Robeco QI US Beta Equities D USD

Systematically investing for US equity returns with significant sustainability improvements

基金類別 基金類別 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.

類別和代碼

資產類別
Equities
ISIN
LU1654174967
彭博
RQIUEDU LX

資產類別

Equities

ISIN

LU1654174967

彭博

RQIUEDU LX

指數

MSCI USA Index (Net Return, USD)

可持續發展相關信息
可持續發展相關信息
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.

第8條

晨星評級 晨星評級 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.

評級

( 06-30 )

概要表現及費用基金組合可持續性文件

重點

Aims for market-like returns, with a significantly improved sustainability profile
Proprietary portfolio construction approach seeks to maximize exposure to stocks with strong sustainability characteristics, while minimizing relative risk (tracking error)
Risk budget (tracking error) is used for sustainability improvements, while risk factors such as countries, sectors and factor exposures are minimized

基金簡介

Robeco QI US Beta Equities is an actively managed sub-fund that invests in equities of companies incorporated or exercising a preponderant part of their economic activities in the United States of America. Beta stands for the investment management approach of the Sub-fund that follows the performance of MSCI USA Index, allowing for the expression of both positive and negative views on companies by overweighting and underweighting stocks in the MSCI USA Index with the sole purpose of pursuing the sustainable investment objective of the Sub-fund. The Sub-fund aims for a better sustainability profile compared to the Benchmark and for a long term capital growth.

基金資料

截至 06-30-2026

基金規模	USD 42,254,390
股份類別規模	USD 1,832,824
股份類別成立日期	09-21-2017
1年表現	13.15%
股息分派	不派息

基金經理

Wilma de Groot
Machiel Zwanenburg
Vania Sulman
Dean Walsh
Wouter Tilgenkamp
Koen Rijnen

Wilma de Groot is Head of Core Quant Equities, Head of Quant Equity Portfolio Management and Deputy Head of Quant Equity. She is responsible for quant equity strategies and specializes in asset pricing anomalies, portfolio construction and sustainability integration. She has published in various academic publications including the Journal of Impact and ESG Investing, Journal of Banking and Finance, Journal of International Money and Finance, Journal of Empirical Finance and the Financial Analysts Journal. She is a guest lecturer at several universities. Wilma joined Robeco as a Quant Researcher in 2001. Wilma has a PhD in Finance from Erasmus University Rotterdam and holds a Master’s in Econometrics from Tilburg University. She is a CFA® Charterholder. Machiel Zwanenburg is Portfolio Manager Quantitative Equities. He specializes in quantitative stock selection and portfolio construction. One of his areas of expertise is sustainability integration within quantitative equities. Previously, he held positions as Risk Manager and Head of Client Portfolio Risk at Robeco. He joined Robeco in 1999 as a member of the Quant Research team. He holds a Master's in Econometrics from Erasmus University Rotterdam and a Master's in Economics from the London School of Economics. Vania Sulman is Portfolio Manager Quantitative Equities. She specializes in the stock selection and sustainability integration in customized portfolios. She rejoined Robeco in 2022. Previously, she worked as a data scientist for three years and prior to that as a Quant Researcher at Robeco with a focus on quantitative stock selection. She joined the industry and Robeco in 2016. She holds a Master's (cum laude) in Quantitative Finance from Erasmus University Rotterdam. Dean Walsh is Portfolio Manager Quantitative Equities. Dean specializes in quantitative stock selection, portfolio construction and sustainable integration. Prior to joining Robeco in 2023, he worked at Mercer Global Investments as a currency portfolio manager and as a principal in their Portfolio Intelligence unit. In this role, he led on quantitative research, including work on factor portfolios, sustainable & Paris-aligned investing, and risk management. He joined the industry in 2013 at JP Morgan. Dean holds a Master's in Quantitative Finance from University College Dublin. He is a CFA® and CAIA® Charterholder. Wouter Tilgenkamp is Portfolio Manager Quantitative Equities. Wouter joined Robeco in 2016 as a Data Scientist. 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 in Quantitative Finance from Erasmus University Rotterdam. Koen Rijnen is Portfolio Manager Quantitative Equities. Koen specializes in portfolio construction and sustainability integration within quantitative equities. He joined Robeco in 2022. Previously, he was Hedging Specialist and Balance Sheet Manager at Aegon. He started his career in consultancy in 2015 and joined the industry in 2018. Koen holds a Master’s (cum laude) in Hydraulic Engineering from Delft University of Technology. He is a CFA® Charterholder.

期間回報	基金	Index
1個月	-0.05%	-0.92%
3個月	16.04%	15.18%
年初至今	6.88%	9.88%
1年	13.15%	21.46%
2年	14.18%	18.35%
3年	16.50%	20.24%
5年	10.79%	12.97%
成立日期 09-20-2017	12.55%	14.61%

基金數據	3年	5年
事後追蹤誤差(%) 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.	2.72	2.37
信息比率 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.	-1.07	-0.59
夏普比率 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.	0.94	0.49
阿爾法系數(%) 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..	-2.28	-1.20
貝塔值 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.	0.99	1.00
標準差 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).	13.42	16.09
最大月收益 (%) The maximum (i.e. highest) absolute positive monthly performance in the underlying period.	9.80	9.80
最大月損失 (%) The maximum (i.e. highest) absolute negative monthly performance in the underlying period.	-5.82	-9.11

本基金費用	百分比
持續收費 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%
包含管理費 A fee paid by the fund to the asset management company for the professional management of the fund.	0.50%
包含服務費 This fee is intended to cover official fees, such as the cost of annual reports, annual shareholders' meetings and price publications.	0.16%
交易費用 The transaction costs shown are the average annual transaction costs over the last three years calculated in accordance with European regulations.	0.01%

財政產品處理

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.

投資者的稅務安排

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.

Regulation S Disclosure

The Robeco Capital Growth Funds have not been registered under the United States Investment Company Act of 1940, as amended, nor the United States Securities Act of 1933, as amended. None of the shares may be offered or sold, directly or indirectly in the United States or to any US Person. A US Person is defined as (a) any individual who is a citizen or resident of the United States for federal income tax purposes; (b) a corporation, partnership or other entity created or organized under the laws of or existing in the United States; (c) an estate or trust the income of which is subject to United States federal income tax regardless of whether such income is effectively connected with a United States trade or business.

Robeco QI US Beta Equities D USD

Systematically investing for US equity returns with significant sustainability improvements

重點

基金簡介

基金資料

基金經理

基金表現

價格走勢

基金數據

費用

財政產品處理

投資者的稅務安排

投資組合分佈

基金政策

基金文件

年度及半年度報告 (只提供英文版)

公布

Regulation S Disclosure

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