Robeco’s quantitative investment strategies are based on the following beliefs:
Evidence-based research. Identifying factors that are rewarded with superior risk-adjusted performance, based on empirical testing over longer periods and in different markets.
Economic rationale. We want to move beyond statistical patterns and understand the economic drivers behind factors. Risks that are not adequately rewarded should be avoided.
Prudent investing. Our approach is transparent and easily explainable. We avoid unnecessary trading costs, resulting in low turnover and enhanced returns.
The GTAA strategy focuses on tactical asset allocation by taking directional views within and between asset classes. Based on proven quantitative models, the strategy takes both long and short positions in global equity, bond, and currency markets. The reliance on creating positive returns in all market conditions means risk management is crucial. Positions are carefully balanced to avoid concentration of risk in one particular source of return at any point in time.
Robeco has built up an experienced team of investment and research professionals who are backed by an organization with over 25 years of experience in multi-asset and quantitative investing.
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).
The funds shown on this website may not be available in your country. Please select your country website (top right corner) to view the products that are available in your country.
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.