Robeco has a large range of quant funds, varying from factor-based investing funds to enhanced indexing funds.
Passive investing offers exposure to the equity premium, predictable portfolio characteristics and low fees. However, investors can do better. Since 2004 Robeco has a proven alternative to passive investing: Enhanced indexing. This strategy goes beyond passive investing as it strives to offer superior returns compared to passive vehicles by incorporating academic insights while integrating ESG-criteria.
A pioneer in factor investing as a proponent of exploiting anomalies in markets since the 1990s, Robeco experts have literally written the book on the subject. We now offer funds efficiently harvesting the four main factors – Value, Momentum, Low Volatility and Quality – along with multi-factor solutions.
Conservative equities is our active approach to low-volatility investing and forms part of our quantitative equities strategy. It is based on the anomaly that lower-risk stocks tend to deliver a higher risk-adjusted return than high-risk stocks, contrary to classical finance theories.
Robeco pioneered quantitative investing, launching its first quant fund in 1994, and then applying its principles to other strategies. Our active quant equity capability now encompasses emerging markets, Asia-Pacific and China, along with another Robeco investing pillar: sustainability.
We use a single and a multi-factor approach to harvest the premiums found in corporate bonds. Moreover, we apply active duration timing in the three main government-bond markets.