Fact sheet: Robeco SAMQtStnblGblEq

Fund information
Fund name
Robeco SAM Quant Sustainable Global Equities I
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund managers
  • Machiel Zwanenburgsince 12/12/2014
  • Peter Ferketsince 12/12/2014
Fund objective
RobecoSAM Quant Sustainable Global Equities aims to provide tong-term capital growth by investing in stocks of companies all over the world. The fund aims for a low tracking error using RobecoSAM Sustainability Research and Robeco's Quantitative Stock Selection model resulting in a diversified portfolio.
Benchmark
  • MSCI World - Net Return Index
Investment style
None
Investment method
Shares
Quick stats
1 Year return
11.3%
1 Year rank in sector
33/68
Sector
FO Equity - Ethical
Yield
-
Fund size
£119m (£100m 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.
95
Top in this sector
Fund name1 Year
Alquity Latin America49.5%
Impax Environmental Markets40.7%
Impax Asian Envt Markets35.3%
Pictet GlbEnvrOpp34.5%
Alquity Asia31.3%
...more in FO Equity - Ethical

Performance snapshot

Holdings snapshot

  • USA59.3%
    Japan9%
    UK6.5%
    Canada3.5%
    Germany3.5%
  • Financials19.1%
    Information Technology14.9%
    Health Care13%
    Consumer Discretionary12.7%
    Consumer Staples10.9%
  • US Equities59.3%
    Japanese Equities9%
    UK Equities6.5%
    Canadian Equities3.5%
    German Equities3.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.7%5.4%7.5%11.3%--
Sector0.8%6.6%8.4%10.4%22.1%64.1%
Rank within sector42 / 7634 / 7443 / 7133 / 68--
Quartile3rd2nd3rd2nd
Calendar performance
 YTD - 20162015201420132012
Fund3.1%10.3%---
Sector5.5%3.2%7.3%18.4%10.5%
Rank within sector41 / 7017 / 61---
Quartile3rd2nd
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 high136.31
52 week low110.2
Current bid price-
Current offer price-
Current mid price134.35
Region
1USA59.3%
2Japan9%
3UK6.5%
4Canada3.5%
5Germany3.5%
6Others3.5%
7France3.4%
8Switzerland3.3%
9Australia3.1%
Industry sector
1Financials19.08%
2Information Technology14.91%
3Health Care13.02%
4Consumer Discretionary12.72%
5Consumer Staples10.93%
6Industrials10.83%
7Energy6.16%
8Materials5.27%
9Telecommunications Utilities3.38%
Asset type
1US Equities59.3%
2Japanese Equities9%
3UK Equities6.5%
4Canadian Equities3.5%
5German Equities3.5%
6International Equities3.5%
7French Equities3.4%
8Swiss Equities3.3%
9Australian Equities3.1%
Individual holdings
1APPLE INC1.79%
2MICROSOFT CORP1.22%
3EXXON MOBIL CORP1.08%
4JOHNSON & JOHNSON0.96%
5NESTLE SA0.96%
6AT&T INC0.76%
7WELLS FARGO & CO0.72%
8GENERAL ELECTRIC CO.0.71%
9PROCTER & GAMBLE CO0.71%
Management
Fund manager group
Robeco Luxembourg
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund objective
RobecoSAM Quant Sustainable Global Equities aims to provide tong-term capital growth by investing in stocks of companies all over the world. The fund aims for a low tracking error using RobecoSAM Sustainability Research and Robeco's Quantitative Stock Selection model resulting in a diversified portfolio.
Benchmark
  • MSCI World - Net Return Index
Investment style
None
Investment method
Shares
Fund managers
NameSinceBiography
Machiel Zwanenburg12/12/2014
Peter Ferket12/12/2014
Compliance
UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Switzerland, Germany, Spain, France, United Kingdom, Luxembourg, Netherlands, Offshore
Robeco SAM Quant Sustainable Global Equities D
Initial charge5%
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price63.12
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQ9R
Robeco SAM Quant Sustainable Global Equities F
Initial charge5%
Annual charge0.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.65%
Bid price-
Offer price-
Mid price132.04
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFQ9S
Robeco SAM Quant Sustainable Global Equities I
Initial charge0.5%
Annual charge0.3%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.47%
Bid price-
Offer price-
Mid price134.35
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFLYC
Robeco SAM Quant Sustainable Global Equities IH EUR
Initial charge0.5%
Annual charge0.3%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.47%
Bid price-
Offer price-
Mid price105.03
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFQ7Q
Robeco SAM Quant Sustainable Global Equities Z
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 price141.41
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE1YU
Data provided by

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