Fact sheet: Robeco SAM Sust Eurpn Eq

Fund information
Fund name
Robeco SAM Sustainable European Equities D EUR
Fund manager company
Robeco Luxembourg S.A.
Fund type
No data available.
Fund managers
  • Kai Fachingersince 15/01/2011
Fund objective
RobecoSAM Sustainable European Equities Fund aims at companies with a focus on quality, innovation and sustainability that use competitive advantage to create shareholder value. The structured investment process identifies undervalued businesses with a market capitalization of at least USD 1 billion. The investment universe covers the MSCI Europe Index and European companies with a strong exposure to RobecoSAM's sustainability themes. Each firm is given a score based on RobecoSAM's Corporate Sustainability Assessment.
Benchmark
  • MSCI Europe
Investment style
Value
Investment method
Shares
Quick stats
1 Year return
-4.7%
1 Year rank in sector
54/68
Sector
FO Equity - Ethical
Yield
-
Fund size
£475m (£530m 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.
98
Top in this sector
Fund name1 Year
Impax Environmental Markets28.9%
Alquity Latin America27.6%
Sparinvest Ethical Gbl Val26.3%
Schroder ISFQEPGblESG24%
Impax Asian Envt Markets21.9%
...more in FO Equity - Ethical

Performance snapshot

Holdings snapshot

  • UK22.6%
    Germany19.6%
    France17.9%
    Switzerland15%
    Sweden9.3%
  • Financials22.1%
    Consumer Staples15.6%
    Industrials13.6%
    Health Care10.4%
    Materials10.1%
  • UK Equities22.6%
    German Equities19.6%
    French Equities17.9%
    Swiss Equities15%
    Swedish Equities9.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.4%-0.4%1.5%-4.7%15.5%60.9%
Sector0.9%-0.1%4.5%1%16.7%50.6%
Rank within sector33 / 7639 / 7755 / 7454 / 6835 / 5825 / 47
Quartile2nd3rd3rd4th3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund-0.1%7.2%6.4%20.9%14.6%
Sector4.4%3.2%7.3%18.4%10.5%
Rank within sector51 / 6830 / 6133 / 5831 / 5020 / 47
Quartile3rd2nd3rd3rd2nd
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.
-0.24
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.
0.97
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.
0.12
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%.
12.14
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.
5.49
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.
-0.09
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.
0.79
Price movement
52 week high47.9
52 week low39.76
Current bid price-
Current offer price-
Current mid price47.09
Region
1UK22.59%
2Germany19.64%
3France17.87%
4Switzerland15.02%
5Sweden9.33%
6Norway3.24%
7Netherlands2.26%
8Austria2.16%
9Israel1.96%
Industry sector
1Financials22.1%
2Consumer Staples15.61%
3Industrials13.55%
4Health Care10.41%
5Materials10.11%
6Consumer Discretionary6.78%
7Energy6.78%
8Utilities5.01%
9Telecommunications Utilities4.42%
Asset type
1UK Equities22.59%
2German Equities19.64%
3French Equities17.87%
4Swiss Equities15.02%
5Swedish Equities9.33%
6Norwegian Equities3.24%
7Dutch Equities2.26%
8Austrian Equities2.16%
9Israeli Equities1.96%
Individual holdings
1NESTLE SA5.19%
2ROCHE HLDG AG4.7%
3UNILEVER3.98%
4NORDEA BANK AB3.93%
5SANOFI3.39%
6ROYAL DUTCH SHELL3.16%
7ALLIANZ SE3.05%
8BASF SE3.04%
9TOTAL SA2.86%
Management
Fund manager group
Robeco Luxembourg
Fund manager company
Robeco Luxembourg S.A.
Fund type
No data available.
Fund objective
RobecoSAM Sustainable European Equities Fund aims at companies with a focus on quality, innovation and sustainability that use competitive advantage to create shareholder value. The structured investment process identifies undervalued businesses with a market capitalization of at least USD 1 billion. The investment universe covers the MSCI Europe Index and European companies with a strong exposure to RobecoSAM's sustainability themes. Each firm is given a score based on RobecoSAM's Corporate Sustainability Assessment.
Benchmark
  • MSCI Europe
Investment style
Value
Investment method
Shares
Fund managers
NameSinceBiography
Kai Fachinger15/01/2011Kai Fachinger is Senior Portfolio Manager responsible for managing the RobecoSAM Sustainable European Equities Strategy and Deputy Portfolio Manager for the RobecoSAM Sustainable Global Equity Strategy. From 2006 to 2007, he was a Financial Engineer at Allianz Global Investors, where he was responsible for asset liability studies as well as for concept studies for life cycle and decumulation solutions. Kai earned his degree in Mathematical Finance from the University of Constance, Germany, in 2006 and is a CFA charterholder. Joined RobecoSAM in 2007.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Chile, Germany, Spain, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Offshore, Peru
Robeco SAM Sustainable European Equities D EUR
Initial charge5%
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.46%
Bid price-
Offer price-
Mid price47.09
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeRL87
Robeco SAM Sustainable European Equities E EUR
Initial charge5%
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.46%
Bid price-
Offer price-
Mid price104.23
CurrencyEUR
Price updated01/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFQ7P
Robeco SAM Sustainable European Equities F EUR
Initial charge5%
Annual charge0.63%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.84%
Bid price-
Offer price-
Mid price126.66
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFC1L
Robeco SAM Sustainable European Equities I EUR
Initial charge0.5%
Annual charge0.7%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.83%
Bid price-
Offer price-
Mid price177.5
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF1U7
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