globalen
Image

Robeco QI Emerging Markets Sustainable Active Equities I EUR

Index: MSCI Emerging Markets Index (Net Return, EUR)
ISIN: LU1140784502
  • Aims to consistently outperform the benchmark, with an improved sustainability profile
  • Diversified exposure to an integrated multi-factor stock selection model
  • Using proven return factors value, quality and momentum, with improved ESG profile and lower environmental footprints
Assets class
Current price ()
Performance YTD ()
Currency EUR
Total size of fund ()
Dividend payingNo

About this fund

Robeco QI Emerging Markets Sustainable Active Equities invests in stocks of companies in emerging markets. The selection of these stocks is based on a quantitative model. The fund's objective is to consistently achieve a better return than the index, by taking well-diversified exposure to an integrated multi-factor stock selection model consisting of proven return factors such as value, 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 portfolio aims for a significantly better ESG score than the index and reduced footprints for water use, greenhouse gas emissions, waste and energy.

Performance

No performance data available

Performance

Robeco QI Emerging Markets Sustainable Active Equities I EUR

Performance

{{'fund.detail.general.perDate' | labelize:[ fundDate(fund.fundPerformances.date,'llll') ]}}
Subject Fund Reference index
1m
3m
Ytd
1 year
2 years
3 years
5 years
10 years
{{'fund.detail.performance.period.sinceInception' | labelize:[ fundDate(fund.fundFacts.inceptionDate,'LL') ]}}
{{fund.fundPerformances.methode}} (for periods longer than one year)
{{fund.fundPerformances.methode}} (total amount of return)
{{fund.fundPerformances.returnType}} (return before costs)
{{fund.fundPerformances.returnType}} (return net of costs)
{{fund.fundPerformances.returnType}} (value of holdings in the fund at which they are traded)
Subject Fund Reference index
{{fund.fundPerformancePeriods.methode}} (for periods longer than one year)
{{fund.fundPerformancePeriods.methode}} (total amount of return)
{{fund.fundPerformancePeriods.returnType}} (return before costs)
{{fund.fundPerformancePeriods.returnType}} (return net of costs)
{{fund.fundPerformancePeriods.returnType}} (value of holdings in the fund at which they are traded)

Statistics

{{'fund.detail.general.perDate' | labelize:[ fundDate(fund.fundStatistics.date,'llll') ]}}
Subject 3 years 5 years
Standard deviation
Max. monthly gain (%)
Tracking error ex-post (%)
Alpha
Beta
Sharpe ratio
Information ratio
Max. monthly loss (%)
Subject 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
Subject Fund Reference index
Option Adjusted Modified Duration (years)
Maturity (years)
Rating
Yield to Worst (%)

Fund Classification

DescriptionYesNoN/A 
Voting
Engagement
ESG integration
Exclusion
DescriptionYesNoN/A 
Screening
Integration
Sustainability Themed Fund

Fund allocation

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

Currency policy

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

Dividend policy

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

ESG Integration policy

Environment, Social and Governance (ESG) factors are systematically integrated in the highly disciplined investment process, by using the ESG scores of nearly 4.000 companies from the annual RobecoSAM Corporate Sustainability Assessment. The average ESG score of the portfolio is required to be significantly higher than the ESG score of the benchmark. This ensures that stocks with high ESG scores are more likely to be overweighted in the portfolio than companies with poor ESG scores. In addition, the environmental footprint is reduced by restricting the GHG emissions, energy consumption, water use & waste generation at levels 20% below the benchmark. As a result stocks with relatively low footprints have a higher probability of being overweighted in the portfolio compared to stocks with poor environmental footprints. Thirdly, the fund will not invest in companies involved in military contracting, controversial weapons, fire arms, child labour, tobacco, gambling, adult entertainment and alcohol as measured according to strict revenue thresholds. Also restrictions will be applied to companies with high thermal coal related revenues. As a signatory to the UN Principles for Responsible Investments, Robeco's dedicated Governance and Active Ownership department conducts engagement activities based on International Corporate Governance Network (ICGN) objectives.

Investment policy

Robeco QI Emerging Markets Sustainable Active Equities invests in stocks of companies in emerging markets throughout the world. The fund uses Robeco's proprietary emerging markets quantitative stock selection model. This model ranks stocks on their expected future relative performance using valuation (including quality) and momentum factors. Highly ranked stocks are overweighted against the benchmark, whereas low-ranked stocks are underweighted. The fund selects the most attractive stocks out of approximately 600 liquid emerging markets stocks, based on market capitalization and trading volume, with lower trading costs. The Sub-fund aims for an improved environmental footprint and a better sustainability profile compared to the benchmark by integrating ESG factors. This Sub-fund may invest in China A-shares via the QFII and/or a Stock Connect Programme which may entail additional clearing and settlement, regulatory, operational and counterparty risks.

Risk policy

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

Tim Dröge, Wilma de Groot
Tim Dröge, Wilma de Groot

Tim Dröge, Wilma de Groot

Mr. Tim Dröge is a Senior Portfolio Manager with Robeco and a member of the Quantitative Equities team since 2006. He started his career in the investment industry in 1999 with Robeco as Account Manager institutional clients. In 2001 he became Portfolio Manager Balanced Investments. Tim holds a Master's degree in Business Economics from Erasmus University Rotterdam. Mrs. De Groot is a Portfolio Manager within the Quantitative Equities team. Her primary focus is Robeco's quantitative emerging market strategies. She specializes in quantitative stock selection and portfolio construction. Mrs. de Groot joined Robeco as a Researcher in 2001. She has published among others in Journal of Banking and Finance, Financial Analysts Journal and VBA Journaal, and she is a guest lecturer at several universities. Mrs. de Groot graduated in Econometrics from Tilburg University. She is a CFA charter holder.

Details

{{'fund.detail.general.perDate' | labelize:[ fundDate(fund.fundFacts.date,'llll') ]}}
Management companyRobeco Luxembourg S.A.
Fund capital
Outstanding shares
ISINLU1140784502
BloombergRAQELIE LX
Valoren26112589
WKN
AvailabilityFR, IT, LU, CH
1st quotation date1418169600000
Close financial year31-12
Legal statusInvestment company with variable capital incorporated under Luxembourg law (SICAV)
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.

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