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Conservative Equity

Conservative Equity

Active investing in low-volatility equities

Key points:

  • Active approach to low-volatility investing
  • Selects stocks with low absolute and distress risk, and attractive upside potential
  • Global track record since 2006, aims to get lower volatility than the market and enhanced returns

Philosophy

Robeco’s quantitative investment strategies are based on the following beliefs: 

Evidence-based research. We strive to identify 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 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 selection model which aims to capture the low-risk anomaly in a smart way. The model aims to preserve equity capital and enhance the portfolio’s risk-return profile.

Regions

The strategy is available for different investment regions: global developed markets, emerging markets, Europe, US, Asia-Pacific and the China A-share market.

Region

Global developed markets

Global All Country

Europe

Benchmark

MSCI World Index

MSCI AC World Index

MSCI Europe Index

Number of stocks strategy

≈ 200

≈ 200

≈ 150

Inception date

September 2006

December 2011

August 2007





Region

US

Emerging Markets

China

Benchmark

MSCI North America Index

MSCI Emerging Markets

MSCI China A Shares Index

Number of stocks strategy

≈ 150

≈ 200

≈ 120

Inception date

December 2013

February 2011

August 2018

This information is subject to change.
Quantitative investing

We’ve been a leader in quantitative investing for over 25 years.

Quantitative investing

Team

Robeco’s 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 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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Disclaimer

This page is intended for US prospects, clients and investors only and includes information about the capabilities, staffing and history of RIAM US and its participating affiliates, which may include information on strategies not yet available in the US. SEC regulations are applicable only to clients, prospects and investors of RIAM US. Robeco BV, Robeco HK and Robeco SH are considered a “participating affiliate” of RIAM US and some of their employees are “associated persons” of RIAM US as per relevant SEC no-action guidance. Employees identified as associated persons of RIAM US perform activities directly or indirectly related to the investment advisory services provided by RIAM US. In those situations, these individuals are deemed to be acting on behalf of IUAM, a US SEC registered investment adviser.

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