Fact sheet: Robeco QIGblCnsrvtv Eq

Fund information
Fund name
Robeco QI Global Conservative Equities B EUR
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund managers
  • Maarten Polflietsince 14/12/2011
  • Jan Sytze Mosselaarsince 14/12/2011
  • Arlette Van Ditshuizensince 14/12/2011
  • Pim van Vlietsince 14/12/2011
Fund objective
Robeco QI Global Conservative High Dividend Equities invests in low-volatile stocks all over the world. The fund's long-term aim is to achieve returns comparable to those on global equity stocks, 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, distress risk, valuation and sentiment.
Benchmark
  • MSCI AC World
Investment style
None
Investment method
Shares
Quick stats
1 Year return
9.8%
1 Year rank in sector
281/480
Sector
FO Equity - International
Yield
-
Fund size
£676m (£557m 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.
91
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Performance snapshot

Holdings snapshot

  • USA44.6%
    Others12.6%
    Canada9.6%
    Taiwan6%
    UK5.6%
  • Financials23.6%
    Telecommunications Utilities12.4%
    Consumer Staples12.2%
    Utilities12%
    Information Technology10.6%
  • International Equities99.3%
    Money Market0.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.1%3.9%7.8%9.8%52.4%83.6%
Sector-1.2%3.2%7%11.7%20.3%52.6%
Rank within sector100 / 510181 / 507217 / 498281 / 48033 / 39051 / 292
Quartile1st2nd2nd3rd1st1st
Calendar performance
 YTD - 20172016201520142013
Fund3.7%8.1%13.1%22.5%10%
Sector4.7%7.9%0.7%6%21.3%
Rank within sector324 / 507188 / 46926 / 41815 / 374312 / 328
Quartile3rd2nd1st1st4th
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.
10.96
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.
0.65
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.
1.2
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%.
9.84
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.
8.41
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.
0.99
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.
0.37
Price movement
52 week high164.19
52 week low146.72
Current bid price-
Current offer price-
Current mid price160.8
Region
1USA44.6%
2Others12.6%
3Canada9.6%
4Taiwan6%
5UK5.6%
6Australia5.5%
7Switzerland3.6%
8Hong Kong3.5%
9Japan3.4%
Industry sector
1Financials23.6%
2Telecommunications Utilities12.4%
3Consumer Staples12.2%
4Utilities12%
5Information Technology10.6%
6Industrials8.7%
7Consumer Discretionary7.3%
8Health Care5.7%
9Real Estate5.5%
Asset type
1International Equities99.3%
2Money Market0.7%
Individual holdings
1JOHNSON & JOHNSON1.51%
2AT&T INC1.41%
3ALTRIA GROUP INC1.04%
4PEPSICO INC1.01%
5TAIWAN SEMICONDUCTOR MANUFACTURING1.01%
6HOME DEPOT INC0.98%
7MCDONALD`S CORP0.95%
8MERCK & CO INC(NEW)0.93%
9WAL-MART STORES INC0.91%
Management
Fund manager group
Robeco Luxembourg
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund objective
Robeco QI Global Conservative High Dividend Equities invests in low-volatile stocks all over the world. The fund's long-term aim is to achieve returns comparable to those on global equity stocks, 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, distress risk, valuation and sentiment.
Benchmark
  • MSCI AC World
Investment style
None
Investment method
Shares
Fund managers
NameSinceBiography
Maarten Polfliet14/12/2011Mr. Polfliet is a Portfolio Manager within the Quantitative Equities team. His primary responsibilities are Robeco's Value and Low-volatility strategy, 'Conservative Equities'. Previously, he was Client Portfolio Manager within the Quantitative Equities team. He started his career as a portfolio manager for private and institutional clients at SNS Bank Nederland in 1999. From 2002 he worked at Bank Insinger de Beaufort as portfolio manager for its Dutch Equity Fund, before joining Robeco in 2005. Having gained a Master's degree in Financial Economics at Tilburg University, he was subsequently awarded his Masters in Financial Analysis by the the University of Amsterdam.
Jan Sytze Mosselaar14/12/2011Mr. 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.
Arlette Van Ditshuizen14/12/2011Ms. Van Ditshuizen is a Portfolio Manager within the Quantitative Equities team. Her primary responsibility is Robeco's Low-volatility strategies, called Conservative Equities. Previously she was Risk Manager with Robeco for two years and held a position as Senior Portfolio Manager and Head of Derivatives Structures with Robeco for six years. Arlette started her career in 1997 at Robeco. She is a graduate from the Erasmus University Rotterdam and holds a Master's degree in Econometrics.
Pim van Vliet14/12/2011Mr. 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.
Compliance
Transparent for Austrian Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Hong Kong, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Singapore
Robeco QI Global Conservative Equities B 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 price160.8
CurrencyEUR
Price updated19/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code0MZV
Robeco QI Global Conservative Equities C 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 price141.81
CurrencyEUR
Price updated19/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJ8AA
Robeco QI Global Conservative Equities D $
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.25%
Bid price-
Offer price-
Mid price104.85
CurrencyUSD
Price updated27/01/2015
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFH1Z
Robeco QI Global Conservative 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 price198.64
CurrencyEUR
Price updated19/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code0MZW
Robeco QI Global Conservative Equities D USD
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 price139.88
CurrencyUSD
Price updated19/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeI34G
Robeco QI Global Conservative Equities D2 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 price102.15
CurrencyUSD
Price updated19/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEASD
Robeco QI Global Conservative Equities 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 price107.42
CurrencyEUR
Price updated19/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC4OJ
Robeco QI Global 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 price118.64
CurrencyGBP
Price updated19/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE95V
Robeco QI Global Conservative 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 price204.21
CurrencyEUR
Price updated19/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0MZX
Robeco QI Global Conservative Equities I USD
Initial charge5%
Annual charge0.55%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.69%
Bid price-
Offer price-
Mid price167.1
CurrencyUSD
Price updated19/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0MZY
Robeco QI Global Conservative Equities IH 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)-
Bid price-
Offer price-
Mid price115.98
CurrencyEUR
Price updated19/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE5WQ
Robeco QI Global Conservative 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 price110.2
CurrencyEUR
Price updated09/11/2012
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGMWT
Robeco QI Global Conservative Equities Z 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 price132.48
CurrencyUSD
Price updated19/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE1YA
Data provided by

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