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Multi-Factor equity solutions
Factor investing equities

Multi-Factor equity solutions

Exposure to proven factors

Key points:

  • Exposure to the Value, Momentum, Low Vol and Quality factors to diversify return stream
  • Flexible allocation to factors resulting in balanced exposure
  • Enhanced factor definitions to avoid unrewarded risk and maximize returns

Philosophy

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.

Process

The Multi-Factor equity solutions strategy is a fully quantitative equity strategy that exploits four proven factors: value, momentum, low volatility and quality. Rather than using generic factor definitions, it uses enhanced definitions to avoid unrewarded risk and maximize returns. Our multi-factor equity solutions portfolios aim to achieve higher risk-adjusted returns than both the broad market and generic factor indices over a full business cycle by taking efficient, well-diversified exposure to these enhanced factors.

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Team

The 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 20 portfolio managers and quantitative researchers dedicated solely to quantitative equity investing, research and model development.

Get in touch with us

Contact us if you would like to know more about this strategy.

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