Enhanced Indexing Equity

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 generate better returns by incorporating 50 years of research. 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.

The strategy is available for different investment regions: globally developed, European, US and emerging markets.

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.