Fact sheet: QISAMQtStnblGblEq

Fund information
Fund name
RobecoSAM QI Quant Sustainable Global Equities I EUR
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund managers
  • Machiel Zwanenburgsince 29/10/2013
  • Michael Stratingsince 31/05/2016
  • Peter Ferketsince 12/12/2014
Fund objective
RobecoSAM QI Global Sustainable Equities aims to provide long-term capital growth by investing in stocks of companies all over the world with a superior sustainability profile while keeping deviations from the benchmark limited. The fund combines RobecoSAM's Sustainability Research and Robeco's Quantitative Stock selection model for the construction of a diversified portfolio.
Benchmark
  • MSCI World
Investment style
None
Investment method
Shares
Quick stats
1 Year return
17.7%
1 Year rank in sector
23/71
Sector
FO Equity - Ethical
Yield
-
Fund size
£168m (£107m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
102
Top in this sector
Fund name1 Year
Impax Asian Envt Markets28.1%
Impax Environmental Markets27.9%
Vanguard SRI Global Stock27.3%
Pictet GlbEnvrOpp27.1%
UBS (L)E-GlbSustInnov26.3%
...more in FO Equity - Ethical

Performance snapshot

Holdings snapshot

  • USA59.9%
    Japan8.6%
    UK6%
    Canada4.1%
    France3.7%
  • Financials18.5%
    Information Technology15.7%
    Health Care12.5%
    Consumer Discretionary12.2%
    Industrials11.6%
  • US Equities59.9%
    Japanese Equities8.6%
    UK Equities6%
    Canadian Equities4.1%
    French Equities3.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.6%4.4%11%17.7%50.4%-
Sector0.8%4.7%7.5%14.3%24.5%56.9%
Rank within sector23 / 7843 / 7917 / 7523 / 716 / 61-
Quartile2nd3rd1st2nd1st
Calendar performance
 YTD - 20172016201520142013
Fund4.6%11.1%10.3%--
Sector5.8%8%3.2%7.3%18.4%
Rank within sector57 / 7922 / 6718 / 63--
Quartile3rd2nd2nd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
7.62
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
0.92
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
0.97
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
11.79
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
6.09
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
1.12
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.74
Price movement
52 week high153.56
52 week low123.51
Current bid price-
Current offer price-
Current mid price151.44
Region
1USA59.9%
2Japan8.6%
3UK6%
4Canada4.1%
5France3.7%
6Germany3.4%
7Australia3.2%
8Others3%
9Switzerland2.8%
Industry sector
1Financials18.5%
2Information Technology15.7%
3Health Care12.5%
4Consumer Discretionary12.2%
5Industrials11.6%
6Consumer Staples9.3%
7Energy6.1%
8Materials4.6%
9Real Estate3.7%
Asset type
1US Equities59.9%
2Japanese Equities8.6%
3UK Equities6%
4Canadian Equities4.1%
5French Equities3.7%
6German Equities3.4%
7Australian Equities3.2%
8International Equities3%
9Swiss Equities2.8%
Individual holdings
1APPLE INC1.88%
2MICROSOFT CORP1.19%
3EXXON MOBIL CORP1.01%
4BANK OF AMERICA CORP0.85%
5JOHNSON & JOHNSON0.84%
6NESTLE SA0.78%
7WELLS FARGO & CO0.77%
8JPMORGAN CHASE & CO0.73%
9AT&T INC0.72%
Management
Fund manager group
Robeco Luxembourg
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund objective
RobecoSAM QI Global Sustainable Equities aims to provide long-term capital growth by investing in stocks of companies all over the world with a superior sustainability profile while keeping deviations from the benchmark limited. The fund combines RobecoSAM's Sustainability Research and Robeco's Quantitative Stock selection model for the construction of a diversified portfolio.
Benchmark
  • MSCI World
Investment style
None
Investment method
Shares
Fund managers
NameSinceBiography
Machiel Zwanenburg29/10/2013Mr. Zwanenburg is a Portfolio Manager within the Quantitative Equities team. His primary focus is Robeco's quantitative developed market strategies. Previously, he held positions as Senior Risk Manager RobecoSAM and Head of Client Portfolio Risk at Robeco. He joined Robeco in 1999 as part of the Quantitative Research department. He holds a Master's degree in Econometrics from Erasmus University Rotterdam and a Master's degree in Economics from the London School of Economics and Political Science.
Michael Strating31/05/2016Mr. Michael Strating, Executive Vice President, is Head of Quantitative Equities team with Robeco and Portfolio Manager of a number of quantitatively managed accounts. Previously, he was Coordinator of the Global Equity team and held a position as Portfolio Manager European Equities with Robeco. Michael has been working as a Fund Manager since 1990. He graduated from the Erasmus University Rotterdam and holds Master's degree in both Law and in Business Economics. Michael Strating is registered with the Dutch Securities Institute.
Peter Ferket12/12/2014
Compliance
UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Switzerland, Germany, Spain, France, United Kingdom, Luxembourg, Netherlands, Offshore
RobecoSAM QI Quant Sustainable Global Equities D EUR
Initial charge5%
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price70.99
CurrencyEUR
Price updated21/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQ9R
RobecoSAM QI Quant Sustainable Global Equities F EUR
Initial charge5%
Annual charge0.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.65%
Bid price-
Offer price-
Mid price148.68
CurrencyEUR
Price updated21/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFQ9S
RobecoSAM QI Quant Sustainable Global Equities I EUR
Initial charge0.5%
Annual charge0.3%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.47%
Bid price-
Offer price-
Mid price151.44
CurrencyEUR
Price updated21/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFLYC
RobecoSAM QI Quant Sustainable Global Equities IH EUR
Initial charge0.5%
Annual charge0.3%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.47%
Bid price-
Offer price-
Mid price114.02
CurrencyEUR
Price updated21/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFQ7Q
RobecoSAM QI Quant Sustainable Global Equities Z EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price159.74
CurrencyEUR
Price updated21/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE1YU
Data provided by

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