Fact sheet: Robeco Robeco

Fund information
Fund name
Robeco Robeco
Fund manager company
Robeco Luxembourg S.A.
Fund type
No data available.
Fund manager
  • Mark Glazenersince 01/09/2003
Fund objective
Robeco N.V. invests worldwide in stocks of large and renowned companies. Carefully developed models are used to select stocks with good earnings prospects and a reasonable valuation. Moreover, the companies are screened individually by analysts both through meetings with the management and the assessment of corporate data.
Benchmark
  • MSCI World
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
5%
1 Year rank in sector
405/472
Sector
FO Equity - International
Yield
-
Fund size
£2,768m (£3,158m 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.
104
Top in this sector
Fund name1 Year
Heptagon Kprnk GblAlCpEq51.9%
Sanlam Prv Wlt Glbl HgQul42.3%
SKAGEN Focus38%
T. Rowe Price GblFcsGrEq37.7%
Veritas Global Equity Income36.1%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • Americas61.4%
    Europe28.3%
    Asia9.6%
    Middle East0.7%
  • Information Technology17.7%
    Financial Services17.3%
    Pharmaceuticals13.9%
    Cyclical Consumer Goods13%
    Consumer Staples11.4%
  • American Equity61.4%
    European Equities28.3%
    Asia Pacific Equities9.6%
    Middle East & African Equities0.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.2%8.5%3.9%5%31.1%88.5%
Sector0.2%8.5%7.5%9%18.5%60.4%
Rank within sector79 / 494231 / 489416 / 484405 / 47299 / 37558 / 288
Quartile1st2nd4th4th2nd1st
Calendar performance
 YTD - 20162015201420132012
Fund-2.5%8%18.5%21.2%16%
Sector5.3%0.7%6%21.3%12.7%
Rank within sector440 / 47877 / 43333 / 390203 / 34474 / 298
Quartile4th1st1st3rd1st
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.
1.32
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.
1.31
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.
0.48
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%.
14.79
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.
7.95
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.
0.38
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.
0.75
Price movement
52 week high35.89
52 week low28.08
Current bid price-
Current offer price-
Current mid price32.38
Region
1Americas61.4%
2Europe28.3%
3Asia9.6%
4Middle East0.7%
Industry sector
1Information Technology17.7%
2Financial Services17.3%
3Pharmaceuticals13.9%
4Cyclical Consumer Goods13%
5Consumer Staples11.4%
6Industrials9.5%
7Energy6.2%
8Telecommunications4.7%
9Basic Materials4.4%
Asset type
1American Equity61.4%
2European Equities28.3%
3Asia Pacific Equities9.6%
4Middle East & African Equities0.7%
Individual holdings
1COMCAST CABLE COMMUNICATIONS LLC2.79%
2ROYAL DUTCH SHELL2.73%
3ALPHABET INC2.46%
4ROCHE HLDG AG2.41%
5ABBVIE INC2.19%
6CITIGROUP INC1.94%
7AMAZON.COM INC1.85%
8FACEBOOK INC1.85%
9APPLE INC1.83%
Management
Fund manager group
Robeco Luxembourg
Fund manager company
Robeco Luxembourg S.A.
Fund type
No data available.
Fund objective
Robeco N.V. invests worldwide in stocks of large and renowned companies. Carefully developed models are used to select stocks with good earnings prospects and a reasonable valuation. Moreover, the companies are screened individually by analysts both through meetings with the management and the assessment of corporate data.
Benchmark
  • MSCI World
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Mark Glazener01/09/2003Mr. Glazener, Executive Vice President, is the Fund Manager of the Robeco fund and the Robeco CGF Global Equities fund. He is heading the Global Stability team, where these products are managed. Previously, he held a position as Coordinator of the Global Equity team with Robeco. Later Mark became Head of Equities and Portfolio Manager of the Rolinco fund. Mark Glazener has been working as a Fund Manager since 1989. He graduated from the University of Groningen and holds a master's degree in Business Economics. Furthermore, Mark is registered with the Dutch Securities Institute.
Compliance
Transparent for Austrian Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Chile, Germany, Spain, France, United Kingdom, Italy, Netherlands, Peru
Robeco Robeco
Initial charge0.3%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.13%
Bid price-
Offer price-
Mid price32.38
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeRC19
Data provided by

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