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Multi Factor Absolute Return

Multi Factor Absolute Return

Market neutral multi-asset solution in factor investing with advanced sustainability integration

Key points

  • Efficiently harvesting six factor premiums across all major asset classes
  • Building upon Robeco's deep factor investing expertise in equity and credit markets
  • Targeting 6% absolute returns, low correlation with traditional portfolios and an enhanced sustainability profile

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, 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 and embed ESG, resulting in enhanced returns and a favorable ESG profile.
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Process

Robeco's Multi Factor Absolute Return captures a diverse set of uncorrelated factor premiums across all major asset classes and markets. To this end, we take dynamic positions in individual stocks (including emerging markets and small caps), individual corporate bonds (from investment grade to high yield) and liquid derivatives on equity markets, bond markets and currencies. Robeco's factor approach enhances proven factors and aims to avoid unrewarded risks and unnecessary turnover. Furthermore, our portfolio construction settings ensure an enhanced substantially profile. The strategy aims for diversifying returns across market and economic environments, and has a low long-run correlation with equity and bond markets.

Team

Robeco has gathered an experienced team of more than 40 quantitative investment and research professionals who are backed by an organization with over 25 years of experience in multi-asset and quantitative investing.

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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