Fact sheet: Robeco Quant Emerg Mkts Eq

Fund information
Fund name
Robeco Quant Emerging Markets Equities I USD
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund manager
  • Tim Drögesince 01/02/2012
Fund objective
Robeco Quant Emerging Markets Equities invests worldwide in large companies in emerging economies such as Korea, Taiwan, Poland and Brazil. The Fund implements a quantitative stock selection model based on a combination of valuation factors and sentiment driven factors. The fund aims to outperform by taking positions that deviate from the benchmark within predefined risk limits. This Sub-fund may invest in China A-shares via the QFII and/or a Stock Connect Programme which may entail additional clearing and settlement, regulatory, operational and counterparty risks.
Benchmark
  • MSCI Emerging Markets Index NR
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
12.8%
1 Year rank in sector
82/258
Sector
FO Equity - Emerging Markets
Yield
-
Fund size
£76m
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.
136
Top in this sector
Fund name1 Year
Charlemagne Magna New Frontrs46.8%
GAM Star Nth of Sth EM Eq43.1%
HSBC GIFEconScaleIxGEMEq42.2%
Dimensional EmMkt Tgt Val38%
Schroder ISF QEP Gl Eg Mts37.1%
...more in FO Equity - Emerging Markets

Performance snapshot

Holdings snapshot

  • China26.2%
    Korea14.6%
    Taiwan12.5%
    Brazil8.2%
    India8.1%
  • Financials24.5%
    Information Technology23.5%
    Consumer Discretionary10.2%
    Energy8.4%
    Materials7.5%
  • Chinese Equities26.2%
    South Korean Equities14.6%
    Taiwanese Equities12.5%
    Brazilian Equities8.2%
    Indian Equities8.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-4%-5.9%5.4%12.8%-7.5%-
Sector-2.6%-4%5.4%9.2%-6.3%3.1%
Rank within sector168 / 263164 / 267105 / 26382 / 258126 / 210-
Quartile3rd3rd2nd2nd3rd
Calendar performance
 YTD - 20162015201420132012
Fund13.2%-15.9%-2.7%-4.8%-
Sector10.6%-14.3%-1.4%-0.7%14.2%
Rank within sector83 / 258181 / 241145 / 215138 / 190-
Quartile2nd4th3rd3rd
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.
0.06
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.
1.18
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%.
16.77
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.
4.91
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.
-0.14
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.
0.93
Price movement
52 week high99.83
52 week low72.27
Current bid price-
Current offer price-
Current mid price93.98
Region
1China26.18%
2Korea14.64%
3Taiwan12.54%
4Brazil8.22%
5India8.12%
6South Africa6.92%
7Others6.82%
8Mexico4.11%
9Russia3.51%
Industry sector
1Financials24.47%
2Information Technology23.47%
3Consumer Discretionary10.23%
4Energy8.43%
5Materials7.52%
6Consumer Staples6.82%
7Telecommunications Utilities6.42%
8Industrials5.02%
9Utilities3.91%
Asset type
1Chinese Equities26.18%
2South Korean Equities14.64%
3Taiwanese Equities12.54%
4Brazilian Equities8.22%
5Indian Equities8.12%
6South African Equities6.92%
7International Equities6.82%
8Mexican Equities4.11%
9Russian Equities3.51%
Individual holdings
1TENCENT HLDGS LIMITED3.72%
2TAIWAN SEMICONDUCTOR MANUFACTURING3.66%
3SAMSUNG ELECTRONICS CO3.65%
4ALIBABA GROUP HLDG LTD2.78%
5CHINA MOBILE LTD1.83%
6NASPERS1.77%
7CHINA CONSTRUCTION BANK1.67%
8INDUSTRIAL & COM BK CHNA1.27%
9ITAU UNIBANCO HLDG SA1.05%
Management
Fund manager group
Robeco Luxembourg
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund objective
Robeco Quant Emerging Markets Equities invests worldwide in large companies in emerging economies such as Korea, Taiwan, Poland and Brazil. The Fund implements a quantitative stock selection model based on a combination of valuation factors and sentiment driven factors. The fund aims to outperform by taking positions that deviate from the benchmark within predefined risk limits. This Sub-fund may invest in China A-shares via the QFII and/or a Stock Connect Programme which may entail additional clearing and settlement, regulatory, operational and counterparty risks.
Benchmark
  • MSCI Emerging Markets Index NR
Investment style
Growth
Investment method
Shares
Fund manager
NameSinceBiography
Tim Dröge01/02/2012Mr. Tim Dröge is a Senior Portfolio Manager with Robeco and a member of the Quantitative Equities team since 2006. He started his career in the investment industry in 1999 with Robeco as Account Manager institutional clients. In 2001 he became Portfolio M
Compliance
UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Germany, Spain, United Kingdom, Luxembourg, Netherlands, Offshore
Robeco Quant Emerging Markets Equities I EUR
Initial charge0.5%
Annual charge0.6%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.79%
Bid price-
Offer price-
Mid price117.31
CurrencyEUR
Price updated29/07/2015
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJK6J
Robeco Quant Emerging Markets Equities I USD
Initial charge0.5%
Annual charge0.6%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.79%
Bid price-
Offer price-
Mid price93.98
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code12JG
Robeco Quant Emerging Markets 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)-
Bid price-
Offer price-
Mid price117.01
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE1ZY
Data provided by

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