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Quant developed markets equity
Global equities

Quant developed markets equity

Offering balanced exposure to enhanced factors

Key points:

  • Systematic research driven investment approach to benefit from persistent behavioral biases
  • Alternative to passive investing for investors who want better returns than the broader market
  • Proven track record since 2004 with an information ratio of more than one

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 performance driver is our stock-selection model, selecting stocks with a balance of attractive valuation and positive momentum. We enhance these factors to avoid non-rewarded risks and maximize returns. The weights resemble the index but with slightly higher weights to attractive stocks and lower weights to unattractive ones. Our proprietary rules-based portfolio construction algorithm limits turnover.

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Team

Our 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 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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