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Global sustainable Conservative equity
Global equities

Global sustainable Conservative equity

Active investing in low-volatility equities with a higher ESG profile and lower environmental footprint

Key points:

  • Active approach to low-volatility investing based on award-winning research
  • Selects stocks with substantially higher ESG profile and lower environmental footprint than the market
  • Proven global track record since 2006, lower volatility than the market and enhanced 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 Global sustainable Conservative equities strategy invests in global low-volatility stocks. Stock selection is the sole performance driver of our approach. All decisions are based on a stock ranking model, which captures the low-risk anomaly in a smart way. The model aims to preserve equity capital and enhance the portfolio’s risk-return profile. Simultaneously, the portfolio construction process ensures a substantially higher sustainability profile. 

The sustainability approach focusses on three aspects, namely aiming for at least a 20% better score on ESG criteria than the reference index, aiming for at least a 20% better environmental footprint than the reference index and avoiding exposure to stocks in the values-based restricted universe according to certain broad ethical norms.

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Team

The Conservative Equities strategies are 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 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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Disclaimer

Robeco Institutional Asset Management B.V. (Dubai office) is regulated by the Dubai Financial Services Authority (“DFSA”) and only deals with Professional Clients 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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