globalen
Multi-factor multi-asset

Multi-factor multi-asset

Return focused sustainable multi-asset solution in factor investing

Key points

  • Efficiently harvesting six factor premiums across all major asset classes
  • Building upon Robeco's long-term factor investing expertise in equity and credit markets
  • Targeting superior returns and enhanced sustainability versus traditional 60/40 equity bond portfolios

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, resulting in low turnover and enhanced returns.

Process

Robeco's Multi-factor multi-asset strategy captures a diverse set of market premiums and uncorrelated factor premiums across all major asset classes. The strategy targets a long-run risk profile in line with a 60/40 equity bond portfolio and aims for superior returns through factor-based top-down tactical allocation and bottom-up global security selection. Robeco's factor approach enhances proven factors and aims to avoid unrewarded risks, unintended exposures and going against other factors. Furthermore, our portfolio construction settings ensure a substantially higher sustainability profile than the market.

Stay informed on our latest insights with monthly mail updates
Stay informed on our latest insights with monthly mail updates
Subscribe

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.

Get in touch with us

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

Contact

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.

Decline