Fund | Reference 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') ]}} |
Fund | Reference index | |
---|---|---|
3 years | 5 years | ||
---|---|---|---|
Tracking error ex-post (%) |
|
||
Information ratio | |||
Sharpe ratio | |||
Alpha (%) | |||
Beta |
|
||
Standard deviation |
|
||
Max. monthly gain (%) |
|
||
Max. monthly loss (%) |
|
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 (%) |
Fund | Reference index | ||
---|---|---|---|
Rating | |||
Option Adjusted Modified Duration (years) | |||
Maturity (years) | |||
Yield to Worst (%) | |||
Green Bonds (%) |
Name | Sector | Weight |
---|---|---|
Currency risk will not be hedged. Exchange-rate fluctuations will therefore directly affect the fund's share price.
The fund does not distribute dividend. The fund retains any income that is earned and so its entire performance is reflected in its share price.
Environmental, Social and Governance (ESG) factors are systematically integrated in a 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 higher than the index. Moreover, the scores on the Environmental, Social and Governance dimensions should also be 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 overweighted in the portfolio, while stocks of companies that have poor ESG scores are more likely to be underweighted in the portfolio. With these portfolio construction rules we aim for an ESG profile of the fund that is above average compared to its peers. In addition, stocks with corporate governance issues or stocks that have major litigation or regulatory risk may be excluded from the investable universe. Next to ESG integration, Robeco has an exclusion policy and conducts proxy voting and engagement activities based on International Corporate Governance Network objectives.
Robeco QI Emerging Markets Active Equities invests in stocks of companies in emerging economies throughout the world, such as Korea, Taiwan, Poland and Brazil. These economies can show rapid growth, so the risks can be greater than those in developed countries. The fund uses a quantitative stock selection model. This model ranks stocks on their expected future relative performance using valuation (including quality) and momentum factors. Highly ranked stocks are overweighted against the benchmark, whereas low-ranked stocks are underweighted. This Sub-fund may invest in China A-shares via the QFII and/or a Stock Connect Programme which may entail additional clearing and settlement, regulatory, operational and counterparty risks.
Risk management is fully integrated into the investment process to ensure that positions always meet predefined guidelines.
Mrs. De Groot is Head of Core Quant Equities and responsible for managing Enhanced Indexing and Active Quant strategies. She specializes in asset pricing anomalies and portfolio construction. Mrs. de Groot joined Robeco as a Researcher in 2001 and is a Portfolio Manager since 2014. She has published in various academic publications including the Journal of Banking and Finance, Journal of International Money and Finance, Journal of Empirical Finance and Financial Analysts Journal. She is a guest lecturer at several universities. Mrs. de Groot graduated in Econometrics from Tilburg University. She has a PhD in Finance from Erasmus University Rotterdam and is a CFA® charter holder. She has 17 years of experience in the investment industry. Mr. Dröge is a Portfolio Manager within the Core Quant Equities team. He is responsible for managing Enhanced Indexing and Active Quant strategies. He specializes in portfolio management Emerging Markets. Previously, he held positions as Portfolio Manager Balanced Investments and Account Manager institutional clients. Mr. Dröge has been working as a Portfolio Manager since 2001. He started his career at Robeco in 1999. He holds a Master's degree in Business Economics from Erasmus University Rotterdam. He has 19 years of experience in the investment industry. Mr. Zwanenburg is a Portfolio Manager within the Core Quant Equities team. He is responsible for managing Enhanced Indexing and Active Quant strategies. Mr. Zwanenburg specializes in portfolio management with sustainability integration. Previously, he held positions as Risk Manager RobecoSAM and Head of Client Portfolio Risk at Robeco. He joined Robeco in 1999 as a member of the Quantitative Research department. He holds a Master's degree in Econometrics from Erasmus University Rotterdam and a Master's degree in Economics from the London School of Economics and Political Science. He has 19 years of experience in the investment industry. Mr. De Koning is a Portfolio Manager within the Core Quant Equities team. He is responsible for managing Enhanced Indexing and Active Quant strategies. He started his investment career in 2005 with Centuria Capital and was a Portfolio Manager at Somerset Capital Partners. Before joining Robeco in January 2015 he worked as a fiduciary manager at NN Investment Partners. Jan is a graduate from the University of Tilburg and holds a Master's degree in Organizational Studies and is the author of a book on quantitative investing which is translated into several languages. He is a CFA®, CAIA®, CIPM® and CMT charter holder. He has 13 years of experience in the investment industry. Ms. Xu is a Portfolio Manager Quant Equities at Robeco. She is responsible for Robeco’s Conservative, Enhanced Indexing and Active Quant strategies. Ms. Xu specializes in portfolio management Emerging Markets. She started her investment career in 2004 with ABN AMRO Asset Management in The Netherlands as Portfolio Risk Manager performing quantitative risk modelling and analysis for equity portfolios. In 2006 she became Telecommunication and Utilities Analyst for Global Emerging Market Equity. In 2008 she joined Pelargos Capital BV in the Netherlands as Senior Portfolio Manager to co-manage the long/short hedge fund focusing on Asia Pacific ex Japan equities. She joined the Robeco Emerging Markets team in 2014 to focus on Greater China equities. In March 2018 she joined the Robeco Quantitative Equities team. She holds a degree of Master of Science in Financial Management from Nyenrode Business University, The Netherlands. She has 14 years of experience in the investment industry. Mr. Van der Boon is Portfolio Manager within the Core Quant Equities team. He was a Technical Portfolio Manager and Operational Portfolio Manager with a focus on equities in the period 2009-2018. He joined Robeco in 1997 as a Business Controller. He holds a Master's in Business Administration from Erasmus University Rotterdam.
Management company | |
Fund capital | |
Size of share class | |
Outstanding shares | |
ISIN | LU0858455784 |
Bloomberg | RCEMEIU LX |
Valoren | 20093431 |
WKN | A1T6TS |
Availability | |
1st quotation date | 1354492800000 |
Close financial year | 31-12 |
Legal status | |
Tracking error limit (%) | |
Morningstar |
|
Reference index |
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 |
max entry fee | ||
Max exit fee | ||
Max sub fee | ||
Max switch fee |
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 0.01% 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.
Investors who are not subject to (exempt from) Dutch corporate-income tax (e.g. pension funds) are not taxed on the achieved result. Investors who are subject to Dutch corporate-income tax can be taxed for the result achieved on their investment in the fund. Dutch bodies that are subject to corporate-income tax are obligated to declare interest and dividend income, as well as capital gains in their tax return. Investors residing outside the Netherlands are subject to their respective national tax regime applying to foreign investment funds. We advise individual 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.
The Robeco Capital Growth Funds have not been registered under the United States Investment Company Act of 1940, as amended, nor the United States Securities Act of 1933, as amended. None of the shares may be offered or sold, directly or indirectly in the United States or to any US Person. A US Person is defined as (a) any individual who is a citizen or resident of the United States for federal income tax purposes; (b) a corporation, partnership or other entity created or organized under the laws of or existing in the United States; (c) an estate or trust the income of which is subject to United States federal income tax regardless of whether such income is effectively connected with a United States trade or business.