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Robeco QI Global Developed Multi-Factor Equities I USD

Index: MSCI World Index
ISIN: LU1277577638
  • Invests in stocks that are attractive according to one or more quantitative factor strategies
  • Removes unrewarded risks, avoids going against proven factor premiums and limits unnecessary turnover
  • Part of Robeco's offering on factor premium strategies
Assets class
Current price ()
Performance YTD ()
Currency USD
Total size of fund ()
Dividend payingNo

About this fund

Robeco QI Global Developed Multi-Factor Equities invests in stocks in developed countries across the world. The selection of these stocks is based on a quantitative model. The fund follows a bottom-up driven investment strategy to gain efficient, well-diversified exposure to the proven factors value, momentum, low-volatility and quality. The fund uses enhanced factor definitions to avoid unrewarded risk and unwanted and unintended factor tilts.

Performance

No performance data available

Performance

Robeco QI Global Developed Multi-Factor Equities I USD

Performance

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Statistics

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Subject 3 years 5 years
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Fund Classification

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

Fund allocation

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Name Sector Weight
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Currency policy

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

Dividend policy

The fund aims to achieve optimum return on investments within predetermined risk limits.There is no active dividend policy.

ESG Integration policy

Environment, Social and Governance (ESG) factors are systematically integrated in the highly disciplined investment process, by using the ESG scores of the 4.00 largest companies from the annual RobecoSAM Corporate Sustainability Assessment. The ESG integration aims for an average ESG score of the portfolio at least as high as the ESG score of the index. This ensures that stocks with higher ESG scores are more likely to be included in the portfolio while stocks of companies that have very poor ESG scores are more likely to be divested from the portfolio. With these portfolio construction rules we aim for an ESG profile of the fund that is above average compared to its peers. In addition, stocks with corporate governance issues or stocks that have major litigation or regulatory risk may be excluded from the investable universe. Next to ESG integration, Robeco has an exclusion policy and conducts proxy voting and engagement activities based on International Corporate Governance Network objectives.

Investment policy

Robeco QI Global Developed Multi-Factor Equities mainly invests in stocks in developed markets that are attractive according to one or more quantitative factor strategies. Examples of quantitative factor strategies include a strategy that takes advantage of the premium in stocks with lower risk (Low-Volatility), a strategy that takes advantage of the premium in stocks with attractive valuation (Value), a strategy that takes advantage of the premium in stocks with high quality characteristics (Quality) and a strategy that takes advantage of the premium in shares at a favorable price trend (Momentum).

Risk policy

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

Joop Huij, Rob van Bommel, Simon Lansdorp, Daniel Haessen
Joop Huij, Rob van Bommel, Simon Lansdorp, Daniel Haessen

Joop Huij, Rob van Bommel, Simon Lansdorp, Daniel Haessen

Joop Huij, PhD, Executive Director, Head of Factor Investing Equities and Head of Factor Index Research. Mr. Huij, Head of Factor Investing Equities and Head of Factor Indexing Research, is responsible for the Factor Investing strategies which include the Value-, Momentum-, Quality- and Multi-Factor Equities strategies, the Factor Indexes, and the Bespoke Factor Solutions. As a head of both teams he coordinates the portfolio management, factor index research and development of customized factor investing solutions. He specializes in empirical asset pricing and investment strategies. Mr. Huij also holds a part-time position as Associate Professor (with tenure) of Finance at Rotterdam School of Management. He has published in various academic journals including the Journal of Banking and Finance, Journal of Empirical Finance, Journal of Financial Markets, and Financial Analyst Journal. Mr. Huij started his career as a researcher in 2007. He holds a PhD in Finance from Rotterdam School of Management and a Master’s degree in Informatics & Economics (cum laude) from Erasmus University Rotterdam. Mr. Van Bommel is a Portfolio Manager with the Factor Investing Equities team and is responsible for the Value-, Momentum-, Quality- and Multi-Factor portfolios. He joined Robeco in 1990 as a quant analyst. He then became Portfolio Manager UK Equities and subsequently Head of the European Equities team. He also managed Global Equities excl. US (EAFE) for US institutional clients. He was also closely involved in the establishment of Robeco’s quantitative equity investing activities in the mid-1990s. He holds a Master’s degree in Business Economics from Erasmus University in Rotterdam. Mr. Lansdorp is Portfolio Manager with the Factor Investing Equities team and is responsible for the Value-, Momentum-, Quality- and Multi-Factor portfolios, Bespoke Factor Investing portfolios as well as on customizing factor investing solutions. His areas of expertise include factor allocation, s

Details

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Management companyRobeco Luxembourg S.A.
Fund capital
Outstanding shares
ISINLU1277577638
BloombergRGDFIUS LX
Valoren29245859
WKN
AvailabilityLU, SG, CH
1st quotation date1442448000000
Close financial year31-12
Legal statusInvestment company with variable capital incorporated under Luxembourg law (SICAV)
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
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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).

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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.

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