Robeco QI Institutional Global Developed Sustainable Multi-Factor Equities T9 EUR
- Invests in stocks that are attractive according to one or more quantitative factor strategies
- Aims to have a better environmental footprint and a better sustainability profile compared to the Benchmark.
- Removes unrewarded risks, avoids going against proven factor premiums and limits unnecessary turnover
About this fund
Price development
Price development
Performance
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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 | |
|---|---|---|
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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Dividend paying history
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Fund allocation
{{'fund.detail.general.perDate' | labelize:[ fundDate(fund.fundAllocations.date,'llll') ]}}| Name | Sector | Weight |
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Fund Classification
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| Yes | No | N/A | ||
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| Sustainability Themed Fund |
Currency policy
Currency risk will not be hedged. Exchange-rate fluctuations will therefore directly affect the fund's share price.
Dividend policy
The fund may distribute dividend.
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 exposed to the following controversial sectors or business practices: military contracting, controversial weapons, fire arms, UN Global Compact breaches, tobacco, gambling, adult entertainment, thermal coal and alcohol, according to strict revenue thresholds.
Investment policy
Robeco QI Institutional Global Developed Sustainable 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. The portfolio aims for a significantly better ESG score than the index and reduced footprints for water use, greenhouse gas emissions, waste and energy.
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 Haesen
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, stock selection and portfolio construction. Mr. Lansdorp joined Robeco as a Researcher in 2009. Within the Factor Investing Research team, he did factor-related research; developed the Value, Momentum and Quality factor strategies and (multi-)factor indexes; and built tailored factor solutions. He holds an MSc in Economics from the Erasmus University Rotterdam and a PhD in Finance from the Tinbergen Institute. He has published in the Journal of Financial Markets. Daniel Haesen is Portfolio Manager within the Factor Investing Equities team and is responsible for Value-, Momentum, Quality- and Multi-Factor portfolios. He specializes in factor research. Daniel started his career in the industry at Robeco in 2003 as a Researcher with a focus on quant selection research, working on both equity and corporate bond multi-factor selection models. He was also responsible for quantitative sustainability and quantitative allocation research. He holds a Master's in Econometrics and Quantitative Finance from Tilburg University in the Netherlands and is a CFA® charterholder.
Details
{{'fund.detail.general.perDate' | labelize:[ fundDate(fund.fundFacts.date,'llll') ]}}| Management company | |
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| ISIN | NL0013216450 |
| Bloomberg | RQGDST9 NA |
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| 1st quotation date | 1550448000000 |
| Close financial year | 31-12 |
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Cost of this fund
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Transaction costs |
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Performance fee |
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Extra fees
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