Fact sheet: Robeco Lux-o-Rente

Fund information
Fund name
Robeco Lux-o-Rente FH EUR
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund managers
  • Olaf Penningasince 01/01/2011
Fund objective
Robeco Lux-o-rente invests worldwide in government bonds with investment grade quality. The fund uses bond futures to adjust the duration (interest-rate sensitivity) of the portfolio. Duration positioning is based on our proprietary duration model, which predicts the direction of the bond markets using financial market data. The aim of the fund is to protect against rising yields and to benefit from rallying bond markets.
Benchmark
  • JPM GBI Global Investment Grade Index
Investment style
Active
Investment method
Fixed Interest
Quick stats
1 Year return
1.2%
1 Year rank in sector
219/294
Sector
FO Fixed Int - Global
Yield
-
Fund size
£4,057m (£2,617m last year)
Top in this sector
Fund name1 Year
Capital Group GHIOL35.6%
Dodge & Cox Global Bond26.5%
SKAGEN Tellus24.9%
Morg Stnly Gbl Mrtg Securts24.4%
HSBC GIF Gbl AsBk Bd24.3%
...more in FO Fixed Int - Global

Performance snapshot

Holdings snapshot

  • International92.4%
    Money Market7.6%
  • Government Bonds92.4%
    Cash & Cash Equivalents7.6%
  • Global Fixed Interest92.4%
    Money Market7.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-3.2%-4.9%-4.4%1.2%13.6%-
Sector-1.7%-2.3%0.6%3.4%6%13.5%
Rank within sector258 / 314258 / 311277 / 306219 / 29446 / 235-
Quartile4th4th4th3rd1st
Calendar performance
 YTD - 20162015201420132012
Fund1.4%2.5%9.8%-1.8%-
Sector4%-1.6%3.7%-1.6%8.2%
Rank within sector229 / 29826 / 27429 / 235111 / 206-
Quartile4th1st1st3rd
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.
2.82
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.
0.72
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.
0.12
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%.
5.11
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.
4.74
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.
0.46
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.
0.16
Price movement
52 week high120.17
52 week low111.19
Current bid price-
Current offer price-
Current mid price112.97
Region
1International92.4%
2Money Market7.6%
Industry sector
1Government Bonds92.4%
2Cash & Cash Equivalents7.6%
Asset type
1Global Fixed Interest92.4%
2Money Market7.6%
Individual holdings
No data available.
Management
Fund manager group
Robeco Luxembourg
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund objective
Robeco Lux-o-rente invests worldwide in government bonds with investment grade quality. The fund uses bond futures to adjust the duration (interest-rate sensitivity) of the portfolio. Duration positioning is based on our proprietary duration model, which predicts the direction of the bond markets using financial market data. The aim of the fund is to protect against rising yields and to benefit from rallying bond markets.
Benchmark
  • JPM GBI Global Investment Grade Index
Investment style
Active
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Olaf Penninga01/01/2011Mr. Penninga is a Senior Portfolio Manager of Robeco Flex-o-rente. Previously he was Senior Quantitative Researcher, his areas of expertise included fixed income allocation and risk management research, both in the field of government bonds and credits. P
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Chile, Germany, Spain, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Offshore, Peru, Singapore
Robeco Lux-o-Rente CH EUR
Initial charge3%
Annual charge0.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price100.78
CurrencyEUR
Price updated06/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFVEC
Robeco Lux-o-Rente DH CHF
Initial charge3%
Annual charge0.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.87%
Bid price-
Offer price-
Mid price131.32
CurrencyCHF
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeR038
Robeco Lux-o-Rente DH EUR
Initial charge3%
Annual charge0.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.87%
Bid price-
Offer price-
Mid price141.51
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeRB43
Robeco Lux-o-Rente DH USD
Initial charge3%
Annual charge0.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.87%
Bid price-
Offer price-
Mid price151.64
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeR044
Robeco Lux-o-Rente EH CHF
Initial charge3%
Annual charge0.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.87%
Bid price-
Offer price-
Mid price99.53
CurrencyCHF
Price updated06/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeR039
Robeco Lux-o-Rente EH EUR
Initial charge3%
Annual charge0.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.87%
Bid price-
Offer price-
Mid price118.75
CurrencyEUR
Price updated06/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeR041
Robeco Lux-o-Rente FH CHF
Initial charge3%
Annual charge0.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.52%
Bid price-
Offer price-
Mid price110.05
CurrencyCHF
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGV0Y
Robeco Lux-o-Rente FH EUR
Initial charge3%
Annual charge0.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.52%
Bid price-
Offer price-
Mid price112.97
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeG75Q
Robeco Lux-o-Rente FH GBP
Initial charge3%
Annual charge0.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price97.27
CurrencyGBP
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE7TH
Robeco Lux-o-Rente FH USD
Initial charge3%
Annual charge0.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.52%
Bid price-
Offer price-
Mid price115.11
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGV0Z
Robeco Lux-o-Rente GH EUR
Initial charge3%
Annual charge0.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.52%
Bid price-
Offer price-
Mid price98.75
CurrencyEUR
Price updated06/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeG75R
Robeco Lux-o-Rente GH GBP
Initial charge3%
Annual charge0.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price97.29
CurrencyGBP
Price updated06/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE7TG
Robeco Lux-o-Rente IEH CHF
Initial charge0.5%
Annual charge0.35%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.44%
Bid price-
Offer price-
Mid price101.53
CurrencyCHF
Price updated06/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeR040
Robeco Lux-o-Rente IEH EUR
Initial charge0.5%
Annual charge0.35%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.44%
Bid price-
Offer price-
Mid price126.17
CurrencyEUR
Price updated06/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeR042
Robeco Lux-o-Rente IH EUR
Initial charge0.5%
Annual charge0.35%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.44%
Bid price-
Offer price-
Mid price152.98
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeR043
Robeco Lux-o-Rente IH USD
Initial charge0.5%
Annual charge0.35%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price97.58
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE7TI
Data provided by

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