Fact sheet: Robeco Emerging Conserv Eq

Fund information
Fund name
Robeco Emerging Conservative Equities D EUR
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund managers
  • Pim van Vlietsince 14/02/2011
  • Jan Sytze Mosselaarsince 30/06/2014
  • Maarten Polflietsince 01/01/2014
  • Arlette Van Ditshuizensince 14/02/2011
Fund objective
Robeco Emerging Conservative Equities invests in low-volatile stocks in emerging markets across the world. The fund's long-term aim is to achieve returns comparable to those on emergingmarkets 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
  • No Specified Index
Investment style
None
Investment method
Shares
Quick stats
1 Year return
3.1%
1 Year rank in sector
171/258
Sector
FO Equity - Emerging Markets
Yield
-
Fund size
£3,652m (£2,330m 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.
121
Top in this sector
Fund name1 Year
Charlemagne Magna New Frontrs45.7%
GAM Star Nth of Sth EM Eq38.9%
HSBC GIFEconScaleIxGEMEq37.1%
Templeton BRIC35.8%
Jul Baer Mltistck Emerg Eq31.9%
...more in FO Equity - Emerging Markets

Performance snapshot

Holdings snapshot

  • Taiwan20.3%
    China17.9%
    Brazil9.2%
    Korea8.3%
    Thailand7.1%
  • Information Technology16.6%
    Financials14.2%
    Telecommunications Utilities12.3%
    Utilities10.6%
    Consumer Staples10.1%
  • Taiwanese Equities20.3%
    Chinese Equities17.9%
    Brazilian Equities9.2%
    South Korean Equities8.3%
    Thai Equities7.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.7%-0.3%8.4%3.1%16.8%42.2%
Sector-4.6%-1.8%7.9%6.8%-7.8%1.5%
Rank within sector27 / 26386 / 266111 / 263171 / 25833 / 2098 / 160
Quartile1st2nd2nd3rd1st1st
Calendar performance
 YTD - 20162015201420132012
Fund10.6%-6.8%15.1%-4.2%22.6%
Sector9.9%-14.3%-1.4%-0.7%14.2%
Rank within sector104 / 25852 / 2416 / 215128 / 18926 / 161
Quartile2nd1st1st3rd1st
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.
6.05
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.
0.74
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.
0.09
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%.
12.58
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.
8.38
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.
0.76
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.
0.63
Price movement
52 week high148.56
52 week low115.3
Current bid price-
Current offer price-
Current mid price142.19
Region
1Taiwan20.3%
2China17.9%
3Brazil9.2%
4Korea8.3%
5Thailand7.1%
6Malaysia7%
7Others6.4%
8Mexico5.7%
9Russia4.9%
Industry sector
1Information Technology16.56%
2Financials14.2%
3Telecommunications Utilities12.32%
4Utilities10.55%
5Consumer Staples10.06%
6Consumer Discretionary8.28%
7Materials7.89%
8Energy7.1%
9Industrials7.1%
Asset type
1Taiwanese Equities20.3%
2Chinese Equities17.9%
3Brazilian Equities9.2%
4South Korean Equities8.3%
5Thai Equities7.1%
6Malaysian Equities7%
7International Equities6.4%
8Mexican Equities5.7%
9Russian Equities4.9%
Individual holdings
1CHINA CONSTRUCTION BANK1.99%
2INDUSTRIAL & COM BK CHNA1.99%
3BANK OF CHINA LTD1.87%
4SAMSUNG ELECTRONICS CO1.78%
5CHINA MOBILE LTD1.44%
6LUKOIL OAO1.43%
7TELEKOMUNIKASI INDONESIA(PERSERO)1.4%
8CHUNGHWA TELECOM1.28%
9MICRO-STAR INTL CO1.28%
Management
Fund manager group
Robeco Luxembourg
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund objective
Robeco Emerging Conservative Equities invests in low-volatile stocks in emerging markets across the world. The fund's long-term aim is to achieve returns comparable to those on emergingmarkets 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
  • No Specified Index
Investment style
None
Investment method
Shares
Fund managers
NameSinceBiography
Pim van Vliet14/02/2011Mr. 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.
Jan Sytze Mosselaar30/06/2014Mr. 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.
Maarten Polfliet01/01/2014Mr. 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.
Arlette Van Ditshuizen14/02/2011Ms. 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, Transparent for Swiss Tax, Reporting Fund Status, 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, Offshore, Peru, Singapore
Robeco Emerging Conservative Equities B EUR
Initial charge5%
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.55%
Bid price-
Offer price-
Mid price106.41
CurrencyEUR
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeNAB3
Robeco Emerging Conservative Equities B USD
Initial charge5%
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.55%
Bid price-
Offer price-
Mid price81.04
CurrencyUSD
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeJK6E
Robeco Emerging Conservative Equities C EUR
Initial charge5%
Annual charge0.63%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.93%
Bid price-
Offer price-
Mid price100.19
CurrencyEUR
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeG75M
Robeco Emerging Conservative Equities C USD
Initial charge5%
Annual charge0.63%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.93%
Bid price-
Offer price-
Mid price81.3
CurrencyUSD
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFFFJ
Robeco Emerging Conservative 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)1.55%
Bid price-
Offer price-
Mid price142.19
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN6K0
Robeco Emerging Conservative Equities D GBP
Initial charge5%
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.55%
Bid price-
Offer price-
Mid price117.65
CurrencyGBP
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQDS
Robeco Emerging Conservative 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)1.55%
Bid price-
Offer price-
Mid price95.92
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeI34H
Robeco Emerging 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 price98.11
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEARX
Robeco Emerging Conservative 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)0.93%
Bid price-
Offer price-
Mid price117.1
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJK6D
Robeco Emerging Conservative Equities F GBP
Initial charge5%
Annual charge0.63%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.93%
Bid price-
Offer price-
Mid price119.08
CurrencyGBP
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFQDV
Robeco Emerging Conservative 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)0.93%
Bid price-
Offer price-
Mid price95.07
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFQDW
Robeco Emerging Conservative Equities G GBP
Initial charge5%
Annual charge0.63%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.93%
Bid price-
Offer price-
Mid price117.58
CurrencyGBP
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFQDX
Robeco Emerging Conservative Equities G USD
Initial charge5%
Annual charge0.63%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.93%
Bid price-
Offer price-
Mid price94.74
CurrencyUSD
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFQDY
Robeco Emerging Conservative Equities I EUR
Initial charge0.5%
Annual charge0.68%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price147.23
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN6J9
Robeco Emerging Conservative Equities I GBP
Initial charge0.5%
Annual charge0.68%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price118.91
CurrencyGBP
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeIB0U
Robeco Emerging Conservative Equities I USD
Initial charge0.5%
Annual charge0.68%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price103.08
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGOQB
Robeco Emerging Conservative Equities IE EUR
Initial charge0.5%
Annual charge0.68%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price87.4
CurrencyEUR
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFURE
Robeco Emerging Conservative 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)2.3%
Bid price-
Offer price-
Mid price88.51
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJ89Z
Robeco Emerging 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)0.14%
Bid price-
Offer price-
Mid price108.73
CurrencyEUR
Price updated09/11/2012
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGMWR
Robeco Emerging Conservative Equities ZB AUD
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 price116.05
CurrencyAUD
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE1YR
Data provided by

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