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Robeco QI Multi Factor Multi Asset F USD

Reference index: 40% Bloomberg Barclays Global Aggregate Bond Index / 60% MSCI ACWI
ISIN: LU1813287114
Assets class
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Performance YTD ()
Currency USD
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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.

Price development

No performance data available

Price development

Robeco QI Multi Factor Multi Asset F USD

Performance

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The value of the investments may fluctuate. Past performance is no guarantee of future results.
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.
Fund Reference index
The value of the investments may fluctuate. Past performance is no guarantee of future results.
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.

Performance explanation

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The fund harvests six factor premiums; value, momentum, low-risk, quality, carry and flow. These factors have strong risk-adjusted performance, are robust to falsification, are persistent, explainable and executable. The fund utilizes enhanced factor exposures that mitigate unrewarded risks and efficiently deal with transaction costs. We optimize harvesting efficiency by utilizing a substantial investable universe, including 4,000 different equities, 15,000 different corporate bonds and over 50 liquid derivatives. Factor premiums are present in every major market as well as across markets. Bundling them into one strategy provides a highly diversified, academically founded and robust return generating solution.

Statistics

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Fund allocation

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Fund Classification

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Sustainability Themed Fund

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.

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.

Expectation of fund manager

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The fund is constructed as an all-inclusive return-seeking multi-asset solution with advanced sustainability integration. It is founded on an evidence-based investment approach. It harvests equity and bond market premiums as well as several proven factor premiums. Factor premiums are harvested through bottom-up selection in equity and credit markets, and at market level through top-down factor-based allocation. The fund is well-diversified across asset classes, markets and factors. The fund’s objective is to outperform a traditional 60/40 equities/bonds reference index over the full market cycle. The strategy leverages on Robeco’s experience, expertise and extensive research in factor and sustainability investing.

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

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

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 strategies across asset classes. Prior to joining Robeco in 2018, Thibault was a Quantitative Stategist at NN Investment Partners in the period 2008-2018. He started his career in the investment industry in 2007 at RBC Dexia. Thibault is a PhD candidate and holds a Master's in Finance from the Université du Québec à Montréal. He also is a CFA® charterholder and Certified FRM. 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. 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. 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. Lodewijk van der Linden is Portfolio Manager within the Quant Allocation team. His area of expertise is multi-asset factor investing. Prior to joining Robeco in August 2018, Lodewijk held several positions at Aegon, most recently as Team Manager of Client Reporting at Aegon Asset Management. He started his career as an actuarial consultant at PwC. He holds a Master's degree in Actuarial Science from the University of Amsterdam and a Master's degree in Econometrics and Management Science from the Erasmus University Rotterdam.

Details

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Management company
Fund capital
Outstanding shares
ISINLU1813287114
BloombergROMFMFU LX
Valoren41512234
WKN
Availability
1st quotation date1528329600000
Close financial year31-12
Legal status
Tracking error limit (%)
Reference index

Cost of this fund

Ongoing charges

This fund deducts ongoing charges of
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Transaction costs

The expected transaction costs are

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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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