Fact sheet: Robeco QI Cons Ml Asst

Fund information
Fund name
Robeco QI Conservative Multi Asset D EUR
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund managers
  • Shengsheng Zhangsince 16/12/2016
  • Pim van Vlietsince 16/12/2016
  • Klaas Smitssince 16/12/2016
Fund objective
The Robeco QI Conservative Multi Asset fund invests globally and across various asset classes. The long-term aim is to achieve attractive returns comparable to those of a balanced 50/50 mix of equities and bonds, but at a distinctly lower level of risk. The fund leverages on the proven expertise of Robeco in selecting low-volatility stocks and bonds.The fund dynamically allocates in a systematic way to the most attractive asset classes, with a focus on mitigating downside risks.
Benchmark
  • No Specified Index
Investment style
Balanced
Investment method
None
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Mixed Asset - Balanced
Yield
-
Fund size
£20m (£20m last year)
Top in this sector
Fund name1 Year
Capital Group EMTOpL30%
Templeton Emg Mkts Bal28.6%
HSBC GIF MS Asia Focsd Gth27.1%
HSBC Pfl World Seltn 325.2%
SEI Balanced22.2%
...more in FO Mixed Asset - Balanced

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.1%-1.9%----
Sector1.2%1.9%6.1%10.9%12.8%31.1%
Rank within sector143 / 147145 / 148----
Quartile4th4th
Calendar performance
 YTD - 20172016201520142013
Fund-0.2%----
Sector4.5%5.2%-0.3%4.7%7.5%
Rank within sector142 / 146----
Quartile4th
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 high101.16
52 week low98.53
Current bid price-
Current offer price-
Current mid price98.85
Region
No data available.
Industry sector
No data available.
Asset type
1International Equities50%
2Others35%
3Cash & Cash Equivalents15%
Individual holdings
No data available.
Management
Fund manager group
Robeco Luxembourg
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund objective
The Robeco QI Conservative Multi Asset fund invests globally and across various asset classes. The long-term aim is to achieve attractive returns comparable to those of a balanced 50/50 mix of equities and bonds, but at a distinctly lower level of risk. The fund leverages on the proven expertise of Robeco in selecting low-volatility stocks and bonds.The fund dynamically allocates in a systematic way to the most attractive asset classes, with a focus on mitigating downside risks.
Benchmark
  • No Specified Index
Investment style
Balanced
Investment method
None
Fund managers
NameSinceBiography
Shengsheng Zhang16/12/2016Ms. Shengsheng Zhang is Portfolio Manager Global Allocations with Robeco since September 2012. Prior to joining Robeco, Shengsheng was employed by Delta Lloyd Asset Management for 6 years where she first held the position of Quantitative Analyst and later of Quantitative Portfolio Manager. She holds a Master's degree in Financial Engineering from the University of Twente and she is CFA charterholder.
Pim van Vliet16/12/2016Mr. Van Vliet is a Portfolio Manager within the Quantitative Equities team. His primary responsibility is Robeco's Low-volatility strategies, called 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 a number of academic research papers and a book on the topic of low-volatility investing. Pim holds a PhD and MSc (cum laude) in Financial and Business Economics from Erasmus University Rotterdam.
Klaas Smits16/12/2016Mr. Smits is responsible for the management and development of Robeco's Multi Asset Quant capabilities and part of the Investment Solutions team. Prior he was responsible for developing Robeco's F&A capabilities in both listed and private equity. Before that he worked for Robeco in New York managing the Fixed Income Allocation team. From 2000 to 2007 he was Head of the Robeco's Investment Grade and High Yield team. Prior to joining Robeco, he worked for Interpolis, as Senior Fixed Income Portfolio Manager. Mr. Smits began his investment career with Assicurazioni Generali in 1991. Mr. Smits holds a Bachelor's degree from the Institute for Business Administration and Economics, Groningen, the Netherlands.
Compliance
UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Belgium, Switzerland, Germany, France, United Kingdom, Luxembourg, Netherlands, Offshore
Robeco QI Conservative Multi Asset D EUR
Initial charge-
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 price98.85
CurrencyEUR
Price updated23/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC4NJ
Robeco QI Conservative Multi Asset DH USD
Initial charge-
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 price100.39
CurrencyUSD
Price updated23/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC4NK
Robeco QI Conservative Multi Asset F EUR
Initial charge-
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 price99.07
CurrencyEUR
Price updated23/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC4NL
Robeco QI Conservative Multi Asset G EUR
Initial charge-
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 price100.08
CurrencyEUR
Price updated23/05/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeC4NM
Robeco QI Conservative Multi Asset I EUR
Initial charge-
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 price99.1
CurrencyEUR
Price updated23/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC4NN
Robeco QI Conservative Multi Asset IH 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 price98.94
CurrencyUSD
Price updated23/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC4NO
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