Fact sheet: Robeco European Cons Eq

Fund information
Fund name
Robeco European Conservative Equities D EUR
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund managers
  • Maarten Polflietsince 27/03/2014
  • Jan Sytze Mosselaarsince 03/07/2012
  • Pim van Vlietsince 06/08/2007
  • Arlette Van Ditshuizensince 06/08/2007
Fund objective
Robeco European Conservative Equities invests in low-volatile stocks in European economies. The fund's long-term aim is to achieve returns comparable to those on European market 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, valuation and sentiment.
Benchmark
  • MSCI Europe Index (Net) (EUR)
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
-9.6%
1 Year rank in sector
136/227
Sector
FO Equity - Europe inc UK
Yield
-
Fund size
£1,555m (£1,591m 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
SPL Parallel Private Equity IC27%
IVI European22.4%
GS Eur CORE Eq Portfolio17.5%
Mirabaud Eqts PanEur SmllMid16.2%
JOHCM European Sel Val13.7%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

  • UK31.8%
    Switzerland13.7%
    France10%
    Germany9.2%
    Sweden6.7%
  • Consumer Staples19.2%
    Financials17.8%
    Industrials14.5%
    Utilities12.2%
    Consumer Discretionary11.5%
  • UK Equities31.8%
    Swiss Equities13.7%
    French Equities10%
    German Equities9.2%
    Swedish Equities6.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.6%-4%-5.9%-9.6%21%64.6%
Sector0.1%-1%-1.9%-8.3%10.8%57.7%
Rank within sector182 / 233200 / 234210 / 232136 / 22744 / 20080 / 175
Quartile4th4th4th3rd1st2nd
Calendar performance
 YTD - 20162015201420132012
Fund-7.1%14.6%12.1%18.6%14.2%
Sector-5.2%11.1%4.2%21.1%17.6%
Rank within sector158 / 22862 / 21316 / 200137 / 188154 / 177
Quartile3rd2nd1st3rd4th
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.
3.82
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.
0.81
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.
0.33
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%.
11.07
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.
5.59
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.
0.54
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.
0.8
Price movement
52 week high178.22
52 week low150.18
Current bid price-
Current offer price-
Current mid price160.59
Region
1UK31.84%
2Switzerland13.73%
3France9.95%
4Germany9.15%
5Sweden6.67%
6Netherlands4.88%
7Italy4.58%
8Norway4.18%
9Belgium3.58%
Industry sector
1Consumer Staples19.2%
2Financials17.81%
3Industrials14.53%
4Utilities12.24%
5Consumer Discretionary11.54%
6Telecommunications Utilities9.35%
7Health Care7.66%
8Materials3.28%
9Real Estate2.79%
Asset type
1UK Equities31.84%
2Swiss Equities13.73%
3French Equities9.95%
4German Equities9.15%
5Swedish Equities6.67%
6Dutch Equities4.88%
7Italian Equities4.58%
8Norwegian Equities4.18%
9Belgian Equities3.58%
Individual holdings
1RECKITT BENCKISER GROUP PLC1.99%
2VODAFONE GROUP1.99%
3GLAXOSMITHKLINE1.98%
4BRITISH AMERICAN TOBACCO1.93%
5NATIONAL GRID1.84%
6IMPERIAL BRANDS PLC1.79%
7RELX PLC1.7%
8VINCI SA1.68%
9COMPASS GROUP1.59%
Management
Fund manager group
Robeco Luxembourg
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund objective
Robeco European Conservative Equities invests in low-volatile stocks in European economies. The fund's long-term aim is to achieve returns comparable to those on European market 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, valuation and sentiment.
Benchmark
  • MSCI Europe Index (Net) (EUR)
Investment style
Growth
Investment method
Shares
Fund managers
NameSinceBiography
Maarten Polfliet27/03/2014Mr. 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.
Jan Sytze Mosselaar03/07/2012Mr. 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.
Pim van Vliet06/08/2007Mr. 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.
Arlette Van Ditshuizen06/08/2007Ms. 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, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Peru, Singapore
Robeco European 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)1.2%
Bid price-
Offer price-
Mid price100.93
CurrencyEUR
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeA4L2
Robeco European Conservative Equities B USD
Initial charge5%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.2%
Bid price-
Offer price-
Mid price80.09
CurrencyUSD
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFJHP
Robeco European 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)0.7%
Bid price-
Offer price-
Mid price128.92
CurrencyEUR
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeG75O
Robeco European Conservative Equities C GBP
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 price109.15
CurrencyGBP
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE22B
Robeco European 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)1.2%
Bid price-
Offer price-
Mid price160.59
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeCBN4
Robeco European 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)1.2%
Bid price-
Offer price-
Mid price109.38
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJ8AI
Robeco European 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 price93.84
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEARY
Robeco European Conservative Equities D2H 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 price97.85
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEARZ
Robeco European Conservative Equities DH USD
Initial charge5%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price98.22
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFURC
Robeco European Conservative Equities F EUR
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 price103.55
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE5WP
Robeco European Conservative Equities I EUR
Initial charge0.5%
Annual charge0.55%
Min single investment£500,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.67%
Bid price-
Offer price-
Mid price152.1
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeA4L1
Robeco European Conservative Equities I GBP
Initial charge0.5%
Annual charge0.55%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price112.05
CurrencyGBP
Price updated25/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE22C
Robeco European Conservative Equities I USD
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)0.67%
Bid price-
Offer price-
Mid price90.78
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFILQ
Robeco European 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)0.67%
Bid price-
Offer price-
Mid price154.4
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGMDW
Robeco European Conservative Equities IH USD
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 price98.24
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFU1W
Robeco European Conservative Equities M USD
Initial charge0.5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.7%
Bid price-
Offer price-
Mid price93.42
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFO9V
Robeco European Conservative Equities MH 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 price97.16
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFURD
Robeco European 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)0.04%
Bid price-
Offer price-
Mid price110.54
CurrencyEUR
Price updated09/11/2012
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGMWS
Data provided by

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