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Robeco QI Institutional Global Developed Value Equities T7 EUR

Index: MSCI World Index (Net Return, EUR)
ISIN: NL0012676027
  • Part of Robeco's offering on factor premiums
  • Quantitative stock-selection strategy aimed at selecting securities with a low price to their intrinsic value
  • Avoid going against other factors, avoid unrewarded risk and prevent unnecessary turnover
Assets class
Current price ()
Performance YTD ()
Currency EUR
Total size of fund ()
Dividend payingYes

About this fund

Robeco QI Institutional Global Developed Value Equities invests in stocks with a low price to fundamentals in developed economies. The fund's long-term aim is to harvest the value premium by selecting the most attractive value stocks. The selection of these value stocks is carried out using a quantitative model, which ranks stocks, based on a number of value variables as well as quality, momentum and low-volatility variables.

Performance

No performance data available

Performance

Robeco QI Institutional Global Developed Value Equities T7 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
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ESG integration
Exclusion
DescriptionYesNoN/A 
Screening
Integration
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 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 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 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 Institutional Global Developed Value Equities is part of Robeco's offering on factor premiums and invests in stocks with a low price to fundamentals in developed economies. The fund's long-term aim is to harvest the value premium by selecting the most attractive value stocks. The selection of these value stocks is carried out using a quantitative model, which ranks stocks, based on a number of value variables as well as quality, momentum and low-volatility variables.

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 fund follows a bottom-up driven investment strategy to gain exposure to the proven value factor. Rather than using generic factor definitions, it uses enhanced definitions to avoid unrewarded risk and maximize its return potential. For example, the value factor may lead to investments in distressed stocks that are cheap for a reason. Our proprietary distress-risk model helps to identify these risks and avoids such companies. Furthermore, the strategy aims to prevent that exposure to the value factor results in negative exposure to other factors, like momentum, quality and low-volatility. By doing so, the strategy aims to avoid unwanted and unintended factor tilts. It is a rules-based process that tries to avoid unnecessary transaction costs by only buying stocks if the expected gains outweigh the costs of the trade.

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 Institutional Asset Management B.V
Fund capital
Outstanding shares
ISINNL0012676027
BloombergRQIDVT7 NA
Valoren
WKN
AvailabilityNL
1st quotation date1510790400000
Close financial year31-12
Legal statusInvestment company with variable capital incorporated under Dutch law
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 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).

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