globalen
Image

Robeco QI Chinese A-share Active Equities I EUR

Index: MSCI China A International Index (Net returns, EUR)
ISIN: LU1675172008
  • Aims to consistently outperform the benchmark
  • Diversified exposure to an integrated multi-factor stock selection model
  • Using proven return factors value, quality and momentum
Asset class
Current price ()
Performance YTD ()
Currency EUR
Total size of fund ()
Dividend payingNo

About this fund

Robeco QI Chinese A-share Active Equities is an actively managed fund that invests in stocks of companies with an A-share listing in mainland China. The selection of these stocks is based on a quantitative model. The fund's objective is to achieve a better return than the index. The fund uses a quantitative stock selection strategy which ranks stocks on their expected future relative performance using three factors: valuation, quality and momentum. The portfolio overweights stocks with an attractive valuation, a profitable operating business, strong price momentum, and positive recent revisions from analysts.

Price development

No performance data available

Price development

Robeco QI Chinese A-share Active Equities I EUR

Performance

{{'fund.detail.general.perDate' | labelize:[ fundDate(fund.fundPerformances.date,'llll') ]}}
Fund 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') ]}}
The value of the investments may fluctuate. Past performance is no guarantee of future results.
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
The value of the investments may fluctuate. Past performance is no guarantee of future results.
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.

Performance explanation

{{'fund.detail.general.perDate' | labelize:[ fundDate(fund.fundInvestmentExplanations.date,'llll') ]}}

Based on transaction prices, the fund's return was 0.26%. The objective of the Chinese A-share Active strategy is to consistently outperform the MSCI China A International Index, with relatively high activeness and strong exposure to proven quantitative factors such as value, quality and momentum. The portfolio consists of roughly 200 stocks and overweights stocks with an attractive valuation, a profitable operating business, strong price momentum and positive recent revisions from analysts. By using our integrated multi-factor stock selection model, we expect the strategy to consistently outperform the benchmark.

Statistics

{{'fund.detail.general.perDate' | labelize:[ fundDate( (fund.fundStatistics.date?fund.fundStatistics.date:fund.fundCharacteristics.date) ,'llll') ]}}
3 years 5 years
Tracking error ex-post (%)
Information ratio
Sharpe ratio
Alpha (%)
Beta
Standard deviation
Max. monthly gain (%)
Max. monthly loss (%)
Above mentioned ratios are based on gross of fees returns
3 years 5 years
Months outperformance
Hit ratio (%)
Months Bull market
Months outperformance Bull
Hit ratio Bull (%)
Months Bear market
Months outperformance Bear
Hit ratio Bear (%)
Above mentioned ratios are based on gross of fees returns
Fund Reference index
Rating
Option Adjusted Modified Duration (years)
Maturity (years)
Yield to Worst (%)
Green Bonds (%)

Fund allocation

{{'fund.detail.general.perDate' | labelize:[ fundDate(fund.fundAllocations.date,'llll') ]}}
Name Sector Weight
{{fund.fundInvestmentExplanations.top10}}

Currency policy

Currency risk is not hedged.

Dividend policy

The fund does not distribute dividend. The fund retains any income that is earned and so its entire performance is reflected in its share price.

Investment policy

Robeco QI Chinese A-share Active Equities is an actively managed fund that invests in stocks of companies with an A-share listing in mainland China. The selection of these stocks is based on a quantitative model. The fund's objective is to achieve a better return than the index. The fund aims for a better sustainability profile compared to the Benchmark by promoting ESG (i.e. Environmental, Social and corporate Governance) characteristics within the meaning of Article 8 of the European Sustainable Finance Disclosure Regulation and integrating ESG and sustainability risks in the investment process. In addition, the fund applies an exclusion list on the basis of controversial behavior, products (including controversial weapons, tobacco, palm oil and fossil fuel) and countries, next to proxy voting and engagement. The fund uses a quantitative stock selection strategy which ranks stocks on their expected future relative performance using three factors: valuation, quality and momentum. The portfolio overweights stocks with an attractive valuation, a profitable operating business, strong price momentum, and positive recent revisions from analysts. The majority of stocks selected through this approach will be components of the Benchmark, but stocks outside the Benchmark may be selected too. The fund can deviate from the weightings of the Benchmark. Highly ranked stocks are overweighted against the Benchmark, whereas low-ranked stocks are underweighted, resulting in a well-diversified portfolio. The fund aims to outperform the Benchmark over the long run, whilst still controlling relative risk through the applications of limits (on sectors) to the extent of deviation from the Benchmark. This will consequently limit the deviation of the performance relative to the Benchmark. The Benchmark is a broad market weighted index that is not consistent with the ESG characteristics promoted by the fund.

Risk policy

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

Sustainability profile

{{'fund.detail.general.perDate' | labelize:[ fundDate(fund.fundFacts.date,'llll') ]}}

Exclusions

Full ESG Integration

Voting & Engagement

ESG Target

ESG score target Footprint target
↑Above Index ↓Below Index

ESG Score

{{'fund.detail.general.perDate' | labelize:[ fundDate(fund.fundFacts.date,'llll') ]}}

The portfolio ESG score (and E,S and G score) is calculated by multiplying the RobecoSAM Smart ESG Score of each holding by its respective portfolio or index weight. The same methodology is applied in calculating the key ESG Criterion scores. The scores of the portfolio are provided alongside the scores of the index, highlighting the portfolio’s relative sustainability. The colors indicate the score of the portfolio, whilst the shading shows the index.

CGF QCAA_20210930-CGF QCAA_20210930-smartESGScoreTotal.png

Environmental Footprint

{{'fund.detail.general.perDate' | labelize:[ fundDate(fund.fundFacts.date,'llll') ]}}

The RobecoSAM footprint ownership of the portfolio expresses the total resource consumption the portfolio finances. Each company's footprint is calculated by normalizing resources consumed by the company's enterprise value. Multiplying these values by the dollar amount invested in each company yields the aggregate footprint ownership figures. The selected index's footprint (for an equivalent $ amount invested in corporates) is provided alongside. The portfolios score is shown in blue and the index in grey.

CGF QCAA_20210930-CGF QCAA_20210930-footprintOwnershipCo2.png
Robeco data based on Trucost data. *
CGF QCAA_20210930-CGF QCAA_20210930-footprintOwnershipWaste.png
Source: Data based on RobecoSAM impact data.
CGF QCAA_20210930-CGF QCAA_20210930-footprintOwnershipWater.png
Source: Data based on RobecoSAM impact 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.
Wilma de Groot, Tim Dröge, Machiel Zwanenburg, Jan de Koning, Yaowei Xu, Han van der Boon
Wilma de Groot, Tim Dröge, Machiel Zwanenburg, Jan de Koning, Yaowei Xu, Han van der Boon

Wilma de Groot, Tim Dröge, Machiel Zwanenburg, Jan de Koning, Yaowei Xu, Han van der Boon

Mrs. De Groot is Head of Core Quant Equities and responsible for managing Enhanced Indexing and Active Quant strategies. She specializes in asset pricing anomalies and portfolio construction. Mrs. de Groot joined Robeco as a Researcher in 2001 and is a Portfolio Manager since 2014. She has published in various academic publications including the Journal of Banking and Finance, Journal of International Money and Finance, Journal of Empirical Finance and Financial Analysts Journal. She is a guest lecturer at several universities. Mrs. de Groot graduated in Econometrics from Tilburg University. She has a PhD in Finance from Erasmus University Rotterdam and is a CFA® charter holder. She has 17 years of experience in the investment industry. Mr. Dröge is a Portfolio Manager within the Core Quant Equities team. He is responsible for managing Enhanced Indexing and Active Quant strategies. He specializes in portfolio management Emerging Markets. Previously, he held positions as Portfolio Manager Balanced Investments and Account Manager institutional clients. Mr. Dröge has been working as a Portfolio Manager since 2001. He started his career at Robeco in 1999. He holds a Master's degree in Business Economics from Erasmus University Rotterdam. He has 19 years of experience in the investment industry. Mr. Zwanenburg is a Portfolio Manager within the Core Quant Equities team. He is responsible for managing Enhanced Indexing and Active Quant strategies. Mr. Zwanenburg specializes in portfolio management with sustainability integration. Previously, he held positions as Risk Manager RobecoSAM and Head of Client Portfolio Risk at Robeco. He joined Robeco in 1999 as a member of the Quantitative Research department. He holds a Master's degree in Econometrics from Erasmus University Rotterdam and a Master's degree in Economics from the London School of Economics and Political Science. He has 19 years of experience in the investment industry. Mr. De Koning is a Portfolio Manager within the Core Quant Equities team. He is responsible for managing Enhanced Indexing and Active Quant strategies. He started his investment career in 2005 with Centuria Capital and was a Portfolio Manager at Somerset Capital Partners. Before joining Robeco in January 2015 he worked as a fiduciary manager at NN Investment Partners. Jan is a graduate from the University of Tilburg and holds a Master's degree in Organizational Studies and is the author of a book on quantitative investing which is translated into several languages. He is a CFA®, CAIA®, CIPM® and CMT charter holder. He has 13 years of experience in the investment industry. Ms. Xu is a Portfolio Manager Quant Equities at Robeco. She is responsible for Robeco’s Conservative, Enhanced Indexing and Active Quant strategies. Ms. Xu specializes in portfolio management Emerging Markets. She started her investment career in 2004 with ABN AMRO Asset Management in The Netherlands as Portfolio Risk Manager performing quantitative risk modelling and analysis for equity portfolios. In 2006 she became Telecommunication and Utilities Analyst for Global Emerging Market Equity. In 2008 she joined Pelargos Capital BV in the Netherlands as Senior Portfolio Manager to co-manage the long/short hedge fund focusing on Asia Pacific ex Japan equities. She joined the Robeco Emerging Markets team in 2014 to focus on Greater China equities. In March 2018 she joined the Robeco Quantitative Equities team. She holds a degree of Master of Science in Financial Management from Nyenrode Business University, The Netherlands. She has 14 years of experience in the investment industry. Mr. Van der Boon is Portfolio Manager within the Core Quant Equities team. He was a Technical Portfolio Manager and Operational Portfolio Manager with a focus on equities in the period 2009-2018. He joined Robeco in 1997 as a Business Controller. He holds a Master's in Business Administration from Erasmus University Rotterdam.

Details

{{'fund.detail.general.perDate' | labelize:[ fundDate(fund.fundFacts.date,'llll') ]}}
Management company
Fund capital
Size of share class
Outstanding shares
ISINLU1675172008
BloombergROQCAIE LX
Valoren38078042
WKN
Availability
1st quotation date1510185600000
Close financial year31-12
Legal status
Tracking error limit (%)
Morningstar
Reference index

Cost of this fund

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

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 0.01% 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.

Fiscal treatment of investor

Investors who are not subject to (exempt from) Dutch corporate-income tax (e.g. pension funds) are not taxed on the achieved result. Investors who are subject to Dutch corporate-income tax can be taxed for the result achieved on their investment in the fund. Dutch bodies that are subject to corporate-income tax are obligated to declare interest and dividend income, as well as capital gains in their tax return. Investors residing outside the Netherlands are subject to their respective national tax regime applying to foreign investment funds. 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.

Logo

Disclaimer

The information contained in the website is solely intended for professional investors. Some funds shown on this website fall outside the scope of the Dutch Act on the Financial Supervision (Wet op het financieel toezicht) and therefore do not (need to) have a license from the Authority for the Financial Markets (AFM).

The funds shown on this website may not be available in your country. Please select your country website (top right corner) to view the products that are available in your country.

Neither information nor any opinion expressed on the 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 product should only be made after reading the related legal documents such as management regulations, prospectuses, annual and semi-annual reports, which can be all be obtained free of charge at this website and at the Robeco offices in each country where Robeco has a presence.

By clicking Proceed I confirm that I am a professional investor and that I have read, understood and accept the terms of use for this website.

Decline