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. We enhance quantitative factors to avoid unrewarded risks.
Prudent investing. We manage easily explainable portfolios and prevent unnecessary trading costs, and we have preference for sustainable business models.
Multi-Factor equity indices are a fully quantitative equity product that exploits four factor premiums: value, momentum, low volatility and quality. Rather than using generic factor definitions, it uses enhanced definitions that attempt to avoid unrewarded risk and maximize returns. The parent index is an S&P Dow Jones index. Robeco researchers create new index data based on quantitative stock rankings and a proprietary index construction algorithm. S&P Dow Jones Indices updates the index for market events and sends the bespoke index to an asset manager for portfolio construction. This results in an index with efficient exposure to factors and a high capacity.
An experienced and dedicated team is responsible for the creation and delivery of the indices. The team uses Robeco quantitative research for stock selection, but acts independently from our portfolio managers. The daily maintenance such as corporate actions and calculation of the indices is outsourced to the third party index provider S&P Dow Jones Indices. We have a long term partnership with this leading global index provider.
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.By clicking I agree, I confirm that I have read and understood the above.