Fact sheet: Robeco CGFGblCnsrvtv Eq

Fund information
Fund name
Robeco CGF Global Conservative Equities B EUR
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund managers
  • Pim van Vlietsince 14/12/2011
  • Maarten Polflietsince 14/12/2011
  • Jan Sytze Mosselaarsince 14/12/2011
  • Arlette Van Ditshuizensince 14/12/2011
Fund objective
The Robeco Global Conservative Equities fund long-term aim is to achieve returns comparable to those on global equity stocks, but at a distinctly lower level of downside risk. The selection of these low-volatile stocks is carried out using a quantitative model, which ranks stocks in a variety of ways, including market sensitivity, volatility,distress risk, valuation and sentiment.
Benchmark
  • MSCI AC World
Investment style
None
Investment method
Shares
Quick stats
1 Year return
6.5%
1 Year rank in sector
212/474
Sector
FO Equity - International
Yield
-
Fund size
£650m (£579m 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.
91
Top in this sector
Fund name1 Year
Heptagon Kprnk GblAlCpEq50.5%
Schroder ISF Gbl Rec42.1%
Dodge & Cox Gbl Stk38.8%
SKAGEN Focus36.1%
Dimensional Gbl Small Cos35%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • Americas52.9%
    Asia26.1%
    Europe18.2%
    Africa1.9%
    Middle East0.5%
  • Financials18.9%
    Consumer Staples15.5%
    Telecommunications Utilities12.5%
    Utilities12%
    Consumer Discretionary9.5%
  • International Equities99.6%
    Money Market0.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.9%1%3.4%6.5%48.2%-
Sector2.9%0.7%5.1%6.1%16.8%56%
Rank within sector176 / 500239 / 497277 / 487212 / 47430 / 384-
Quartile2nd2nd3rd2nd1st
Calendar performance
 YTD - 20162015201420132012
Fund5.8%13.1%22.5%10%12.4%
Sector6.8%0.7%6%21.3%12.7%
Rank within sector240 / 47528 / 42714 / 387324 / 338178 / 289
Quartile3rd1st1st4th3rd
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.
10.51
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.
0.62
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.
1.01
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%.
9.77
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.
8.52
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.
0.99
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.
0.37
Price movement
52 week high159.35
52 week low136.9
Current bid price-
Current offer price-
Current mid price154.81
Region
1Americas52.89%
2Asia26.1%
3Europe18.23%
4Africa1.89%
5Middle East0.5%
6Money Market0.4%
Industry sector
1Financials18.92%
2Consumer Staples15.54%
3Telecommunications Utilities12.45%
4Utilities11.95%
5Consumer Discretionary9.46%
6Industrials9.46%
7Information Technology7.47%
8Health Care7.27%
9Real Estate5.48%
Asset type
1International Equities99.6%
2Money Market0.4%
Individual holdings
1JOHNSON & JOHNSON1.54%
2AT&T INC1.22%
3ALTRIA GROUP INC0.96%
4WAL-MART STORES INC0.94%
5MERCK & CO INC(NEW)0.88%
6HOME DEPOT INC0.86%
7MCDONALD`S CORP0.86%
8NORTHROP GRUMMAN CORP0.86%
9GLAXOSMITHKLINE0.85%
Management
Fund manager group
Robeco Luxembourg
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund objective
The Robeco Global Conservative Equities fund long-term aim is to achieve returns comparable to those on global equity stocks, but at a distinctly lower level of downside risk. The selection of these low-volatile stocks is carried out using a quantitative model, which ranks stocks in a variety of ways, including market sensitivity, volatility,distress risk, valuation and sentiment.
Benchmark
  • MSCI AC World
Investment style
None
Investment method
Shares
Fund managers
NameSinceBiography
Pim van Vliet14/12/2011Mr. Van Vliet is a Portfolio Manager within the Quantitative Equities team. His primary responsibility is Robeco’s Low-volatility strategy ‘Conservative Equities’. Pim joined Robeco in 2005 as a Senior Quantitative Researcher with responsibility for asset allocation research. He has published in the Journal of Banking and Finance, Management Science, the Journal of Portfolio Management and other academic journals. He is a guest lecturer at several universities and advocates low-volatility investing at international seminars. He is the author of numerous academic research papers and a book on low-volatility investing. Pim holds a PhD and an MSc (cum laude) in Financial and Business Economics from Erasmus University Rotterdam.
Maarten Polfliet14/12/2011Mr. Polfliet is a Portfolio Manager within the Quantitative Equities team. His primary responsibilities are Robeco’s Value and Low-volatility strategy ‘Conservative Equities’. Previously, he was Client Portfolio Manager within the Quantitative Equities team. Before he joined Robeco in 2005, he was portfolio manager of the Insinger de Beaufort Dutch Equity Fund at Bank Insinger de Beaufort. Before that he worked as portfolio manager private and institutional clients at SNS Bank Nederland since 1999. Mr. Polfliet holds a Master’s degree in Financial Economics from Tilburg University and a Post graduate Master’s degree in Financial Analysis from University of Amsterdam.
Jan Sytze Mosselaar14/12/2011Mr. Mosselaar is a Portfolio Manager within the Quantitative Equities team. His primary responsibility is Robeco’s Low-volatility strategy ‘Conservative Equities’. He started his career in 2004 at Robeco and worked for ten years as a Portfolio Manager in the Robeco Asset Allocation department, managing multi-asset allocation funds, quant allocation funds and fiduciary pension mandates. He also was part of Robeco’s Asset Allocation Committee. Mr. Mosselaar holds a Master’s degree in Business Economics with a specialization in Finance & Investments from the University of Groningen. He is a CFA charter holder.
Arlette Van Ditshuizen14/12/2011Ms. Van Ditshuizen is a Portfolio Manager within the Quantitative Equities team. Her primary focus is Robeco’s Low-volatility strategy ‘Conservative Equities’. Previously she was Risk Manager with Robeco for two years and held a position as Senior Portfolio Manager and Head of Derivatives Structures with Robeco for six years. Arlette started her career in 1997 at Robeco. She is a graduate of the Erasmus University Rotterdam and holds a Master's degree in Econometrics.
Compliance
Transparent for Austrian Tax, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Spain, France, United Kingdom, Hong Kong, Italy, Luxembourg, Netherlands, Offshore, Singapore
Robeco CGF Global Conservative Equities B EUR
Initial charge5%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.22%
Bid price-
Offer price-
Mid price154.81
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi code0MZV
Robeco CGF Global Conservative Equities B USD
Initial charge5%
Annual charge0.55%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.69%
Bid price-
Offer price-
Mid price158.17
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0MZY
Robeco CGF Global Conservative Equities C EUR
Initial charge5%
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.72%
Bid price-
Offer price-
Mid price136.27
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJ8AA
Robeco CGF Global Conservative Equities D $
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.25%
Bid price-
Offer price-
Mid price104.85
CurrencyUSD
Price updated27/01/2015
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFH1Z
Robeco CGF Global Conservative Equities D EUR
Initial charge5%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.22%
Bid price-
Offer price-
Mid price187.5
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi code0MZW
Robeco CGF Global Conservative Equities D USD
Initial charge5%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.22%
Bid price-
Offer price-
Mid price132.63
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeI34G
Robeco CGF Global Conservative 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 price97.05
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEASD
Robeco CGF Global Conservative Equities F GBP
Initial charge5%
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 price114.1
CurrencyGBP
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE95V
Robeco CGF Global Conservative Equities I EUR
Initial charge0.5%
Annual charge0.55%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.69%
Bid price-
Offer price-
Mid price192.38
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0MZX
Robeco CGF Global Conservative Equities IH EUR
Initial charge0.5%
Annual charge0.55%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price110.56
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE5WQ
Robeco CGF Global Conservative 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)0.06%
Bid price-
Offer price-
Mid price110.2
CurrencyEUR
Price updated09/11/2012
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGMWT
Robeco CGF Global Conservative Equities Z 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 price125.12
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE1YA
Data provided by

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