japanja
Image

Robeco QI Institutional Global Developed Sustainable Multi-Factor Equities T1 EUR

Index: MSCI World Index
ISIN: NL0013216419
  • Invests in stocks that are attractive according to one or more quantitative factor strategies
  • Aims to have a better environmental footprint and a better sustainability profile compared to the Benchmark.
  • Removes unrewarded risks, avoids going against proven factor premiums and limits unnecessary turnover
Assets class
Current price ()
Performance YTD ()
Currency EUR
Total size of fund ()
Dividend payingYes

About this fund

Robeco QI Institutional Global Developed Sustainable Multi-Factor Equities invests in stocks in developed countries across the world. The selection of these stocks is based on a quantitative model. The fund follows a bottom-up driven investment strategy to gain efficient, well-diversified exposure to the proven factors value, momentum, low-volatility and quality. The fund uses enhanced factor definitions to avoid unrewarded risk and unwanted and unintended factor tilts. The portfolio aims for a significantly better ESG score than the index and reduced footprints for water use, greenhouse gas emissions, waste and energy.

Price development

No performance data available

Price development

Robeco QI Institutional Global Developed Sustainable Multi-Factor Equities T1 EUR

Performance

{{'fund.detail.general.perDate' | labelize:[ fundDate(fund.fundPerformances.date,'llll') ]}}
Fund Index
1 month
3 months
YTD
1 year
2 years
3 years
5 years
10 years
{{'fund.detail.performance.period.sinceInception' | labelize:[ fundDate(fund.fundPerformances.sinceStart.startDate,'MM-YYYY') ]}}
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

{{'fund.detail.general.perDate' | labelize:[ fundDate( (fund.fundStatistics.date?fund.fundStatistics.date:fund.fundCharacteristics.date) ,'llll') ]}}
3 years 5 years
Tracking error ex-post (%)
Information ratio
Sharpe ratio
Alpha (%)
Beta
Standard deviation
Max. monthly gain (%)
Max. monthly loss (%)
Above mentioned ratios are based on gross of fees returns
3 years 5 years
Months outperformance
Hit ratio (%)
Months Bull market
Months outperformance Bull
Hit ratio Bull (%)
Months Bear market
Months outperformance Bear
Hit ratio Bear (%)
Above mentioned ratios are based on gross of fees returns
Fund Reference index
Rating
Option Adjusted Modified Duration (years)
Maturity (years)
Yield to Worst (%)

Dividend paying history

Date Amount
Download dividend history

Fund allocation

{{'fund.detail.general.perDate' | labelize:[ fundDate(fund.fundAllocations.date,'llll') ]}}
Name Sector Weight
{{fund.fundInvestmentExplanations.top10}}

Fund Classification

YesNoN/A 
Voting
Engagement
ESG integration
Exclusion
YesNoN/A 
Screening
Integration
Sustainability Themed Fund

Currency policy

Currency risk will not be hedged. Exchange-rate fluctuations will therefore directly affect the fund's share price.

Dividend policy

The fund may distribute dividend.

ESG Integration policy

Environmental, Social and Governance (ESG) factors are systematically integrated in the highly disciplined investment process, by using the ESG scores from the RobecoSAM Corporate Sustainability Assessment. The ESG integration aims for a total ESG score of the portfolio that is at least 20% higher than the index. Moreover, the scores on the Environmental, Social and Governance dimensions should also be at least 10% higher than the index, to ensure that the ESG enhancement is reached across all three dimensions. This ensures that stocks with higher ESG scores are more likely to be included in the portfolio while stocks of companies that have very poor ESG scores are more likely to be divested from the portfolio. In addition, the environmental footprint of the fund is improved by restricting the GHG emissions, energy consumption, water use and waste generation, aiming for minimal 20% stricter levels than the index. As a result stocks with relatively low footprints have a higher probability of being selected in the portfolio compared to stocks with poor environmental footprints. Thirdly, the fund will not invest in companies exposed to the following controversial sectors or business practices: military contracting, controversial weapons, fire arms, UN Global Compact breaches, tobacco, gambling, adult entertainment, palm oil, thermal coal, and alcohol, according to strict revenue thresholds.

Investment policy

Robeco QI Institutional Global Developed Sustainable Multi-Factor Equities invests in stocks in developed countries across the world. The selection of these stocks is based on a quantitative model. The fund follows a bottom-up driven investment strategy to gain efficient, well-diversified exposure to the proven factors value, momentum, low-volatility and quality. The fund uses enhanced factor definitions to avoid unrewarded risk and unwanted and unintended factor tilts. The portfolio aims for a significantly better ESG score than the index and reduced footprints for water use, greenhouse gas emissions, waste and energy.

Risk policy

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

Joop Huij, Simon Lansdorp, Viorel Roscovan, Daniel Haesen
Joop Huij, Simon Lansdorp, Viorel Roscovan, Daniel Haesen

Joop Huij, Simon Lansdorp, Viorel Roscovan, Daniel Haesen

Joop Huij, PhD, Executive Director, Head of Factor Investing Equities and Head of Factor Index Research. Mr. Huij, Head of Factor Investing Equities and Head of Factor Indexing Research, is responsible for the Factor Investing strategies which include the Value-, Momentum-, Quality- and Multi-Factor Equities strategies, the Factor Indexes, and the Bespoke Factor Solutions. As a head of both teams he coordinates the portfolio management, factor index research and development of customized factor investing solutions. He specializes in empirical asset pricing and investment strategies. Mr. Huij also holds a part-time position as Associate Professor (with tenure) of Finance at Rotterdam School of Management. He has published in various academic journals including the Journal of Banking and Finance, Journal of Empirical Finance, Journal of Financial Markets, and Financial Analyst Journal. Mr. Huij started his career as a researcher in 2007. He holds a PhD in Finance from Rotterdam School of Management and a Master’s degree in Informatics & Economics (cum laude) from Erasmus University Rotterdam. Mr. Lansdorp is Portfolio Manager with the Factor Investing Equities team and is responsible for the Value-, Momentum-, Quality- and Multi-Factor portfolios, Bespoke Factor Investing portfolios as well as on customizing factor investing solutions. His areas of expertise include factor allocation, stock selection and portfolio construction. Mr. Lansdorp joined Robeco as a Researcher in 2009. Within the Factor Investing Research team, he did factor-related research; developed the Value, Momentum and Quality factor strategies and (multi-)factor indexes; and built tailored factor solutions. He holds an MSc in Economics from the Erasmus University Rotterdam and a PhD in Finance from the Tinbergen Institute. He has published in the Journal of Financial Markets. Viorel Roscovan is Portfolio Manager within the Factor Investing Equities team and is responsible for Value-, Momentum-, Quality- and Multi-Factor portfolios.His areas of expertise include factor research, stock selection and portfolio construction. Prior to joining Robeco in May 2015, Viorel was an Assistant Professor of Finance at the Rotterdam School of Management. He was awarded the Young Talent Fellowship from Erasmus Research Institute of Management and won the Best Professor Award in 2013 and 2014 for his Macroeconomics course. In 2007, he was awarded the prestigious Lamfalussy Fellowship from the European Central Bank. He specializes in theoretical and empirical asset pricing and has published his academic work in peer-reviewed journals and presented at top finance conferences. Viorel holds a PhD and a Master's in Finance from Tilburg University, and a Master's in Economics from Center for Economic Research and Graduate Education in Prague. Daniel Haesen is Portfolio Manager within the Factor Investing Equities team and is responsible for Value-, Momentum, Quality- and Multi-Factor portfolios. He specializes in factor research. Daniel started his career in the industry at Robeco in 2003 as a Researcher with a focus on quant selection research, working on both equity and corporate bond multi-factor selection models. He was also responsible for quantitative sustainability and quantitative allocation research. He holds a Master's in Econometrics and Quantitative Finance from Tilburg University in the Netherlands and is a CFA® charterholder.

Details

{{'fund.detail.general.perDate' | labelize:[ fundDate(fund.fundFacts.date,'llll') ]}}
Management company
Fund capital
Size of share class
Outstanding shares
ISINNL0013216419
BloombergRQGDST1 NA
Valoren
WKN
Availability
1st quotation date1544572800000
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
Service fee

Transaction costs

The expected transaction costs are

Performance fee

This fund may also deduct a performance fee of

Extra fees

max entry fee
Max exit fee
Max sub fee
Max switch fee

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.

Please confirm that you are a professional investor and/or institutional investor and that you have read, understood and accept the terms of use for this website.

I Disagree