Fact sheet: Robeco Atve QuntEmg MksEq

Fund information
Fund name
Robeco Active Quant Emerging Markets Equities D EUR
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund manager
  • Tim Drögesince 29/01/2008
Fund objective
Robeco Active Quant Emerging Markets Equities invests in stocks of companies in emerging economies throughout the world, such as Korea, Taiwan, Poland and Brazil. These economies can show rapid growth, so the risks can be greater than those in developed countries. 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 Emerging Markets Index NR
Investment style
Value
Investment method
Shares
Quick stats
1 Year return
17.3%
1 Year rank in sector
51/258
Sector
FO Equity - Emerging Markets
Yield
-
Fund size
£438m (£473m 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.
134
Top in this sector
Fund name1 Year
Charlemagne Magna New Frontrs46.8%
GAM Star Nth of Sth EM Eq43.1%
HSBC GIFEconScaleIxGEMEq42.2%
Dimensional EmMkt Tgt Val38%
Schroder ISF QEP Gl Eg Mts37.1%
...more in FO Equity - Emerging Markets

Performance snapshot

Holdings snapshot

  • China26.9%
    Korea16.4%
    Taiwan14%
    Brazil9.3%
    India6.8%
  • Financials24.8%
    Information Technology23.4%
    Energy9.3%
    Consumer Discretionary8.5%
    Materials7.8%
  • Chinese Equities26.9%
    South Korean Equities16.4%
    Taiwanese Equities14%
    Brazilian Equities9.3%
    Indian Equities6.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.3%1.1%16.4%17.3%14.6%25.5%
Sector-2.6%-4%5.4%9.2%-6.3%3.1%
Rank within sector8 / 26323 / 26729 / 26351 / 25847 / 21038 / 161
Quartile1st1st1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund18.4%-12.5%11.8%-8.4%18.7%
Sector10.6%-14.3%-1.4%-0.7%14.2%
Rank within sector52 / 258127 / 24119 / 215171 / 19059 / 162
Quartile1st3rd1st4th2nd
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.
7.52
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.
1.02
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.
0.05
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%.
15.8
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.
7.51
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.
0.95
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.
0.78
Price movement
52 week high150.54
52 week low105.53
Current bid price-
Current offer price-
Current mid price146.03
Region
1China26.9%
2Korea16.4%
3Taiwan14%
4Brazil9.3%
5India6.8%
6Russia5.8%
7Others4.8%
8South Africa4.8%
9Thailand3.8%
Industry sector
1Financials24.8%
2Information Technology23.4%
3Energy9.3%
4Consumer Discretionary8.5%
5Materials7.8%
6Telecommunications Utilities6.1%
7Consumer Staples5.6%
8Industrials5.3%
9Utilities4.2%
Asset type
1Chinese Equities26.9%
2South Korean Equities16.4%
3Taiwanese Equities14%
4Brazilian Equities9.3%
5Indian Equities6.8%
6Russian Equities5.8%
7International Equities4.8%
8South African Equities4.8%
9Thai Equities3.8%
Individual holdings
1SAMSUNG ELECTRONICS CO4.04%
2TAIWAN SEMICONDUCTOR MANUFACTURING3.54%
3TENCENT HLDGS LIMITED2.84%
4ALIBABA GROUP HLDG LTD2.03%
5CHINA CONSTRUCTION BANK2.01%
6NASPERS1.65%
7CHINA MOBILE LTD1.63%
8INDUSTRIAL & COM BK CHNA1.41%
9BANK OF CHINA LTD1.21%
Management
Fund manager group
Robeco Luxembourg
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund objective
Robeco Active Quant Emerging Markets Equities invests in stocks of companies in emerging economies throughout the world, such as Korea, Taiwan, Poland and Brazil. These economies can show rapid growth, so the risks can be greater than those in developed countries. 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 Emerging Markets Index NR
Investment style
Value
Investment method
Shares
Fund manager
NameSinceBiography
Tim Dröge29/01/2008Mr. 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
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, Poland, Singapore
Robeco Active Quant Emerging Markets 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)1.57%
Bid price-
Offer price-
Mid price146.03
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeCBR2
Robeco Active Quant Emerging Markets 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)1.57%
Bid price-
Offer price-
Mid price92.88
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeM8T6
Robeco Active Quant Emerging Markets Equities D2 USD
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 price107.98
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEARV
Robeco Active Quant Emerging Markets Equities DL 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 price137.96
CurrencyEUR
Price updated09/02/2011
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGYG9
Robeco Active Quant Emerging Markets Equities DL USD
Initial charge5%
Annual charge1.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.01%
Bid price-
Offer price-
Mid price80.72
CurrencyUSD
Price updated30/06/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJ89W
Robeco Active Quant Emerging Markets Equities E EUR
Initial charge5%
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.57%
Bid price-
Offer price-
Mid price98.34
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeJ89X
Robeco Active Quant Emerging Markets 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)0.95%
Bid price-
Offer price-
Mid price122.11
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFC1R
Robeco Active Quant Emerging Markets 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)0.94%
Bid price-
Offer price-
Mid price154.53
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeCBR3
Robeco Active Quant Emerging Markets 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)0.94%
Bid price-
Offer price-
Mid price94.69
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeI34J
Robeco Active Quant Emerging Markets Equities M USD
Initial charge5%
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.32%
Bid price-
Offer price-
Mid price80.06
CurrencyUSD
Price updated30/06/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJ89Y
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.