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Robeco QI Global Sustainable Conservative Equities F EUR

Index: MSCI All Country World Index (Net Return, EUR)
ISIN: LU1520982197
  • Aims for global equity returns with lower downside risk
  • Target stable equity returns and high income
  • Low-risk stocks with high sustainability profile, attractive valuation and positive momentum
Assets class
Current price ()
Performance YTD ()
Currency EUR
Total size of fund ()
Dividend payingNo

About this fund

Robeco QI Global Sustainable Conservative Equities invests in low-volatility stocks in developed and emerging countries across the world. The selection of these stocks is based on a quantitative model. The fund's long-term aim is to achieve returns equal to, or greater than, those on global equity markets with lower expected downside risk and a significantly better sustainability profile than the index. The selected low-risk stocks with a high sustainability profile are characterized by high dividend yields, attractive valuation, strong momentum and positive analyst revisions as well. This results in a diversified, low turnover portfolio of defensive stocks aiming to achieve stable equity returns and high income.

Performance

No performance data available

Performance

Robeco QI Global Sustainable Conservative Equities F EUR

Performance

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Statistics

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Fund Classification

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

Fund allocation

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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 does not distribute dividend. 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 largest companies from the annual RobecoSAM Corporate Sustainability Assessment. The portfolio aims for an average ESG score that is at least 20% higher than the ESG score of the benchmark. This ensures that stocks with high ESG scores are more likely to be included in the portfolio than companies with poor ESG scores. In addition, the environmental footprint of the fund is improved by restricting the GHG emissions, energy consumption, water use and waste generation, aiming for minimal 20% stricter levels than the benchmark. As a result stocks with relatively low footprints have a higher probability of being selected 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 in companies with high thermal coal resources or revenues.

Investment policy

Robeco QI Global Sustainable Conservative Equities invests in low-volatility stocks in developed and emerging countries across the world. The selection of these stocks is based on a quantitative model. The fund's long-term aim is to achieve returns equal to, or greater than, those on global equity markets with lower expected downside risk. The selected low-risk stocks are characterized by high dividend yields, attractive valuation, strong momentum and positive analyst revisions as well. In addition, the fund aims to offer a significantly better sustainability profile than the index by integrating a strict sustainability approach in the portfolio construction process. The sustainability approach focusses on three aspects, namely aiming for at least a 20% better score on ESG criteria than the index, aiming for at least a 20% better environmental footprint than the index and avoiding exposure to stocks in the values-based restricted universe according to certain broad ethical norms. The fund combines the outcome of a stock selection model with a disciplined portfolio construction algorithm. This prudent investment approach results in a diversified, low turnover portfolio of defensive stocks aiming to achieve stable equity returns and high income. The investment philosophy of Conservative Equities is based on our findings that investors tend to overpay for risk. The fund's quantitative strategy benefits from the fact that many investors are constrained by the benchmark in their investment process. The fund bases its strategy on academic research and combines several proven model factors to benefit from these tendencies in the (rational) behavior of other investors.

Risk policy

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

Expectation of fund manager

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The Global Sustainable Conservative Equities fund invests in low volatility stocks with lower expected downside risk and good upside potential. The more stable stocks tend to be overlooked by investors, though they offer relatively high returns given their risk profile. We expect the fund to do particularly well during down markets and volatile market conditions. In a very bullish environment, the fund could lag the overall market, yet still deliver good absolute returns. In the long term, we expect stable equity returns and high income with considerably lower downside risk.

Pim van Vliet, Arlette van Ditshuizen, Maarten Polfliet, Jan Sytze Mosselaar, Arnoud Klep
Pim van Vliet, Arlette van Ditshuizen, Maarten Polfliet, Jan Sytze Mosselaar, Arnoud Klep

Pim van Vliet, Arlette van Ditshuizen, Maarten Polfliet, Jan Sytze Mosselaar, Arnoud Klep

Mr. Van Vliet is the head of the Conservative Equities team. Pim joined Robeco in 2005 as a Quantitative Researcher. He has published academic research in the Journal of Banking and Finance, Management Science, the Journal of Portfolio Management and other journals. He is a guest lecturer at several universities, advocates low-volatility investing at international seminars and is author of the book High Returns from Low Risk. Pim holds a PhD and an MSc (cum laude) in Financial and Business Economics from Erasmus University Rotterdam. Ms. Van Ditshuizen is a Portfolio Manager within the Conservative Equities team. Previously, Arlette was Risk Manager with Robeco and held a position as Portfolio Manager and Head of Derivatives Structures with Robeco. She started her career in 1997 at Robeco after graduating from Erasmus University Rotterdam with a Master's degree in Econometrics. Mr. Polfliet is a Portfolio Manager within the Conservative Equities team. Maarten joined Robeco in 2005. Previously, he was Client Portfolio Manager Quantitative Equities with Robeco. He started his career as portfolio manager at SNS Bank in 1999 after graduating from Tilburg University with a Master’s degree in Financial Economics. Mr. Mosselaar is a Portfolio Manager within the Conservative Equities team. Previously, Jan-Sytze was Portfolio Manager in the Robeco Asset Allocation department, managing multi-asset allocation funds, quant allocation funds and fiduciary pension mandates. He started his career at Robeco in 2004 after graduating from the University of Groningen with a Master’s degree in Business Economics. Mr. Klep is a Portfolio Manager within the Conservative Equities team. Previously, Arnoud was Head of Structured Investments with Robeco, managing various quantitative investment strategies. He started his career in the Robeco Quantitative Research department in 2001 after graduating from Tilburg University with a Master’s degree in Econometrics.

Details

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Management companyRobeco Luxembourg S.A.
Fund capital
Outstanding shares
ISINLU1520982197
BloombergROQGSCF LX
Valoren34613493
WKNA2DJLW
AvailabilityAT, FR, DE, LU, NL, SG, CH, GB
1st quotation date1481587200000
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
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Management fee
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Transaction costs

The expected transaction costs are

Performance fee

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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 0.05% 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

The fiscal consequences of investing in this fund depend on the investor's personal situation. For private investors in the Netherlands real interest and dividend income or capital gains received on their investments are not relevant for tax purposes. Each year investors pay income tax on the value of their net assets as at 1 January if and inasmuch as such net assets exceed the investor’s tax-free allowance. Any amount invested in the fund forms part of the investor's net assets. Private investors who are resident outside the Netherlands will not be taxed in the Netherlands on their investments in the fund. However, such investors may be taxed in their country of residence on any income from an investment in this fund based on the applicable national fiscal laws. Other fiscal rules apply to legal entities or professional investors. We advise 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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