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 take an active approach to investor stewardship reflected in portfolio positioning.
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.
Region |
Global developed markets |
Emerging markets |
Benchmark |
MSCI World Index |
MSCI Emerging Markets Index |
Information ratio target |
1 |
1 |
Tracking error (expected average) |
1.0% |
1.2% |
Number of stocks strategy |
≈ 750 |
≈ 500 |
Inception date |
August 2004 |
May 2007 |
Region |
Europe |
US |
Benchmark |
MSCI Europe |
S&P 500 |
Information ratio target |
1 |
0.7 |
Tracking error (expected average) |
1.0% |
1.5% |
Number of stocks strategy |
≈ 350 |
≈ 400 |
Inception date |
September 2017 |
September 2017 |
Enhanced Indexing offers all the benefits of passive investing, while compensating for its many disadvantages.
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.
Robeco Institutional Asset Management B.V. (DIFC Branch) is regulated by the Dubai Financial Services Authority (“DFSA”) and only deals with Professional Clients and Market Counterparties, and does not deal with Retail Clients as defined by the DFSA.
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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