Fact sheet: Robeco QI Glbl Moment Equi

Fund information
Fund name
Robeco QI Global Momentum Equities D EUR
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund managers
  • Willem Jellemasince 22/08/2012
  • Rob Van Bommelsince 01/06/2015
Fund objective
The Robeco QI Global 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
  • MSCI AC World
Investment style
None
Investment method
Shares
Quick stats
1 Year return
15.1%
1 Year rank in sector
328/480
Sector
FO Equity - International
Yield
-
Fund size
£128m
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.
106
Top in this sector
Fund name1 Year
Dodge & Cox Gbl Stk47.3%
T. Rowe Price GblFcsGrEq41.2%
Guinness Gbl Innovators41.1%
Morg Stnly Global Discovery41%
RWC Global Horizon38.8%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • USA45.3%
    Japan8.7%
    Others7.8%
    UK7.1%
    Korea5.2%
  • Information Technology21.4%
    Financials19.3%
    Materials13.1%
    Consumer Discretionary13%
    Industrials11.2%
  • US Equities45.3%
    Japanese Equities8.7%
    International Equities7.8%
    UK Equities7.1%
    South Korean Equities5.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.2%-1.3%7.6%15.1%28.4%-
Sector2.2%2.7%9.9%17.7%21.6%66.2%
Rank within sector459 / 505423 / 506336 / 498328 / 480144 / 390-
Quartile4th4th3rd3rd2nd
Calendar performance
 YTD - 20172016201520142013
Fund5.5%5.4%12.9%--
Sector7%7.9%0.7%6%21.3%
Rank within sector309 / 503277 / 46429 / 413--
Quartile3rd3rd1st
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.
4.9
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.
0.79
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.
0.51
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%.
12.7
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.
10.47
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.
0.28
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.
0.33
Price movement
52 week high134.66
52 week low112.76
Current bid price-
Current offer price-
Current mid price129.65
Region
1USA45.3%
2Japan8.7%
3Others7.8%
4UK7.1%
5Korea5.2%
6France4.5%
7China4.4%
8Canada4%
9Australia3.8%
Industry sector
1Information Technology21.4%
2Financials19.3%
3Materials13.1%
4Consumer Discretionary13%
5Industrials11.2%
6Consumer Staples6.5%
7Health Care5.6%
8Energy3.1%
9Real Estate2.8%
Asset type
1US Equities45.3%
2Japanese Equities8.7%
3International Equities7.8%
4UK Equities7.1%
5South Korean Equities5.2%
6French Equities4.5%
7Chinese Equities4.4%
8Canadian Equities4%
9Australian Equities3.8%
Individual holdings
1ALPHABET INC1.38%
2AMAZON.COM INC1.1%
3NVIDIA CORP1.09%
4SAMSUNG ELECTRONICS CO GDR EACH REP 1/2 KRW5000(REG`S`/144A)0.85%
5INTERDIGITAL INC0.82%
6ADIDAS AG0.7%
7MOL HUNGARIAN OIL & GAS0.7%
8QUALCOMM INC0.7%
9LOTTE CHEMICAL CORP0.69%
Management
Fund manager group
Robeco Luxembourg
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund objective
The Robeco QI Global 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
  • MSCI AC World
Investment style
None
Investment method
Shares
Fund managers
NameSinceBiography
Willem Jellema22/08/2012Mr. Willem Jellema is a Senior Portfolio Manager with Robeco since 2010. Before that, he worked as a Senior Quantitative Researcher with Robeco's Quantitative Research department since 2004. His areas of expertise focus around equity research and the investment process for Quantitative Equities. His main contribution lies in the improvement of this process, among others through the maintenance and further development of the applications used for the model updates and portfolio management. Willem is a graduate from the University of Groningen and holds a Master's degree in Econometrics.
Rob Van Bommel01/06/2015Mr. Rob van Bommel is a Portfolio Manager within the Quantitative Equities team. His primary responsibilities are Robeco's Factor Investing strategies. He joined Robeco in 1990 as a quant analyst. He subsequently became portfolio manager UK Equities and Head of the European Equities team. He then managed Global Equities excl. US for US institutional clients. He was also closely involved in the establishment of Robeco's quantitative equity investing activities in the mid-1990s. Subsequently he held various management positions, including Structured Finance, Global Product Management and Client Portfolio Management. He holds a Master's degree in Business Economics from Erasmus University in Rotterdam.
Compliance
UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Belgium, Germany, Denmark, Spain, France, United Kingdom, Luxembourg, Netherlands, Offshore
Robeco QI Global 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 price129.65
CurrencyEUR
Price updated19/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFILV
Robeco QI Global 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 price152.35
CurrencyEUR
Price updated19/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFH2C
Robeco QI Global 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 price184.12
CurrencyEUR
Price updated19/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGNBR
Robeco QI Global 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 price149.34
CurrencyEUR
Price updated19/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFJHO
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.