that are used for comparison between the portfolio and index represent European averages and are based on third-party sources combined with own estimates. As such, the figures presented are intended for illustrative purposes and are purely an indication. Figures only include corporates The reported waste generation by companies in the portfolio and index can include Incinerated Waste, Landfill Waste, Nuclear Waste, Recycled Waste and Mining Tailing Waste. While these types of waste have different environmental impacts, in the comparison all types of waste are aggregated and expressed as total weight. The difference in tonnes/mUSD invested between portfolio and index is expressed as ‘equivalent to the annual waste generation of # people’, based on the average tonnes of household waste generated per European.

IUF QUINOA_20230228-IUFQUIN_20230228-footprintOwnershipCo2.png
Robeco data based on Trucost data. *
IUF QUINOA_20230228-IUFQUIN_20230228-footprintOwnershipWaste.png
Robeco data based on Trucost data*
IUF QUINOA_20230228-IUFQUIN_20230228-footprintOwnershipWater.png
Robeco data based on Trucost data*
*Source: S&P Trucost Limited © Trucost 2021. All rights in the Trucost data and reports vest in Trucost and/or its licensors. Neither Trucost, not its affliates, nor its licensors accept any liability for any errors, omissions, or interruptions in the Trucost data and/or reports. No further distribution of the Data and/or Reports is permitted without Trucost's express written consent.

Sustainalytics ESG Risk Rating

Per 28-02-2023

The Portfolio Sustainalytics ESG Risk Rating chart displays the portfolio's ESG Risk Rating. This is calculated by multiplying each portfolio component's Sustainalytics ESG Risk Rating by its respective portfolio weight. If an index has been selected, those scores are provided alongside the portfolio scores, highlighting the portfolio's ESG risk level compared to the index. The Distribution across Sustainalytics ESG Risk levels chart shows the portfolio allocations broken into Sustainalytics' five ESG risk levels: negligible (0-10), low (10-20), medium (20-30), high (30-40) and severe (40+), providing an overview of portfolio exposure to the different ESG risk levels. If an index has been selected, the same information is shown for the index. Only holdings mapped as corporates are included in the figures.

IUF QUINOA_20230228-IUFQUIN_20230228-sustainalyticsESGRiskTotal.pngIUF QUINOA_20230228-IUFQUIN_20230228-sustainalyticsESGRiskScoreDistribution.pngIUF QUINOA_20230228-IUFQUIN_20230228-sustainalyticsESGRiskScoreDistributionTable.png
Source: Copyright 2022 © Sustainalytics. All rights reserved.
The information, methodologies, data and opinions contained or reflected herein are proprietary of Sustainalytics and/or third parties, intended for internal, non-commercial use, and may not be copied, distributed or used in any way, including via citation, unless otherwise explicitly agreed in writing. They are provided for informational purposes only and (1) do not constitute investment advice; (2) cannot be interpreted as an offer or indication to buy or sell securities, to select a project or make any kind of business transactions; (3) do not represent an assessment of the issuer’s economic performance, financial obligations nor of its creditworthiness; (4) are not a substitute for a professional advice; (5) past performance is no guarantee of future results. These are based on information made available by third parties, subject to continuous change and therefore are not warranted as to their merchantability, completeness, accuracy or fitness for a particular purpose. The information and data are provided “as is” and reflect Sustainalytics’ opinion at the date of their elaboration and publication. Sustainalytics nor any of its third-party suppliers accept any liability for damage arising from the use of the information, data or opinions contained herein, in any manner whatsoever, except where explicitly required by law. Any reference to third party names is for appropriate acknowledgement of their ownership and does not constitute a sponsorship or endorsement by such owner. Insofar as applicable, researched companies referred herein may have a relationship with different Sustainalytics’ business units. Sustainalytics has put in place adequate measures to safeguard the objectivity and independence of its opinions. For more information, contact compliance@sustainalytics.com.

Sustainability

Per 28-02-2023

The fund systematically incorporates sustainability in the investment process via exclusions, ESG integration, ESG and environmental footprint targets, engagement and voting. The fund does not invest in stocks issued by 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 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. Lastly, the fund makes use of shareholder rights and applies proxy voting in accordance with Robeco's proxy voting policy.

Information
Profile
Environmental footprint
ESG Risk Score
Sustainability

Performance explanation

Per 28-02-2023

Based on closing GAV, the fund's return was -1.06%. The fund aims to achieve higher risk-adjusted returns than both the broad market and generic quality indices over a full business cycle by taking an efficient, well-diversified exposure to the enhanced quality factor, present in stocks that exhibit above-average profitability, have high earnings quality and are conservatively managed.

Expectation of fund manager

Guido Baltussen

Daniel Haesen

Wouter Tilgenkamp

Jan Sytze Mosselaar

Pim van Vliet

The fund follows a bottom-up driven investment strategy to gain exposure to the proven quality factor. Rather than using generic factor definitions, it uses enhanced definitions to avoid unrewarded risk and maximize its return potential. The Robeco quality factor has a multi-dimensional view of quality that incorporates profitability, earnings quality and management policy. Each of these three themes has deeply rooted academic underpinnings and has shown to have strong stand-alone performance potential. Furthermore, the strategy aims to prevent that exposure to the quality factor results in negative exposure to other factors, like value, momentum and low-volatility. By doing so, the strategy avoids unwanted and unintended factor tilts. It is a rules-based process that tries to avoid unnecessary transaction costs by only buying stocks if the expected gains outweigh the costs of the trade.

Performance explanation
Expectation of fund manager

Fund documents

  • Factsheet
  • Prospectus
  • Key Information Document (PRIIP)
  • Full sustainability-related disclosures
  • Summary sustainability-related disclosures

(Semi) annual reports

  • Annual report 2020
  • Annual report 2019
  • Semi-annual report 2021
  • Semi-annual report 2020
Fund documents
Reports

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Enhancing a low-volatility strategy is particularly helpful when generic low volatility is expensive

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16-05-2012 · Insight

Case closed: high volatile stocks have lower returns

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17-11-2011 · Research

Short-term residual reversal

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