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Robeco QI Conservative Multi Asset G EUR

ISIN: LU1550148222
  • Global multi-asset strategy aiming to generate balanced returns with a defensive risk profile
  • Profits from tendencies in human behaviour that underpin the low-volatility anomaly
  • Defensive dynamic allocation to protect in down markets and keep track in up markets
Assets class
Current price ()
Performance YTD ()
Currency EUR
Total size of fund ()
Dividend payingYes

About this fund

The Robeco QI Conservative Multi Asset fund invests globally and across various asset classes. The long-term aim is to achieve attractive returns comparable to those of equities and bonds, but at a distinctly lower level of risk. The fund leverages on the proven expertise of Robeco in selecting low-volatility stocks and bonds.The fund dynamically allocates in a systematic way to the most attractive asset classes, with a focus on mitigating downside risks.

Price development

No performance data available

Price development

Robeco QI Conservative Multi Asset G EUR

Performance

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The value of the investments may fluctuate. Past performance is no guarantee of future results.
Annualized (for periods longer than one year).
Cumulized (total amount of return).
Performances are gross of fees and based on closing values. In reality, costs (such as management fees and other costs) are charged. These have a negative effect on the returns shown.

Performances are net of fees and based on transaction prices.
Fund Reference index
The value of the investments may fluctuate. Past performance is no guarantee of future results.
Annualized (for periods longer than one year).
Cumulized (total amount of return).
Performances are gross of fees and based on closing values. In reality, costs (such as management fees and other costs) are charged. These have a negative effect on the returns shown.

Performances are net of fees and based on transaction prices.

Statistics

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Dividend paying history

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Download dividend history

Fund allocation

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Fund Classification

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Sustainability Themed Fund

Currency policy

Except for the active currency positions, currency risks are partly hedged to the base currency of the fund (EUR).

Dividend policy

This share class of the fund will distribute dividend.

ESG Integration policy

Environment, Social and Governance (ESG) aspects are systematically integrated in our highly disciplined investment process in several ways. Firstly, the portfolio’s ESG score is substantially better than the market. This score is developed by sustainability expert RobecoSAM. Also, the environmental footprint on greenhouse gas emissions, energy consumption, water use and waste generation is expected to be substantially lower than the market. Furthermore, we apply an extensive exclusion list covering various controversial sectors or business practices and we continuously monitor our universe for companies with corporate governance issues, major litigations or regulatory risk. Finally, we conduct proxy voting and engagement activities to improve companies’ behavior on ESG themes. Our enhanced form of ESG integration ensures we avoid the risk of being overexposed to less sustainable companies and captures financially material mid- to long term risks and opportunities like corporate governance and climate change.

Investment policy

The objective of Robeco QI Conservative Multi Asset is to deliver long-term returns in line with a balanced 50/50 mix of equities and bonds, with a risk profile in line with a more defensive 30/70 mix of equities and bonds. It aims to achieve a higher Sharpe ratio than both mixes in the long term. The fund leverages on Robeco’s expertise in managing low-volatility equity and credit portfolios and adds dynamic allocation with a short equity market bias, to mitigate downside risks and to generate a stable return pattern. The aim is to have a balanced exposure to performance drivers and risks. The fund is managed by an experienced team of quantitative investment specialists in multi asset and conservative investing at Robeco. It relies on Robeco’s proven quantitative models for dynamic asset allocation, and for selecting low-volatility stocks and bonds.

Risk policy

Risk management is fully integrated in the investment process to ensure that positions always meet predefined guidelines.

Guido Baltussen, Pim van Vliet, Thibault Lair, Lodewijk van der Linden, Klaas Smits
Guido Baltussen, Pim van Vliet, Thibault Lair, Lodewijk van der Linden, Klaas Smits

Guido Baltussen, Pim van Vliet, Thibault Lair, Lodewijk van der Linden, Klaas Smits

Guido Baltussen is Head of the Quant Allocation team and Lead Portfolio Manager Liquid Alternatives and Multi Asset strategies. He also holds a position as Associate Professor at Erasmus University Rotterdam. Before joining Robeco in 2017, Guido was Head of Fixed Income and Multi Asset Research at NN Investment Partners. He started his career in the investment industry in 2004 and has published in highly ranked academic journals such as the American Economic Review, Management Science and the Journal of Financial and Quantitative Analyses. Guido holds a PhD and a Master's (cum laude) in Financial and Business Economics from Erasmus University Rotterdam. Mr. Pim is a Senior Portfolio Manager within the Quantitative Equities team of Robeco. His primary focus is Robeco's Low-volatility capabilities, including Conservative Equities. Pim joined Robeco in 2005 as a Senior Quantitative Researcher at the Quantitative Strategies department with responsibility for the allocation research. He has published among others in the Journal of Banking and Finance, Management Science and the Journal of Portfolio Management. He is a regular speaker at international conferences and is guest lecturer at several universities. Pim holds a PhD and MSc (cum laude) in Financial and Business Economics from Erasmus University Rotterdam. Pim van Vliet is registered with the Dutch Securities Institute. Thibault Lair is Portfolio Manager Quant Multi Asset products in the Quant Allocation team. His areas of expertise include the development and review of directional and relative value systematic strategies across asset classes. Prior to joining Robeco in 2018, Thibault was a Quantitative Stategist at NN Investment Partners in the period 2008-2018. He started his career in the investment industry in 2007 at RBC Dexia. Thibault is a PhD candidate and holds a Master's in Finance from the Université du Québec à Montréal. He also is a CFA® charterholder and Certified FRM. Lodewijk van der Linden is Portfolio Manager within the Quant Allocation team. His area of expertise is multi-asset factor investing. Prior to joining Robeco in August 2018, Lodewijk held several positions at Aegon, most recently as Team Manager of Client Reporting at Aegon Asset Management. He started his career as an actuarial consultant at PwC. He holds a Master's degree in Actuarial Science from the University of Amsterdam and a Master's degree in Econometrics and Management Science from the Erasmus University Rotterdam. Mr. Smits is responsible for the management and development of Robeco's Multi Asset Quant capabilities and part of the Investment Solutions team. Prior he was responsible for developing Robeco's FamdA capabilities in both listed and private equity. Before that he worked for Robeco in New York managing the Fixed Income Allocation team. From 2000 to 2007 he was Head of the Robeco's Investment Grade and High Yield team.  Prior to joining Robeco, he worked for Interpolis, as Senior Fixed Income Portfolio Manager.  Mr. Smits began his investment career with Assicurazioni Generali in 1991. Mr. Smits holds a Bachelor's degree from the Institute for Business Administration and Economics, Groningen, the Netherlands.

Details

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Management company
Fund capital
Size of share class
Outstanding shares
ISINLU1550148222
BloombergRQICMGE LX
Valoren35379715
WKNA2DLG0
Availability
1st quotation date1484784000000
Close financial year31-12
Legal status
Tracking error limit (%)
Reference index

Cost of this fund

Ongoing charges

This fund deducts ongoing charges of
These charges comprise
Management fee
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Transaction costs

The expected transaction costs are

Performance fee

This fund may also deduct a performance fee of

Extra fees

max entry fee
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Fiscal product treatment

The fund is established in Luxembourg and is subject to the Luxembourg tax laws and regulations. The fund is not liable to pay any corporation, income, dividend or capital gains tax in Luxembourg. The fund is subject to an annual subscription tax ('tax d'abonnement') in Luxembourg, which amounts to 0.05% of the net asset value of the fund. This tax is included in the net asset value of the fund. The fund can in principle use the Luxembourg treaty network to partially recover any withholding tax on its income.

Fiscal treatment of investor

The fiscal consequences of investing in this fund depend on the investor's personal situation. For private investors in the Netherlands real interest and dividend income or capital gains received on their investments are not relevant for tax purposes. Each year investors pay income tax on the value of their net assets as at 1 January if and inasmuch as such net assets exceed the investor’s tax-free allowance. Any amount invested in the fund forms part of the investor's net assets. Private investors who are resident outside the Netherlands will not be taxed in the Netherlands on their investments in the fund. However, such investors may be taxed in their country of residence on any income from an investment in this fund based on the applicable national fiscal laws. Other fiscal rules apply to legal entities or professional investors. We advise investors to consult their financial or tax adviser about the tax consequences of an investment in this fund in their specific circumstances before deciding to invest in the fund.

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).

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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.

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