Fact sheet: Robeco AsPaAcQuEq

Fund information
Fund name
Robeco Asia-Pacific Active Quant Equities F USD
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund managers
  • Tim Drögesince 17/03/2016
  • Wilma de Grootsince 17/03/2016
Fund objective
Robeco Asia-Pacific Active Quant Equities invests in stocks of companies in the Asia-Pacific Region (ex Japan), such as Australia, China, Korea and Taiwan. A mix between both emerging and developed markets. The fund uses a quantitative stock-selection model and aims to benefit from the systematic behavioral mistakes of investors. This model ranks stocks according to valuation and sentiment. Highly ranked stocks are overweighted against the benchmark, whereas low-ranked stocks are underweighted.
Benchmark
  • MSCI AC Asia Pacific ex Japan
Investment style
None
Investment method
Shares
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Equity - Asia Pacific ex Japan
Yield
-
Fund size
£4m
Top in this sector
Fund name1 Year
Templeton Asian Gth36.5%
TT International Asia Pac Eq35.8%
Old Mutual AnEqIn33%
Old Mutual Pac Eq32%
Old Mutual AnEqIn31.7%
...more in FO Equity - Asia Pacific ex Japan

Performance snapshot

Holdings snapshot

  • China26.4%
    Australia20.3%
    Korea15.1%
    Taiwan13.3%
    Hong Kong9%
  • Financials23.1%
    Information Technology22%
    Real Estate11.4%
    Materials10.2%
    Energy7.4%
  • International Equities99.5%
    Money Market0.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.4%0.1%13.4%---
Sector-3.1%-2.3%8.1%6.6%5.5%26.6%
Rank within sector24 / 18450 / 18438 / 183---
Quartile1st2nd1st
Calendar performance
 YTD - 20162015201420132012
Fund-----
Sector8%-6.8%5.5%3.3%19.7%
Rank within sector-----
Quartile
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.
-
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high115.57
52 week low95.63
Current bid price-
Current offer price-
Current mid price111.54
Region
1China26.4%
2Australia20.3%
3Korea15.1%
4Taiwan13.3%
5Hong Kong9%
6India5.1%
7Thailand4%
8Indonesia3.3%
9New Zealand1.3%
Industry sector
1Financials23.14%
2Information Technology22.04%
3Real Estate11.42%
4Materials10.23%
5Energy7.35%
6Industrials6.36%
7Consumer Discretionary5.86%
8Telecommunications Utilities4.87%
9Utilities4.37%
Asset type
1International Equities99.5%
2Money Market0.5%
Individual holdings
1SAMSUNG ELECTRONICS CO3.86%
2TAIWAN SEMICONDUCTOR MANUFACTURING3.31%
3TENCENT HLDGS LIMITED3.21%
4ALIBABA GROUP HLDG LTD2.6%
5CHINA CONSTRUCTION BANK2.11%
6COMMONWEALTH BANK OF AUSTRALIA1.99%
7INDUSTRIAL & COM BK CHNA1.69%
8WESTPAC BANKING CORP1.6%
9CHINA MOBILE LTD1.59%
Management
Fund manager group
Robeco Luxembourg
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund objective
Robeco Asia-Pacific Active Quant Equities invests in stocks of companies in the Asia-Pacific Region (ex Japan), such as Australia, China, Korea and Taiwan. A mix between both emerging and developed markets. The fund uses a quantitative stock-selection model and aims to benefit from the systematic behavioral mistakes of investors. This model ranks stocks according to valuation and sentiment. Highly ranked stocks are overweighted against the benchmark, whereas low-ranked stocks are underweighted.
Benchmark
  • MSCI AC Asia Pacific ex Japan
Investment style
None
Investment method
Shares
Fund managers
NameSinceBiography
Tim Dröge17/03/2016Mr. Tim Dröge is a Senior Portfolio Manager with Robeco and a member of the Quantitative Equities team since 2006. He started his career in the investment industry in 1999 with Robeco as Account Manager institutional clients. In 2001 he became Portfolio M
Wilma de Groot17/03/2016
Compliance
UCITS V Compliant
Domicile
No data available.
Fund for sale in
United Kingdom, Luxembourg, Netherlands, Offshore
Robeco Asia-Pacific Active Quant Equities D EUR
Initial charge5%
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price115.93
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE7TM
Robeco Asia-Pacific Active Quant Equities D USD
Initial charge5%
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price111.05
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE7TL
Robeco Asia-Pacific Active Quant Equities F EUR
Initial charge5%
Annual charge0.63%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price116.43
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE7TO
Robeco Asia-Pacific Active Quant Equities F USD
Initial charge5%
Annual charge0.63%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price111.54
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE7TN
Robeco Asia-Pacific Active Quant Equities I EUR
Initial charge0.5%
Annual charge0.7%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price116.46
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE7TK
Robeco Asia-Pacific Active Quant Equities I USD
Initial charge0.5%
Annual charge0.7%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price111.55
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE7TJ
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