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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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Emerging sustainable active quant equity
Active quant equities

Emerging sustainable active quant equity

Offering balanced exposure to enhanced factors and a higher sustainability profile

Key points:

  • For investors looking for sustainability, higher returns than the broader market and a medium tracking error
  • Systematic research driven investment approach to benefit from persistent behavioral biases
  • Proven track record in active quant emerging markets since 2008

Philosophy

Robeco’s quantitative investment strategies are based on the following beliefs:

Evidence-based research. Identifying factors that are rewarded with superior risk-adjusted performance. This includes extensive 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. We manage easily explainable portfolios and prevent unnecessary trading costs, and we integrate environmental, social and governance (ESG) factors.

Process

The performance driver is our stock-selection model, selecting stocks with a balance of attractive valuation, high quality and positive momentum. We combine these factors with a better ESG profile, reduced environmental impact and exclusion of controversial companies. We take into account three aspects of sustainability:

  • Overall better sustainability profile than the market.
  • 20% reduction of environmental footprint based on impact scores.
  • Exclude companies with an controversial business model such as tobacco and firearms.
Quantitative investing
Quantitative investing

We’ve been leading the way in quant investing for over 25 years, turning research into practical solutions.

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Team

Our strategies are managed by an experienced group of investment professionals within an organization which is fully committed to quantitative and sustainability investing. The team consists of more than 20 portfolio managers and quantitative researchers dedicated solely to quantitative equity investing, research and model development. 

Our analysts and portfolio managers can draw on an extensive database of ESG analysis by sustainability specialist RobecoSAM.