Robeco’s quantitative investment strategies are based on the following beliefs:
Evidence-based research. Identifying 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 proven quantitative factors to avoid unrewarded risks.
Prudent investing. We manage easily explainable portfolios and prevent unnecessary trading costs, and we integrate environmental, social and governance (ESG) factors.
Multi-Factor equity indices are a fully quantitative equity product that exploits four proven factor premiums: value, momentum, low volatility and quality. Rather than using generic factor definitions, it uses enhanced definitions 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.
Neither information nor any opinion expressed on the website constitutes a solicitation, an offer or a recommendation to buy, sell or dispose of any investment, to engage in any other transaction or to provide any investment advice or service. An investment in a Robeco product should only be made after reading the related legal documents such as management regulations, prospectuses, annual and semi-annual reports, which can be all be obtained free of charge at this website and at the Robeco offices in each country where Robeco has a presence.