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Robeco QI Multi Factor Multi Asset D USD

Reference index: 40% Bloomberg Barclays Global Aggregate Bond Index / 60% MSCI ACWI
ISIN: LU1813287031
  • Efficiently harvesting six factor premiums: low risk, quality, momentum, value, carry and flow
  • Capturing market and factor premiums in multiple asset classes
  • ESG integration embedded in the investment process
Assets class
Current price ()
Performance YTD ()
Currency USD
Total size of fund ()
Dividend payingNo

About this fund

Robeco QI Multi Factor Multi Asset invests globally and across various asset classes. The fund strategy leverages on the expertise of Robeco in factor investing. The fund focuses on harvesting a highly diversifying set of factor premiums across different asset classes.

Performance

No performance data available

Performance

Robeco QI Multi Factor Multi Asset D USD

Performance

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Statistics

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Subject 3 years 5 years
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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

Except for the active currency positions, currency risks are partly hedged to the base currency of the fund (EUR)

Dividend policy

All Income earned will be accumulated and not be distributed as a dividend. Therefore, the entire return is reflected in the fund’s 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 Multi Asset invests globally and across various asset classes. The fund strategy leverages on the expertise of Robeco in exploiting market anomalies by investing in factors such as low risk, quality, momentum, value, carry and flow. The fund focuses on factor exposures in selection as well as allocation decisions, via cross-sectional, time-series and/or cross-market positioning. 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 models for dynamic asset allocation and factor investing in equities and bonds.

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.

Expectation of fund manager

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The fund is constructed as one all-inclusive solution. It harvests equity and bond market premiums as well as several proven factor premiums. In its construction the fund is well-diversified across asset classes. The fund is expected to significantly outperform a traditional 60/40 equities/bonds reference index over the full market cycle. Target volatility is set at 9%. The strategy leverages on Robeco's expertise in factor investing and integrates advanced ESG measures across several dimensions, including both positive and negative screening, as well as active ownership.

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

Details

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Management companyRobeco Luxembourg S.A.
Fund capital
Outstanding shares
ISINLU1813287031
BloombergROMFMDU LX
Valoren
WKN
AvailabilityLU
1st quotation date1528329600000
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 0.05% 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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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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