Robeco Multi Market Bond Jul 08/18 (EUR)
- Diversified portfolio
- Benefits from rising and falling markets
- Lock-in structure ensures that profits are secured
About this fund
Price development
Performance
{{'fund.detail.general.perDate' | labelize:[ fundDate(fund.fundPerformances.date,'llll') ]}}| Fund | Reference index | |
|---|---|---|
| 1 month | ||
| 3 months | ||
| YTD | ||
| 1 year | ||
| 2 years | ||
| 3 years | ||
| 5 years | ||
| 10 years | ||
| {{'fund.detail.performance.period.sinceInception' | labelize:[ fundDate(fund.fundPerformances.sinceStart.startDate,'MM-YYYY') ]}} |
Annualized (for periods longer than one year).
Cumulized (total amount of return).
Performances are gross of fees and based on closing values. In reality, costs (such as management fees and other costs) are charged. These have a negative effect on the returns shown.
Performances are net of fees and based on transaction prices.
| Fund | Reference index | |
|---|---|---|
Annualized (for periods longer than one year).
Cumulized (total amount of return).
Performances are gross of fees and based on closing values. In reality, costs (such as management fees and other costs) are charged. These have a negative effect on the returns shown.
Performances are net of fees and based on transaction prices.
Statistics
{{'fund.detail.general.perDate' | labelize:[ fundDate( (fund.fundStatistics.date?fund.fundStatistics.date:fund.fundCharacteristics.date) ,'llll') ]}}| 3 years | 5 years | ||
|---|---|---|---|
| Standard deviation |
|
||
| Max. monthly gain (%) |
|
||
| Tracking error ex-post (%) |
|
||
| Alpha (%) | |||
| Beta |
|
||
| Sharpe ratio | |||
| Information ratio | |||
| Max. monthly loss (%) |
|
| 3 years | 5 years | ||
|---|---|---|---|
| Hit ratio (%) | |||
| Hit ratio Bear (%) | |||
| Hit ratio Bull (%) | |||
| Months Bear market | |||
| Months Bull market | |||
| Months outperformance | |||
| Months outperformance Bear | |||
| Months outperformance Bull |
| Fund | Reference index | ||
|---|---|---|---|
| Option Adjusted Modified Duration (years) | |||
| Maturity (years) | |||
| Rating | |||
| Yield to Worst (%) |
Fund allocation
{{'fund.detail.general.perDate' | labelize:[ fundDate(fund.fundAllocations.date,'llll') ]}}| Name | Sector | Weight |
|---|---|---|
Fund Classification
| Yes | No | N/A | ||
|---|---|---|---|---|
| Voting | ||||
| Engagement | ||||
| ESG integration | ||||
| Exclusion |
| Yes | No | N/A | ||
|---|---|---|---|---|
| Screening | ||||
| Integration | ||||
| Sustainability Themed Fund |
Currency policy
N/A
Dividend policy
Semi-annual coupon payments equal to 50% of the profits made by the referenceportfolio
Investment policy
Invests in trading strategies that are based on quantitative analysis. The underlying strategy of Robeco Multi Market Bond Jul 08/18 invests globally in a large number of futures and forward markets. This strategy is based on thorough analyses of price movements which have been carried out by a research team of highly-educated quantitative analysts. The analytical market approach attempts to benefit from price patterns in global markets by investing in instruments such as futures and forward contracts on stock indices, individual stocks, interest-rate instruments, currencies and commodities such as metals, energy and agricultural products. This investment strategy has had a demonstrably low correlation with returns in the equity and bond markets over the past ten years. The well-diversified portfolios may invest in some 320 components. The approach is highly consistent and disciplined and has proven to be effective in very diverse market circumstances since it started being used in 1992.
Risk policy
N/A
Transtrend
Professional asset manager Transtrend B.V. ('Transtrend') is a 100%-owned by Robeco, registered with the Netherlands Authority for the Financial Markets in Amsterdam and the Commodity Futures Trading Commission in the US. Transtrend specializes in trading strategies based on quantitative analysis. Using these strategies, Transtrend's Diversified Trend Program participates globally in a large number of markets, including stock-index futures, interest-rate instruments, currencies and commodities such as metals, energy and agricultural products. The strategies are based on thorough studies of price movements. The Diversified Trend Program has an attractive track record dating back to 1992.
Details
{{'fund.detail.general.perDate' | labelize:[ fundDate(fund.fundFacts.date,'llll') ]}}| Management company | |
| Fund capital | |
| Size of share class | |
| Outstanding shares | |
| ISIN | XS0364999408 |
| Bloomberg | EH4415897 |
| Valoren | |
| WKN | |
| Availability | |
| 1st quotation date | 1215475200000 |
| Close financial year | |
| Legal status | |
| Tracking error limit (%) | |
| Reference index |
Cost of this fund
{{'fund.detail.general.perDate' | labelize:[ fundDate(fund.fundCosts.managementFees.date,'llll') ]}}Ongoing charges |
|
|---|---|
| This fund deducts ongoing charges of |
| These charges comprise | ||
|---|---|---|
| Management fee | ||
| Service fee | ||
Transaction costs |
|
|---|---|
| The expected transaction costs are |
Performance fee |
|
|---|---|
| This fund may also deduct a performance fee of |
Extra fees
| max entry fee | ||
| Max exit fee | ||
| Max sub fee | ||
| Max switch fee |
Fiscal product treatment
This is a structured product. From the Dutch fiscal point of view this product is considered to represent a claim.
Fiscal treatment of investor
This is a structured product. From the Dutch fiscal point of view this product is considered to represent a claim. For private investors residing in the Netherlands real interest and dividend income or capital gains received on their investments are not relevant for tax purposes. Participating units held by private investors who are taxpayers in the Netherlands belong in Box 3. Each year investors pay on balance 1.2% of the value of their net assets as at 1 January if and inasmuch as such net assets exceed the investor's tax-free allowance. We advise individual 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.
