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Conservative Equity

Conservative Equity

Active investing in low-volatility equities based on award-winning research

Key points:

  • Active approach to low-volatility investing based on award-winning research
  • Selects stocks with low absolute and distress risk, and attractive upside potential
  • Proven global track record since 2006, lower volatility than the market and enhanced returns

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 Conservative Equities strategy invests in global low-volatility stocks. Stock selection is the sole performance driver of our approach. All decisions are based on a stock selection model which captures the low-risk anomaly in a smart way. The model aims to preserve equity capital and enhance the portfolio’s risk-return profile.

Regions

The strategy is available for different investment regions: global developed markets, emerging markets, Europe, US, Asia-Pacific and the China A-share market.

Region

Global developed markets

Global All Country

Europe

Benchmark

MSCI World Index

MSCI AC World Index

MSCI Europe Index

Number of stocks strategy

≈ 200

≈ 200

≈ 150

Inception date

September 2006

December 2011

August 2007





Region

US

Emerging Markets

China

Benchmark

MSCI North America Index

MSCI Emerging Markets

MSCI China A Shares Index

Number of stocks strategy

≈ 150

≈ 200

≈ 120

Inception date

December 2013

February 2011

August 2018

Low Volatility Investing
Low Volatility Investing
Proven downside protection with a stable source of income
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Team

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

Get in touch with us

Contact us if you would like to know more about this strategy.

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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).

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.

By clicking Proceed I confirm that I am a professional investor and that I have read, understood and accept the terms of use for this website.

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