Fact sheet: Robeco All Strat Euro Bds

Fund information
Fund name
Robeco All Strategy Euro Bonds 10DH EUR
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund managers
  • Paul van der Worpsince 31/07/2012
Fund objective
Robeco All Strategy Euro Bonds is an active bond fund looking to optimize returns on a risk adjusted basis. Its benchmark agnostic investment style is well suited to benefit from inefficiencies linked to benchmarks. This share class protects the investor against changes in inflation expectations via an inflations hedge. The inflation hedge layer exactly offsets the impact of a change in the inflation expectation in the underlying fund.
Benchmark
  • Bloomberg Barclays Euro Aggregate
Investment style
Active
Investment method
Fixed Interest
Quick stats
1 Year return
2.4%
1 Year rank in sector
8/34
Sector
FO Fixed Int - EUR
Yield
-
Fund size
£909m (£1,312m 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.
81
Top in this sector
Fund name1 Year
Schroder ISF EURCrConv5.5%
Morg Stnly Euro Stragic Bd3.7%
BNP Paribas FlxSecuritisation3.7%
Union Quoniam Sel SICV€Cr3.7%
Lloyds Euro High Inc2.9%
...more in FO Fixed Int - EUR

Performance snapshot

Holdings snapshot

  • International98%
    Money Market2%
  • Government Bonds64.8%
    Financials8.1%
    Mortgage & Secured Bonds7%
    Industrials5.8%
    Asset/Mortgage-Backed Securities5.6%
  • Global Fixed Interest98%
    Money Market2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-2.8%-6%-2.7%2.4%20.5%42.9%
Sector-1.1%-2.1%-0.1%1.5%9.6%24%
Rank within sector34 / 3435 / 3535 / 358 / 341 / 301 / 26
Quartile4th4th4th1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund3%-0.7%17.9%0.5%14.9%
Sector1.7%0%7.7%1.5%10.2%
Rank within sector8 / 3424 / 331 / 3121 / 285 / 26
Quartile1st3rd1st3rd1st
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.
-0.53
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.
2.33
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.
0.46
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%.
6.39
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.
4.5
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.
0.74
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.
0.75
Price movement
52 week high158.57
52 week low144.57
Current bid price-
Current offer price-
Current mid price149.01
Region
1International98%
2Money Market2%
Industry sector
1Government Bonds64.8%
2Financials8.1%
3Mortgage & Secured Bonds7%
4Industrials5.8%
5Asset/Mortgage-Backed Securities5.6%
6Government Agency Bonds3.8%
7Fixed Interest2.6%
8Cash & Cash Equivalents2%
9Utilities0.3%
Asset type
1Global Fixed Interest98%
2Money Market2%
Individual holdings
No data available.
Management
Fund manager group
Robeco Luxembourg
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund objective
Robeco All Strategy Euro Bonds is an active bond fund looking to optimize returns on a risk adjusted basis. Its benchmark agnostic investment style is well suited to benefit from inefficiencies linked to benchmarks. This share class protects the investor against changes in inflation expectations via an inflations hedge. The inflation hedge layer exactly offsets the impact of a change in the inflation expectation in the underlying fund.
Benchmark
  • Bloomberg Barclays Euro Aggregate
Investment style
Active
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Paul van der Worp31/07/2012Mr. Paul van der Worp, is Portfolio Manager in the Fixed Income Allocation team since August 2012. Paul has held various positions in the fixed-income investments industry. He started his career in 1996 with ING as a Fixed Income Strategist. In 1998 he mo
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Chile, Germany, Spain, Finland, France, United Kingdom, Hong Kong, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Peru
Robeco All Strategy Euro Bonds 10DH EUR
Initial charge3%
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.92%
Bid price-
Offer price-
Mid price149.01
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN6H1
Robeco All Strategy Euro Bonds 40DH EUR
Initial charge3%
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.92%
Bid price-
Offer price-
Mid price372.64
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN6H0
Robeco All Strategy Euro Bonds 40FH 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 price108.32
CurrencyEUR
Price updated01/11/2011
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0D1G
Robeco All Strategy Euro Bonds 40IH EUR
Initial charge0.5%
Annual charge0.4%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.49%
Bid price-
Offer price-
Mid price265.9
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0J0G
Robeco All Strategy Euro Bonds BH EUR
Initial charge3%
Annual charge0.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.88%
Bid price-
Offer price-
Mid price98.31
CurrencyEUR
Price updated06/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeKRU8
Robeco All Strategy Euro Bonds CH EUR
Initial charge3%
Annual charge0.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.53%
Bid price-
Offer price-
Mid price102.46
CurrencyEUR
Price updated06/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFC1F
Robeco All Strategy Euro Bonds DH EUR
Initial charge3%
Annual charge0.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.88%
Bid price-
Offer price-
Mid price90.6
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeRC27
Robeco All Strategy Euro Bonds DHHI EUR
Initial charge3%
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.92%
Bid price-
Offer price-
Mid price117.8
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN6G9
Robeco All Strategy Euro Bonds FH EUR
Initial charge3%
Annual charge0.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.53%
Bid price-
Offer price-
Mid price115.59
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFC1S
Robeco All Strategy Euro Bonds FHHI EUR
Initial charge3%
Annual charge0.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.57%
Bid price-
Offer price-
Mid price106.02
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0D1H
Robeco All Strategy Euro Bonds IH EUR
Initial charge0.5%
Annual charge0.35%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.45%
Bid price-
Offer price-
Mid price153.88
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM9X4
Robeco All Strategy Euro Bonds IHHI EUR
Initial charge0.5%
Annual charge0.4%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.49%
Bid price-
Offer price-
Mid price120.61
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0J0F
Data provided by

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