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Robeco QI Institutional Global Developed Enhanced Indexing Equities T1 EUR

Index: MSCI World Index
ISIN: NL0012375125
  • Aims to consistently outperform the benchmark, with a low tracking error
  • Diversified exposure to an integrated multi-factor stock selection model
  • Using proven return factors value, quality and momentum
Assets class
Current price ()
Performance YTD ()
Currency EUR
Total size of fund ()
Dividend payingYes

About this fund

Robeco QI Institutional Global Developed Enhanced Indexing Equities invests in stocks of companies in developed 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 applying a large number of small over- and underweight positions with respect to the index, resulting in a low tracking error. The fund aims to gain a 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.

Performance

No performance data available

Performance

Robeco QI Institutional Global Developed Enhanced Indexing Equities T1 EUR

Performance

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Statistics

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Subject 3 years 5 years
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Dividend paying history

Date Amount
Download dividend history

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

The fund may use currency forwards to achieve currency exposures that are close to the benchmark.

Dividend policy

All of the fund's income is reinvested after deduction of costs and withholding tax. Within three months of the close of the financial year, participants can indicate whether they want the dividend to be reinvested or distributed.

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 4.000 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 benchmark. This ensures that stocks with higher ESG scores are more likely to be overweighted in the portfolio, while stocks of companies that have very poor ESG scores are more likely to be underweighted in 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

The Robeco QI Institutional Global Developed Enhanced Indexing Equities Fund uses a quantitative stock selection strategy to invest in global equities from developed markets. This leads to a diversified portfolio with a low tracking error relative to the benchmark. Stock selection is the key performance driver. The fund systematically neutralizes sector, region and country exposures. Stock selection within the fund is entirely based on Robeco’s proprietary quantitative stock selection model. This model ranks stocks on their expected future relative performance using valuation (including quality) and momentum factors.

Risk policy

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

Michael Strating, Machiel Zwanenburg
Michael Strating, Machiel Zwanenburg

Michael Strating, Machiel Zwanenburg

Mr. Michael Strating, Executive Vice President, is Head of Quantitative Equities team with Robeco and Portfolio Manager of a number of quantitatively managed accounts. Previously, he was Coordinator of the Global Equity team and held a position as Portfolio Manager European Equities with Robeco. Michael has been working as a Fund Manager since 1990. He graduated from the Erasmus University Rotterdam and holds Master's degree in both Law and in Business Economics. Michael Strating is registered with the Dutch Securities Institute. Mr. Zwanenburg is a Portfolio Manager within the Quantitative Equities team. His primary focus is Robeco's quantitative developed market strategies. Previously, he held positions as Senior Risk Manager RobecoSAM and Head of Client Portfolio Risk at Robeco. He joined Robeco in 1999 as part 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.

Details

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Management companyRobeco Institutional Asset Management B.V
Fund capital
Outstanding shares
ISINNL0012375125
BloombergRQDEIT1 NA
Valoren
WKN
AvailabilityNL
1st quotation date1093910400000
Close financial year31-12
Legal statusInvestment company with variable capital incorporated under Dutch law
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
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Fiscal product treatment

The fund is established in the Netherlands. The fund is closed for corporate-income tax purposes (fiscally transparent). This means that all results are attributed directly to the participants. As a consequence, the fund is not liable to corporate-income tax and withholds no dividend tax.

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. Dutch tax-exempt bodies may seek a full refund on the 15% dividend tax withheld on dividends (25% prior to 1 January 2007). Interest income is exempt from tax withheld at source. 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 in their tax return. In principle, Dutch bodies that are subject to corporate-income tax may offset the 15% dividend tax withheld on dividends (25% prior to 1 January 2007) against the corporate-income tax and seek a refund of the excess amount. Investors residing outside the Netherlands are subject to their respective national tax regime applying to foreign investment funds. Shareholders who do not pay tax in the Netherlands and who are resident in countries that have a tax treaty with the Netherlands to prevent double taxation may seek a refund for part of the Dutch dividend tax from the Dutch tax authorities, depending on the treaty. As of 1 January 2007, a pension fund having its registered office in another EU member state is also entitled to a Dutch dividend-tax refund. The above is based on the current fiscal legislation and regulations in the Netherlands. 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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