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 take an active approach to investor stewardship reflected in portfolio positioning.
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.
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 |
We’ve been a leader in quantitative investing for over 25 years.
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.
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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