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Robeco QI Global Diversified Carry I EUR

ISIN: LU1562702297
  • Aims to generate income from equities, fixed income and currencies in developed markets.
  • Opportunity to diversify ones portfolio from traditional equities and bonds.
  • Liquid, transparant and systematic investment approach.
Assets class
Current price ()
Performance YTD ()
Currency EUR
Total size of fund ()
Dividend payingNo

About this fund

Robeco QI Global Diversified Carry invests in equity indices, fixed income markets and currencies throughout the world, such as Australia, Japan, Germany, UK and US. The aim is to continuously select the equity markets that will pay the highest dividends, the fixed income markets with the highest coupon payments, and the currencies with the highest short-term interest rates.

Price development

No performance data available

Price development

Robeco QI Global Diversified Carry I EUR

Performance

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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.

Statistics

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3 years 5 years
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Fund allocation

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Name Sector Weight
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Fund Classification

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

Currency policy

Except for the active currency positions, currency risks are hedged to the base currency of the fund (EUR).

Dividend policy

This share class of the fund does not distribute dividend.

ESG Integration policy

Robeco is dedicated to sustainability investing and we integrate sustainability aspects into our investment processes wherever possible. As the Global Diversified Carry fund takes positions at the market-level via liquid derivatives, sustainability integration at the company-level is not applicable to this fund. However, in Global Diversified Carry sustainability integration is materialized in the exclusion of countries that Robeco deems to be unsustainable, for example due to serious violations of human rights.

Investment policy

Robeco QI Global Diversified Carry invests in equity indices, fixed income markets and currencies throughout the world, such as Australia, Japan, Germany, UK and US. The aim is to continuously select the equity markets that will pay the highest dividends, the fixed income markets with the highest coupon payments, and the currencies with the highest short-term interest rates. The fund is an absolute return fund based on quantitative models with the primary aim to generate income with limited net market exposure. This is done through long/short investing in equity indices, fixed income markets and currencies in developed markets throughout the world.

Risk policy

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

Guido Baltussen, Thibault Lair, Lodewijk van der Linden, Klaas Smits
Guido Baltussen, Thibault Lair, Lodewijk van der Linden, Klaas Smits

Guido Baltussen, Thibault Lair, Lodewijk van der Linden, Klaas Smits

Guido Baltussen is Head of the Quant Allocation team and Lead Portfolio Manager Liquid Alternatives and Multi Asset strategies. He also holds a position as Associate Professor at Erasmus University Rotterdam. Before joining Robeco in 2017, Guido was Head of Fixed Income and Multi Asset Research at NN Investment Partners. He started his career in the investment industry in 2004 and has published in highly ranked academic journals such as the American Economic Review, Management Science and the Journal of Financial and Quantitative Analyses. Guido holds a PhD and a Master's (cum laude) in Financial and Business Economics from Erasmus University Rotterdam. Thibault Lair is Portfolio Manager Quant Multi Asset products in the Quant Allocation team. His areas of expertise include the development and review of directional and relative value systematic strategies across asset classes. Prior to joining Robeco in 2018, Thibault was a Quantitative Stategist at NN Investment Partners in the period 2008-2018. He started his career in the investment industry in 2007 at RBC Dexia. Thibault is a PhD candidate and holds a Master's in Finance from the Université du Québec à Montréal. He also is a CFA® charterholder and Certified FRM. Lodewijk van der Linden is Portfolio Manager within the Quant Allocation team. His area of expertise is multi-asset factor investing. Prior to joining Robeco in August 2018, Lodewijk held several positions at Aegon, most recently as Team Manager of Client Reporting at Aegon Asset Management. He started his career as an actuarial consultant at PwC. He holds a Master's degree in Actuarial Science from the University of Amsterdam and a Master's degree in Econometrics and Management Science from the Erasmus University Rotterdam. Mr. Smits is responsible for the management and development of Robeco's Multi Asset Quant capabilities and part of the Investment Solutions team. Prior he was responsible for developing Robeco's FamdA capabilities in both listed and private equity. Before that he worked for Robeco in New York managing the Fixed Income Allocation team. From 2000 to 2007 he was Head of the Robeco's Investment Grade and High Yield team.  Prior to joining Robeco, he worked for Interpolis, as Senior Fixed Income Portfolio Manager.  Mr. Smits began his investment career with Assicurazioni Generali in 1991. Mr. Smits holds a Bachelor's degree from the Institute for Business Administration and Economics, Groningen, the Netherlands.

Details

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Management company
Fund capital
Size of share class
Outstanding shares
ISINLU1562702297
BloombergRQIGDIE LX
Valoren35616023
WKNA2DL07
Availability
1st quotation date1487289600000
Close financial year31-12
Legal status
Tracking error limit (%)
Reference index

Cost of this fund

Ongoing charges

This fund deducts ongoing charges of
These charges comprise
Management fee
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Transaction costs

The expected transaction costs are

Performance fee

This fund may also deduct a performance fee of

Extra fees

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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).

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.

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