Robeco QI Multi Factor Absolute Return IH USD

Reference index: ML USD LIBOR Overnight Index
ISIN: LU1843279701
  • Absolute return strategy with low correlational to traditional asset classes
  • Efficiently harvesting six factor premiums: value, momentum, low risk, quality, carry and flow
  • Transparent, proven investment process
Assets class
Current price ()
Performance YTD ()
Currency USD
Total size of fund ()
Dividend payingNo

About this fund

Robeco QI Multi Factor Absolute Return is a systematic absolute return strategy. The fund harvests a highly diversifying set of factor premiums across a wide set of asset classes, aiming for attractive returns across market scenario’s and low long-run correlation to the traditional asset classes.


No performance data available


Robeco QI Multi Factor Absolute Return IH USD


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Subject 3 years 5 years
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Fund Classification

ESG integration
Sustainability Themed Fund

Fund allocation

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Name Sector Weight

Currency policy

Except for the active currency positions, currency risks are hedged to the base currency of the fund (EUR). The share classes using NAV currency hedging methodology (H) aim to deliver a return related to the base currency of the Sub-fund.

Dividend policy

All income earned will be accumulated and not be distributed as dividend. Therefore the entire return is reflected in the share price development.

ESG Integration policy

ESG stands at the core of the fund and is integral to Robeco’s overall strategy. Environment, Social and Governance (ESG) aspects are systematically integrated in our highly disciplined investment process in several ways. Firstly, the portfolio’s ESG score is substantially better than the reference index (market for MFAR). This score is developed by sustainability expert RobecoSAM and covers approximately 4,500 companies. Also, the environmental footprint of greenhouse gas emissions, energy consumption, water use and waste generation is substantially lower than the reference index (market for MFAR). Furthermore, we exclude Controversial Weapons, companies with Controversial Behavior and Tobacco from the investable universe and we continuously monitor our universe for companies with corporate governance issues, with major litigations or regulatory risk. Finally, we conduct proxy voting and engagement activities to improve companies’ behavior on ESG themes. All the above results in an ESG profile of the fund that is, on average, substantially better than that of its peers.

Investment policy

Robeco QI Multi Factor Absolute Return leverages on the expertise of Robeco in exploiting market anomalies in all asset classes by investing in factors such as value, momentum, low risk, quality, carry and flow. The fund mainly invests in individual equities, bonds, currencies and derivatives. The fund is managed by an experienced team of quantitative investment specialists in multi asset and factor investing at Robeco. It relies on Robeco’s proven quantitative strategies for factor investing within and across various asset classes.

Risk policy

Risk management is fully embedded in the investment process to ensure that the fund's positions remain within set limits at all times.

Guido Baltussen, Pim van Vliet, Shengsheng Zhang, CFA, Thibault Lair, CFA, Lodewijk van der Linden
Guido Baltussen, Pim van Vliet, Shengsheng Zhang, CFA, Thibault Lair, CFA, Lodewijk van der Linden

Guido Baltussen, Pim van Vliet, Shengsheng Zhang, CFA, Thibault Lair, CFA, Lodewijk van der Linden

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. Mr. Pim is a Senior Portfolio Manager within the Quantitative Equities team of Robeco. His primary focus is Robeco's Low-volatility capabilities, including Conservative Equities. Pim joined Robeco in 2005 as a Senior Quantitative Researcher at the Quantitative Strategies department with responsibility for the allocation research. He has published among others in the Journal of Banking and Finance, Management Science and the Journal of Portfolio Management. He is a regular speaker at international conferences and is guest lecturer at several universities. Pim holds a PhD and MSc (cum laude) in Financial and Business Economics from Erasmus University Rotterdam. Pim van Vliet is registered with the Dutch Securities Institute. Ms. Shengsheng Zhang is Portfolio Manager Global Allocations with Robeco since September 2012. Prior to joining Robeco, Shengsheng was employed by Delta Lloyd Asset Management for 6 years where she first held the position of Quantitative Analyst and later of Quantitative Portfolio Manager. She holds a Master's degree in Financial Engineering from the University of Twente and she is CFA charterholder. 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 strate


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Management companyRobeco Luxembourg S.A.
Fund capital
Outstanding shares
1st quotation date1533600000000
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
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 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.


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