Fact sheet: Robeco Momentum Equities

Fund information
Fund name
Robeco Momentum Equities D EUR
Fund manager company
Robeco Luxembourg S.A.
Fund type
No data available.
Fund managers
  • Rob Van Bommelsince 27/03/2014
  • Willem Jellemasince 27/03/2014
Fund objective
The Momentum Equities fund invests in stocks with a positive momentum, i.e. equities benefiting from trends, factoring in both stock valuation and risk. By avoiding unrewarded risk and preventing unnecessary turnover, the fund aims to efficiently harvest the momentum premium.
Benchmark
  • No Specified Index
Investment style
None
Investment method
Shares
Quick stats
1 Year return
3.8%
1 Year rank in sector
279/474
Sector
FO Equity - International
Yield
-
Fund size
£106m
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.
109
Top in this sector
Fund name1 Year
Heptagon Kprnk GblAlCpEq50.5%
Schroder ISF Gbl Rec42.1%
Dodge & Cox Gbl Stk38.8%
SKAGEN Focus36.1%
Dimensional Gbl Small Cos35%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • USA45.8%
    Others11.4%
    Japan7.7%
    UK6.6%
    Canada5.8%
  • Information Technology16.5%
    Consumer Discretionary14.5%
    Industrials14%
    Consumer Staples11.4%
    Materials10.2%
  • US Equities45.8%
    International Equities11.4%
    Japanese Equities7.7%
    UK Equities6.6%
    Canadian Equities5.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund4.4%2.2%5.1%3.8%--
Sector2.9%0.7%5.1%6.1%16.8%56%
Rank within sector148 / 500176 / 497220 / 487279 / 474--
Quartile2nd2nd2nd3rd
Calendar performance
 YTD - 20162015201420132012
Fund4.4%12.9%---
Sector6.8%0.7%6%21.3%12.7%
Rank within sector275 / 47531 / 427---
Quartile3rd1st
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 high121.96
52 week low98.89
Current bid price-
Current offer price-
Current mid price121.33
Region
1USA45.75%
2Others11.39%
3Japan7.69%
4UK6.59%
5Canada5.79%
6Korea3.8%
7Taiwan3.6%
8Australia2.8%
9China2.8%
Industry sector
1Information Technology16.5%
2Consumer Discretionary14.5%
3Industrials14%
4Consumer Staples11.4%
5Materials10.2%
6Health Care9.1%
7Financials8.5%
8Real Estate5.5%
9Telecommunications Utilities3.9%
Asset type
1US Equities45.75%
2International Equities11.39%
3Japanese Equities7.69%
4UK Equities6.59%
5Canadian Equities5.79%
6South Korean Equities3.8%
7Taiwanese Equities3.6%
8Australian Equities2.8%
9Chinese Equities2.8%
Individual holdings
1ALPHABET INC1.47%
2AMAZON.COM INC1.21%
3AT&T INC0.97%
4SAMSUNG ELECTRONICS CO0.86%
5QUALCOMM INC0.77%
6ADIDAS AG0.76%
7NVIDIA CORP0.76%
8NIPPON TELEGRAPH & TELEPHONE CORP0.73%
9JERONIMO MARTINS SGPS0.7%
Management
Fund manager group
Robeco Luxembourg
Fund manager company
Robeco Luxembourg S.A.
Fund type
No data available.
Fund objective
The Momentum Equities fund invests in stocks with a positive momentum, i.e. equities benefiting from trends, factoring in both stock valuation and risk. By avoiding unrewarded risk and preventing unnecessary turnover, the fund aims to efficiently harvest the momentum premium.
Benchmark
  • No Specified Index
Investment style
None
Investment method
Shares
Fund managers
NameSinceBiography
Rob Van Bommel27/03/2014
Willem Jellema27/03/2014
Compliance
UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Belgium, Germany, Spain, France, United Kingdom, Luxembourg, Netherlands, Offshore
Robeco Momentum 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)1.22%
Bid price-
Offer price-
Mid price121.33
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFILV
Robeco Momentum 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)0.72%
Bid price-
Offer price-
Mid price142.26
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFH2C
Robeco Momentum Equities I 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)0.69%
Bid price-
Offer price-
Mid price171.93
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGNBR
Robeco Momentum 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)0.06%
Bid price-
Offer price-
Mid price139.04
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFJHO
Data provided by

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