Fact sheet: Robeco QIConEurConsEqt

Fund information
Fund name
Robeco QI Continental European Conservative Equities F GBP
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund manager
  • Jan Sytze Mosselaarsince 25/04/2016
Fund objective
GBP Robeco QI Continental European Conservative Equities invests in low-volatile stocks in European economies ex-UK. The fund's long-term aim is to achieve returns comparable to those on European market stocks ex-UK, but at a distinctly lower level of downside risk. The selection of these low-volatile stocks is carried out using a quantitative model, which ranks stocks in a variety of ways, including market sensitivity, volatility, valuation and momentum.
Benchmark
  • MSCI Europe ex UK
Investment style
None
Investment method
Shares
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Equity - Europe ex UK
Yield
-
Fund size
£3m
Top in this sector
Fund name1 Year
JB Mltstck Erlnd Vl Stck47.7%
Boost EURO STOXX 50 3x LD ETP39.8%
Guinness European Eq Inc31.7%
J Chahine Dgtl Str Eur Ex UK30.4%
Oyster Cont Euro Select29.5%
...more in FO Equity - Europe ex UK

Performance snapshot

Holdings snapshot

  • Switzerland23.2%
    Germany14.4%
    France13.9%
    Finland7.3%
    Spain7%
  • Financials18%
    Industrials17.5%
    Consumer Staples14%
    Materials10%
    Utilities7.3%
  • Swiss Equities23.2%
    German Equities14.4%
    French Equities13.9%
    Finnish Equities7.3%
    Spanish Equities7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3%6.8%5.9%---
Sector1.8%4.8%9%14.5%25.2%65.7%
Rank within sector21 / 10012 / 10081 / 100---
Quartile1st1st4th
Calendar performance
 YTD - 20172016201520142013
Fund5.3%----
Sector4.5%4.1%12.7%3.5%23.2%
Rank within sector24 / 100----
Quartile1st
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 high125.45
52 week low97.15
Current bid price-
Current offer price-
Current mid price123.81
Region
1Switzerland23.18%
2Germany14.43%
3France13.93%
4Finland7.26%
5Spain6.97%
6Netherlands6.07%
7Sweden5.87%
8Norway5.47%
9Belgium4.98%
Industry sector
1Financials18.01%
2Industrials17.51%
3Consumer Staples14.03%
4Materials9.95%
5Utilities7.26%
6Consumer Discretionary7.16%
7Energy6.57%
8Health Care6.27%
9Telecommunications Utilities5.17%
Asset type
1Swiss Equities23.18%
2German Equities14.43%
3French Equities13.93%
4Finnish Equities7.26%
5Spanish Equities6.97%
6Dutch Equities6.07%
7Swedish Equities5.87%
8Norwegian Equities5.47%
9Belgian Equities4.98%
Individual holdings
1TOTAL SA2.14%
2SIEMENS AG2%
3ADIDAS AG1.9%
4NESTLE SA1.9%
5ALLIANZ SE1.88%
6IBERDROLA SA1.64%
7UPM-KYMMENE OYJ1.64%
8HENKEL AG & CO KGAA1.58%
9SWISS RE LTD1.58%
Management
Fund manager group
Robeco Luxembourg
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund objective
GBP Robeco QI Continental European Conservative Equities invests in low-volatile stocks in European economies ex-UK. The fund's long-term aim is to achieve returns comparable to those on European market stocks ex-UK, but at a distinctly lower level of downside risk. The selection of these low-volatile stocks is carried out using a quantitative model, which ranks stocks in a variety of ways, including market sensitivity, volatility, valuation and momentum.
Benchmark
  • MSCI Europe ex UK
Investment style
None
Investment method
Shares
Fund manager
NameSinceBiography
Jan Sytze Mosselaar25/04/2016Mr. Mosselaar is a Portfolio Manager within the Quantitative Equities team. His primary responsibility is Robeco's Low-volatility strategies, called Conservative Equities. He started his career in 2004 at Robeco and worked for 10 years as a Senior Portfolio Manager in the Robeco Asset Allocation department, managing multi-asset allocation funds, quant allocation funds and fiduciary pension mandates. He also was part of Robeco's Asset Allocation Committee. Mr. Mosselaar holds a Master's degree in Business Economics with a specialization in Finance & Investments from the University of Groningen. He is a CFA charter holder.
Compliance
UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom, Luxembourg, Offshore
Robeco QI Continental European Conservative Equities F GBP
Initial charge5%
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 price123.81
CurrencyGBP
Price updated22/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE8SC
Robeco QI Continental European Conservative Equities G GBP
Initial charge5%
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 price123.81
CurrencyGBP
Price updated22/03/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeE8SB
Robeco QI Continental European Conservative Equities I GBP
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)-
Bid price-
Offer price-
Mid price123.84
CurrencyGBP
Price updated22/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE8RT
Data provided by

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