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. Risks that are not adequately rewarded should be avoided.
Prudent investing. We manage easily explainable portfolios and prevent unnecessary trading costs, and we integrate environmental, social and governance (ESG) factors.
Robeco's Enhanced Indexing strategies offer the advantages of passive investing but can also generate better returns than passive vehicles by incorporating 50 years of academic insights. We slightly overweight those index constituents that score highly on characteristics proven to deliver superior returns, and slightly underweight those that score poorly. These characteristics are value, quality, momentum and analyst revisions.
We have launched our global developed enhanced indexing equity strategy in 2004. The strategy is also available for other regional universes such as the US and emerging markets. All Enhanced Indexing portfolios take sustainability into account. Additionally, we offer the Global Developed Sustainable Enhanced Indexing strategy with a more advanced level of sustainability integration.
Our strategy is managed by an experienced group of investment professionals within an organization which is fully committed to quantitative investing. The team consists of more than 40 portfolio managers and quantitative researchers dedicated solely to quantitative investing, research and model development.