Fact sheet: Robeco ErpnBP Prem Eqs

Fund information
Fund name
Robeco European BP Premium Equities F EUR
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund managers
  • Christopher Hartsince 17/12/2015
  • Joshua Jonessince 17/12/2015
Fund objective
Robeco European Premium Equities invests in small, medium-sized and large value stocks in Europe. The fund invests in undervalued businesses. Long-term business fundamentals and short-term business momentum are thoroughly analyzed in order to select stocks for investment.
Benchmark
  • MSCI Europe
Investment style
Value
Investment method
Shares
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Equity - Europe inc UK
Yield
-
Fund size
£3m (£3m last year)
Top in this sector
Fund name1 Year
SPL Parallel Private Equity IC27%
IVI European26.6%
GS Eur CORE Eq Portfolio22.2%
JOHCM European Sel Val17.8%
EP Pan European Opportunities17.1%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

  • UK26.1%
    France22.9%
    Germany19.7%
    Switzerland9.6%
    Netherlands6.1%
  • Industrials27.6%
    Financials14%
    Information Technology11%
    Consumer Discretionary10.8%
    Health Care10.4%
  • International Equities94.9%
    Money Market5.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.7%-2.2%-1.4%---
Sector3.3%-1.1%-0.6%-4.3%15.4%60.7%
Rank within sector139 / 233154 / 234158 / 232---
Quartile3rd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund-6.5%----
Sector-3.7%11.1%4.2%21.1%17.6%
Rank within sector169 / 228----
Quartile3rd
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 high101.77
52 week low82.84
Current bid price-
Current offer price-
Current mid price94.84
Region
1UK26.1%
2France22.9%
3Germany19.7%
4Switzerland9.6%
5Netherlands6.1%
6Italy5.3%
7Ireland3.2%
8Norway2.8%
9USA2%
Industry sector
1Industrials27.62%
2Financials13.95%
3Information Technology11.01%
4Consumer Discretionary10.82%
5Health Care10.44%
6Consumer Staples9.21%
7Money Market5.1%
8Materials4.27%
9Energy3.99%
Asset type
1International Equities94.9%
2Money Market5.1%
Individual holdings
1AURELIUS SE & CO. KGAA3.95%
2WPP PLC3.41%
3SIEMENS AG3.09%
4TELEPERFORMANCE2.95%
5KONINKLIJKE AHOLD DELHAIZE NV2.89%
6ROCHE HLDG AG2.88%
7CRH2.85%
8CAP GEMINI2.75%
9SWISS REINSURANCE2.7%
Management
Fund manager group
Robeco Luxembourg
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund objective
Robeco European Premium Equities invests in small, medium-sized and large value stocks in Europe. The fund invests in undervalued businesses. Long-term business fundamentals and short-term business momentum are thoroughly analyzed in order to select stocks for investment.
Benchmark
  • MSCI Europe
Investment style
Value
Investment method
Shares
Fund managers
NameSinceBiography
Christopher Hart17/12/2015Mr. Hart is an equity portfolio manager for Robeco Boston Partners International Small Cap Value and Global Value products.'Prior to this role, he was Assistant Portfolio Manager for the Robeco Boston Partners Small Cap Value product for three years.'Before that, he was a research analyst and specialized in conglomerates, engineering and construction, building, machinery, 'aerospace & defense, and REITs sectors of the equity market. He joined the firm from Fidelity Investments where he was a'research analyst. Mr. Hart holds a B.S. degree in finance, with a concentration in corporate finance from Clemson University.'He holds the Chartered Financial Analyst designation.
Joshua Jones17/12/2015Mr. Jones is a portfolio manager on Boston Partners Global and International products. Prior to this role, he was a research analyst specializing in the energy, metals and mining sectors of the equity market and was a global generalist. He joined the firm from Cambridge Associates where he was a consulting associate specializing in hedge fund clients. Mr. Jones holds a B.A. degree in economics from Bowdoin College. He holds the Chartered Financial Analyst® designation. He has eleven years of investment experience.
Compliance
UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Switzerland, Germany, Spain, France, United Kingdom, Luxembourg, Netherlands, Offshore
Robeco European BP Premium Equities B EUR
Initial charge5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price94.15
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeE4PU
Robeco European BP Premium Equities C EUR
Initial charge5%
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price92.68
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE4PT
Robeco European BP Premium Equities D EUR
Initial charge5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price94.14
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE4PS
Robeco European BP Premium Equities D USD
Initial charge5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price92.62
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE4EZ
Robeco European BP Premium Equities F EUR
Initial charge5%
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price94.84
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE4PR
Robeco European BP Premium Equities F USD
Initial charge5%
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price93.29
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE8MO
Robeco European BP Premium 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 price94.97
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE4PQ
Robeco European BP Premium 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 price93.41
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE4EY
Data provided by

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