Fact sheet: Robeco QI Lg/Sht Dyn Dur

Fund information
Fund name
Robeco QI Long/Short Dynamic Duration DH EUR
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund manager
  • Olaf Penningasince 03/10/2005
Fund objective
Robeco QI Long/Short Dynamic Duration invests its cash in a solid fixed income portfolio consisting of short term instruments. The fund implements a duration overlay via bond futures to either extend the portfolio duration or to create negative duration. The aim of the fund is to generate positive total returns in markets with either falling or rising bond markets.
Benchmark
  • ML EUR LIBOR Overnight Index
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
-4.6%
1 Year rank in sector
297/301
Sector
FO Fixed Int - Global
Yield
-
Fund size
£280m (£257m last year)
Top in this sector
Fund name1 Year
Capital Group GHIOL28.9%
LM WAHiYcrEn24.3%
Dodge & Cox Global Bond21.7%
Natixis H2O Multibonds20.7%
BlueBay Fin Cap Bd17.4%
...more in FO Fixed Int - Global

Performance snapshot

Holdings snapshot

  • International77.8%
    Money Market22.2%
  • Mortgage & Secured Bonds37.5%
    Cash & Cash Equivalents22.8%
    Government Agency Bonds19.9%
    Government Bonds9.5%
    Fixed Interest6.6%
  • Global Government Fixed Interest40.1%
    Global Fixed Interest29%
    Cash & Cash Equivalents22.2%
    Supranational Fixed Interest8.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.3%-1.2%-2.7%-4.6%0.1%-2.5%
Sector0.4%1.5%0.1%3.7%5.8%11.7%
Rank within sector304 / 331314 / 323284 / 310297 / 301175 / 241152 / 174
Quartile4th4th4th4th3rd4th
Calendar performance
 YTD - 20172016201520142013
Fund-0.9%-1.7%1.2%1.1%-1.1%
Sector1.7%4.6%-1.6%3.7%-1.6%
Rank within sector303 / 320289 / 29245 / 267171 / 23095 / 201
Quartile4th4th1st3rd2nd
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.
0.18
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.
-0.07
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
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%.
2.34
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.
3.75
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.
-0.52
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.
0.01
Price movement
52 week high111.52
52 week low106.08
Current bid price-
Current offer price-
Current mid price106.36
Region
1International77.8%
2Money Market22.2%
Industry sector
1Mortgage & Secured Bonds37.5%
2Cash & Cash Equivalents22.8%
3Government Agency Bonds19.9%
4Government Bonds9.5%
5Fixed Interest6.6%
6Local Government Bonds3.7%
Asset type
1Global Government Fixed Interest40.1%
2Global Fixed Interest29%
3Cash & Cash Equivalents22.2%
4Supranational Fixed Interest8.7%
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 QI Long/Short Dynamic Duration invests its cash in a solid fixed income portfolio consisting of short term instruments. The fund implements a duration overlay via bond futures to either extend the portfolio duration or to create negative duration. The aim of the fund is to generate positive total returns in markets with either falling or rising bond markets.
Benchmark
  • ML EUR LIBOR Overnight Index
Investment style
None
Investment method
Fixed Interest
Fund manager
NameSinceBiography
Olaf Penninga03/10/2005Mr. 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, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Spain, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Offshore, Singapore
Robeco QI Long/Short Dynamic Duration 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)0.88%
Bid price-
Offer price-
Mid price94.62
CurrencyCHF
Price updated26/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeIDR6
Robeco QI Long/Short Dynamic Duration 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)0.88%
Bid price-
Offer price-
Mid price106.36
CurrencyEUR
Price updated26/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeR032
Robeco QI Long/Short Dynamic Duration 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)0.88%
Bid price-
Offer price-
Mid price107.29
CurrencyUSD
Price updated26/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeCBN8
Robeco QI Long/Short Dynamic Duration 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)0.88%
Bid price-
Offer price-
Mid price90.31
CurrencyEUR
Price updated26/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeR033
Robeco QI Long/Short Dynamic Duration 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)0.53%
Bid price-
Offer price-
Mid price100.36
CurrencyEUR
Price updated26/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFC1J
Robeco QI Long/Short Dynamic Duration 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)0.53%
Bid price-
Offer price-
Mid price98.41
CurrencyGBP
Price updated26/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEB6P
Robeco QI Long/Short Dynamic Duration 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)0.53%
Bid price-
Offer price-
Mid price95.65
CurrencyEUR
Price updated26/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFC1I
Robeco QI Long/Short Dynamic Duration IH CHF
Initial charge0.5%
Annual charge0.3%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.4%
Bid price-
Offer price-
Mid price98.67
CurrencyCHF
Price updated26/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeCBN9
Robeco QI Long/Short Dynamic Duration IH EUR
Initial charge0.5%
Annual charge0.3%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.4%
Bid price-
Offer price-
Mid price112.56
CurrencyEUR
Price updated26/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeR034
Robeco QI Long/Short Dynamic Duration IH USD
Initial charge-
Annual charge0.3%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price98.75
CurrencyUSD
Price updated26/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC4ON
Data provided by

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