Fact sheet: Robeco QI GTAA Plus

Fund information
Fund name
Robeco QI GTAA Plus D EUR
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund managers
  • Shengsheng Zhangsince 01/01/2013
  • Klaas Smitssince 31/08/2015
Fund objective
Robeco GTAA is an absolute return fund based on quantitative models aiming to provide attractive returns in any market condition. This aim is achieved by investing in multiple asset classes across regions. The investment policy is implemented by investing mainly in derivatives. The fund does not make use of asset backed securities in its investment policy. This fund is intended for individuals who are familiar with complex products. We recommend you to contact your financial adviser if you need an explanation of the terms used.
Benchmark
  • No Specified Index
Investment style
Absolute Return,Flexible
Investment method
Mixed
Quick stats
1 Year return
-11%
1 Year rank in sector
147/150
Sector
FO Mixed Asset - Flexible
Yield
-
Fund size
£56m (£43m 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.
93
Top in this sector
Fund name1 Year
HSBC Pfl World Seltn 425.2%
Investec EmrgMktsMA23.7%
Smith & Williamson Mid-OceanWdInv21.8%
Aria Absolut Inc Prtd UCITs21.5%
Northstar Mgd Stg19.8%
...more in FO Mixed Asset - Flexible

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund8.2%3.4%-1.3%-11%0.7%46.9%
Sector0.4%-1%1.9%2.1%8.9%23.7%
Rank within sector1 / 16512 / 166135 / 161147 / 15091 / 10615 / 77
Quartile1st1st4th4th4th1st
Calendar performance
 YTD - 20162015201420132012
Fund-8.5%1.1%7.2%27.2%15.1%
Sector2.6%-0.1%5%6.8%6.9%
Rank within sector147 / 15060 / 12634 / 1095 / 952 / 78
Quartile4th2nd2nd1st1st
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.
-1.55
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.
0.71
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.
-0.01
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%.
13.72
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.
13.41
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.
-0.23
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.
0.07
Price movement
52 week high161.41
52 week low129.3
Current bid price-
Current offer price-
Current mid price139.88
Region
1International100%
Industry sector
No data available.
Asset type
No data available.
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 GTAA is an absolute return fund based on quantitative models aiming to provide attractive returns in any market condition. This aim is achieved by investing in multiple asset classes across regions. The investment policy is implemented by investing mainly in derivatives. The fund does not make use of asset backed securities in its investment policy. This fund is intended for individuals who are familiar with complex products. We recommend you to contact your financial adviser if you need an explanation of the terms used.
Benchmark
  • No Specified Index
Investment style
Absolute Return,Flexible
Investment method
Mixed
Fund managers
NameSinceBiography
Shengsheng Zhang01/01/2013Ms. 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.
Klaas Smits31/08/2015Mr. 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
Transparent for Swiss Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Spain, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Offshore
Robeco QI GTAA Plus D EUR
Initial charge4%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.69%
Bid price-
Offer price-
Mid price139.88
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeIVV5
Robeco QI GTAA Plus DHL 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 price98.27
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEASF
Robeco QI GTAA Plus DL USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.15%
Bid price-
Offer price-
Mid price105.52
CurrencyUSD
Price updated25/03/2014
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFH1X
Robeco QI GTAA Plus F EUR
Initial charge4%
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.94%
Bid price-
Offer price-
Mid price101
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFEGL
Robeco QI GTAA Plus I EUR
Initial charge0.5%
Annual charge0.8%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.91%
Bid price-
Offer price-
Mid price147.35
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeIVV6
Robeco QI GTAA Plus 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 price98.38
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEASG
Data provided by

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