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. We enhance proven quantitative factors to avoid unrewarded risks.
Prudent investing. We manage easily explainable portfolios and prevent unnecessary trading costs, and we integrate environmental, social and governance (ESG) factors.
Multi-Factor equity indices are a fully quantitative equity product that exploits four proven factor premiums: Value, Momentum, Low Vol and Quality. Rather than using generic factor definitions, it uses enhanced definitions to avoid unrewarded risk and maximize returns. The parent index is an S&P Dow Jones index. Robeco researchers create new index data based on quantitative stock rankings and a proprietary index construction algorithm. S&P Dow Jones updates the index for market events and sends the bespoke index to an asset manager for portfolio construction. This results in an index with efficient exposure to factors and a high capacity.
An experienced and dedicated team is responsible for the creation and delivery of the indices. The team uses Robeco quantitative research for stock selection, but acts independently from our portfolio managers. The daily maintenance such as corporate actions and calculation of the indices is outsourced to the third party index provider S&P Dow Jones. We have a long term partnership with this leading global index provider.
Robeco Capital Growth Funds (“the Funds”) are distinguished by their respective specific investment policies or any other specific features. Please read carefully for the risks of the Funds:
Investors may suffer substantial losses of their investments in the Funds. Investor should not invest in the Funds solely based on the information provided in this document and should read the offering documents (including potential risks involved) for details. Investment involves risks. Past performance is not indicative of future performance. The information contained in this website is provided for reference only and does not constitute any investment advice. Investors are advised to seek independent advice before making any investment decision. Please refer to the relevant offering documents for details including the risk factors before making any investment decisions. This web page is published by Robeco Hong Kong Limited and has not been reviewed by the Securities and Futures Commission. You must read the above information before proceeding. By clicking the “I AGREE” button below, you acknowledge that you have read the relevant risk disclosure statements.