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Sustainable Multi-Factor equity solutions
Global equities

Sustainable Multi-Factor equity solutions

Exposure to proven factors in a sustainable way

Key points:

  • Exposure to the Value, Momentum, Low Volatility and Quality factors to diversify the return stream
  • Significantly better ESG profile, lower environmental footprint and values-based exclusions
  • Enhanced factor definitions to avoid unrewarded risk and maximize returns

Philosophy

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

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

Robeco’s Sustainable Multi-Factor Equities is a fully quantitative equity strategy that exploits four proven factors: Value, Momentum, Low Volatility and Quality, while holding a sustainable portfolio. In constructing our sustainable multi-factor portfolio, we use a building-block approach based on allocations to Robeco’s sustainable enhanced factor strategies that avoid the various pitfalls of generic factor strategies (e.g. going against proven factors and taking unrewarded risks). Our strategy aims to achieve higher risk-adjusted returns than both the broad market and generic factor indices over a full business cycle.

Team

The strategy is managed by an experienced group of investment professionals within an organization 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.

The team cooperates closely with RobecoSAM, the investment specialist focused exclusively on ESG. RobecoSAM provides the stock-specific sustainability information for the strategy.

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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