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Robeco QI Multi Factor Absolute Return IH GBP

Reference index: ICE BofA Merrill Lynch GBP Currency Overnight Deposit Offered Rate Index
ISIN: LU1843279966
  • Absolute return strategy with low correlational to traditional asset classes
  • Efficiently harvesting six factor premiums: value, momentum, low risk, quality, carry and flow
  • Transparent, proven investment process
Assets class
Current price ()
Performance YTD ()
Currency GBP
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Dividend payingNo

About this fund

Robeco QI Multi Factor Absolute Return is a systematic absolute return strategy. The fund harvests a highly diversifying set of factor premiums across a wide set of asset classes, aiming for attractive returns across market scenario’s and low long-run correlation to the traditional asset classes.

Price development

No performance data available

Price development

Robeco QI Multi Factor Absolute Return IH GBP

Performance

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The value of the investments may fluctuate. Past performance is no guarantee of future results.
Annualized (for periods longer than one year)
Initial charges or eventual custody charges which intermediaries might apply are not included.
Performances are gross of fees and based on closing values. In reality, costs (such as management fees and other costs) are charged. These have a negative effect on the returns shown.

Performances are net of fees and based on transaction prices.
Fund Reference index
The value of the investments may fluctuate. Past performance is no guarantee of future results.
Annualized (for periods longer than one year)
Initial charges or eventual custody charges which intermediaries might apply are not included.
Performances are gross of fees and based on closing values. In reality, costs (such as management fees and other costs) are charged. These have a negative effect on the returns shown.

Performances are net of fees and based on transaction prices.

Statistics

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Fund allocation

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Fund Classification

YesNoN/A 
Voting
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ESG integration
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Sustainability Themed Fund

Currency policy

Except for the active currency positions, currency risks are hedged to the base currency of the fund (EUR). The share classes using NAV currency hedging methodology (H) aim to deliver a return related to the base currency of the Sub-fund.

Dividend policy

All income earned will be accumulated and not be distributed as dividend. Therefore the entire return is reflected in the share price development.

ESG Integration policy

Environment, Social and Governance (ESG) aspects are systematically integrated in our highly disciplined investment process in several ways. Firstly, the portfolio’s ESG score is substantially better than the market. This score is developed by sustainability expert RobecoSAM. Also, the environmental footprint on greenhouse gas emissions, energy consumption, water use and waste generation is expected to be substantially lower than the market. Furthermore, we apply an extensive exclusion list covering various controversial sectors or business practices and we continuously monitor our universe for companies with corporate governance issues, major litigations or regulatory risk. Finally, we conduct proxy voting and engagement activities to improve companies’ behavior on ESG themes. Our enhanced form of ESG integration ensures we avoid the risk of being overexposed to less sustainable companies and captures financially material mid- to long term risks and opportunities like corporate governance and climate change.

Investment policy

Robeco QI Multi Factor Absolute Return leverages on the expertise of Robeco in exploiting market anomalies in all asset classes by investing in factors such as value, momentum, low risk, quality, carry and flow. The fund mainly invests in individual equities, bonds, currencies and derivatives. The fund is managed by an experienced team of quantitative investment specialists in multi asset and factor investing at Robeco. It relies on Robeco’s proven quantitative strategies for factor investing within and across various asset classes.

Risk policy

Risk management is fully embedded in the investment process to ensure that the fund's positions remain within set limits at all times.

Guido Baltussen, Pim van Vliet, Thibault Lair, Lodewijk van der Linden
Guido Baltussen, Pim van Vliet, Thibault Lair, Lodewijk van der Linden

Guido Baltussen, Pim van Vliet, Thibault Lair, Lodewijk van der Linden

Guido Baltussen is Head of the Quant Allocation team and Lead Portfolio Manager Liquid Alternatives and Multi Asset strategies. He also holds a position as Associate Professor at Erasmus University Rotterdam. Before joining Robeco in 2017, Guido was Head of Fixed Income and Multi Asset Research at NN Investment Partners. He started his career in the investment industry in 2004 and has published in highly ranked academic journals such as the American Economic Review, Management Science and the Journal of Financial and Quantitative Analyses. Guido holds a PhD and a Master's (cum laude) in Financial and Business Economics from Erasmus University Rotterdam. Mr. Pim is a Senior Portfolio Manager within the Quantitative Equities team of Robeco. His primary focus is Robeco's Low-volatility capabilities, including Conservative Equities. Pim joined Robeco in 2005 as a Senior Quantitative Researcher at the Quantitative Strategies department with responsibility for the allocation research. He has published among others in the Journal of Banking and Finance, Management Science and the Journal of Portfolio Management. He is a regular speaker at international conferences and is guest lecturer at several universities. Pim holds a PhD and MSc (cum laude) in Financial and Business Economics from Erasmus University Rotterdam. Pim van Vliet is registered with the Dutch Securities Institute. Thibault Lair is Portfolio Manager Quant Multi Asset products in the Quant Allocation team. His areas of expertise include the development and review of directional and relative value systematic strategies across asset classes. Prior to joining Robeco in 2018, Thibault was a Quantitative Stategist at NN Investment Partners in the period 2008-2018. He started his career in the investment industry in 2007 at RBC Dexia. Thibault is a PhD candidate and holds a Master's in Finance from the Université du Québec à Montréal. He also is a CFA® charterholder and Certified FRM. Lodewijk van der Linden is Portfolio Manager within the Quant Allocation team. His area of expertise is multi-asset factor investing. Prior to joining Robeco in August 2018, Lodewijk held several positions at Aegon, most recently as Team Manager of Client Reporting at Aegon Asset Management. He started his career as an actuarial consultant at PwC. He holds a Master's degree in Actuarial Science from the University of Amsterdam and a Master's degree in Econometrics and Management Science from the Erasmus University Rotterdam.

Details

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Management company
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ISINLU1843279966
BloombergROBMIHG LX
Valoren42354879
WKN
Availability
1st quotation date1533600000000
Close financial year31-12
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Tracking error limit (%)
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Cost of this fund

Ongoing charges

This fund deducts ongoing charges of
These charges comprise
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Transaction costs

The expected transaction costs are

Performance fee

This fund may also deduct a performance fee of

Extra fees

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Fiscal product treatment

The fund is established in Luxembourg and is subject to the Luxembourg tax laws and regulations. The fund is not liable to pay any corporation, income, dividend or capital gains tax in Luxembourg. The fund is subject to an annual subscription tax ('tax d'abonnement') in Luxembourg, which amounts to 0.01% of the net asset value of the fund. This tax is included in the net asset value of the fund. The fund can in principle use the Luxembourg treaty network to partially recover any withholding tax on its income.

Fiscal treatment of investor

Investors who are not subject to (exempt from) Dutch corporate-income tax (e.g. pension funds) are not taxed on the achieved result. Investors who are subject to Dutch corporate-income tax can be taxed for the result achieved on their investment in the fund. Dutch bodies that are subject to corporate-income tax are obligated to declare interest and dividend income, as well as capital gains in their tax return. Investors residing outside the Netherlands are subject to their respective national tax regime applying to foreign investment funds. We advise individual investors to consult their financial or tax adviser about the tax consequences of an investment in this fund in their specific circumstances before deciding to invest in the fund.

Disclaimer

Please read this important information before proceeding further. It contains legal and regulatory notices relevant to the information contained on this website.

The information contained in the Website is NOT FOR RETAIL CLIENTS - The information contained in the Website is solely intended for professional investors, defined as investors which (1) qualify as professional clients within the meaning of the Markets in Financial Instruments Directive (MiFID), (2) have requested to be treated as professional clients within the meaning of the MiFID or (3) are authorized to receive such information under any other applicable laws. The value of the investments may fluctuate. Past performance is no guarantee of future results. Investors may not get back the amount originally invested. Neither Robeco Institutional Asset Management B.V. nor any of its affiliates guarantees the performance or the future returns of any investments. If the currency in which the past performance is displayed differs from the currency of the country in which you reside, then you should be aware that due to exchange rate fluctuations the performance shown may increase or decrease if converted into your local currency.

In the UK, Robeco Institutional Asset Management B.V. (“ROBECO”) only markets its funds to institutional clients and professional investors. Private investors seeking information about ROBECO should visit our corporate website www.robeco.com or contact their financial adviser. ROBECO will not be liable for any damages or losses suffered by private investors accessing these areas.

In the UK, ROBECO Funds has marketing approval for the funds listed on this website, all of which are UCITS funds. ROBECO is authorized by the AFM and subject to limited regulation by the Financial Conduct Authority. Details about the extent of our regulation by the Financial Conduct Authority are available from us on request.

Many of the protections provided by the United Kingdom regulatory framework may not apply to investments in ROBECO Funds, including access to the Financial Services Compensation Scheme and the Financial Ombudsman Service. No representation, warranty or undertaking is given as to the accuracy or completeness of the information on this website.

If you are not an institutional client or professional investor you should therefore not proceed. By proceeding please note that we will be treating you as a professional client for regulatory purposes and you agree to be bound by our terms and conditions.

If you do not accept these terms and conditions, as well as the terms of use of the website, please do not continue to use or access any pages on this website.

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