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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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Global developed enhanced indexing equity
Enhanced indexing equities

Global developed enhanced indexing equity

An alternative to passive investing in global developed markets

Key points:

  • Alternative to passive investing for investors looking for higher returns than the broader market and a low tracking error
  • Systematic research driven investment approach to benefit from persistent behavioral biases
  • Proven track record since 2004 with an information ratio of >1 in developed markets

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 enhance these factors to avoid non-rewarded risks and aim to improve performance . The weights resemble the index but with slightly higher weights to attractive stocks and lower weights to unattractive ones. Our proprietary rules-based portfolio construction algorithm limits turnover.

We have launched our global developed enhanced indexing equity strategy in 2004.

The strategy is also available for other regional universes such as US and Europe and with an enhanced sustainability profile.

Proven alternative to passive investing
Proven alternative to passive investing

Enhanced Indexing offers all the benefits of passive investing, while compensating for its many disadvantages.

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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 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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