Factor Investing fixed income. Robeco research has shown that well-known factors in equities can also be used to select bonds. Our range of factor investing strategies in fixed income is characterized by aiming for strong risk-adjusted returns, style diversification and low costs. Within corporate bonds, our Multi-Factor Credits and Multi-Factor High Yield strategies aims to offer balanced exposure to low risk, quality, value, momentum and size factors. Our Conservative Credits strategy focuses on the low risk factor, still incorporating the other factors. These factor credit strategies are specifically designed for credit markets and the investment process explicitly takes liquidity, transaction costs and ESG into account. For global government bonds, we have developed a Multi-Factor strategy that offers exposure to value, momentum and low risk. Multi-Factor Bonds is our global aggregate bond solution that combines multi-factor credits with multi-factor government bonds. This strategy can serve as a core fixed income holding in a portfolio.
More about Multi-Factor Credits.