Fact sheet: Robeco ConEurConsEqt

Fund information
Fund name
Robeco Continental European Conservative Equities I
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund manager
  • Jan Sytze Mosselaarsince 24/04/2016
Fund objective
Robeco Continental European Conservative Equities invests in low-volatile stocks in European economies ex-UK. The fund's long-term aim is to achieve returns comparable to those on European market stocks ex-UK, 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, valuation and momentum.
Benchmark
  • MSCI Europe ex UK
Investment style
None
Investment method
Shares
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Equity - Europe ex UK
Yield
-
Fund size
£3m
Top in this sector
Fund name1 Year
JB Mltstck Erlnd Vl Stck28.6%
Waverton European Income22.5%
J Chahine Dgtl Str Eur Ex UK21.6%
Oyster Cont Euro Select21.4%
Guinness European Eq Inc21.4%
...more in FO Equity - Europe ex UK

Performance snapshot

Holdings snapshot

  • Switzerland24.9%
    Germany13%
    France12.8%
    Spain7.2%
    Finland6.9%
  • Industrials18.6%
    Financials15.4%
    Consumer Staples15%
    Materials8.4%
    Consumer Discretionary8.3%
  • Swiss Equities24.9%
    German Equities13%
    French Equities12.8%
    Spanish Equities7.2%
    Finnish Equities6.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-6.6%1.2%10.5%---
Sector-1.3%-0.3%1.1%-4.4%15.8%66.3%
Rank within sector96 / 10528 / 1059 / 104---
Quartile4th2nd1st
Calendar performance
 YTD - 20162015201420132012
Fund-----
Sector-1.7%12.7%3.5%23.2%17.8%
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 high121.09
52 week low97.16
Current bid price-
Current offer price-
Current mid price112.57
Region
1Switzerland24.88%
2Germany13.03%
3France12.84%
4Spain7.16%
5Finland6.87%
6Netherlands6.17%
7Belgium6.07%
8Sweden5.37%
9Norway5.17%
Industry sector
1Industrials18.61%
2Financials15.42%
3Consumer Staples15.02%
4Materials8.36%
5Consumer Discretionary8.26%
6Utilities8.26%
7Health Care7.56%
8Telecommunications Utilities5.37%
9Energy5.07%
Asset type
1Swiss Equities24.88%
2German Equities13.03%
3French Equities12.84%
4Spanish Equities7.16%
5Finnish Equities6.87%
6Dutch Equities6.17%
7Belgian Equities6.07%
8Swedish Equities5.37%
9Norwegian Equities5.17%
Individual holdings
1SIEMENS AG2.04%
2TOTAL SA1.97%
3ADIDAS AG1.94%
4NESTLE SA1.89%
5ALLIANZ SE1.74%
6ROCHE HLDG AG1.74%
7IBERDROLA SA1.67%
8HENKEL AG & CO KGAA1.64%
9VINCI SA1.59%
Management
Fund manager group
Robeco Luxembourg
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund objective
Robeco Continental European Conservative Equities invests in low-volatile stocks in European economies ex-UK. The fund's long-term aim is to achieve returns comparable to those on European market stocks ex-UK, 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, valuation and momentum.
Benchmark
  • MSCI Europe ex UK
Investment style
None
Investment method
Shares
Fund manager
NameSinceBiography
Jan Sytze Mosselaar24/04/2016Mr. 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.
Compliance
UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom, Luxembourg, Offshore
Robeco Continental European Conservative Equities F
Initial charge5%
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price112.55
CurrencyGBP
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE8SC
Robeco Continental European Conservative Equities G
Initial charge5%
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price112.55
CurrencyGBP
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeE8SB
Robeco Continental European Conservative Equities I
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 price112.57
CurrencyGBP
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE8RT
Data provided by

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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.