Fact sheet: Robeco US Conservative Eqs

Fund information
Fund name
Robeco US Conservative Equities D EUR
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund managers
  • Arlette Van Ditshuizensince 28/03/2014
  • Maarten Polflietsince 28/03/2014
  • Jan Sytze Mosselaarsince 28/03/2014
  • Pim van Vlietsince 28/03/2014
Fund objective
Robeco US Conservative Equities invests in low-volatile stocks in the US economy. The fund's long-term aim is to achieve returns comparable to those on US market 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, valuation and momentum.
Benchmark
  • MSCI North America Index Total Return
Investment style
None
Investment method
Shares
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Equity - USA
Yield
-
Fund size
£294m (£64m 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.
102
Top in this sector
Fund name1 Year
Boost NASDAQ 100 3x LD ETP91.1%
Boost S&P500 3x LD ETP75.8%
JOHCM US Sm Mid Cap Eq55.6%
Vanguard USEqIndxComnCntr41.1%
Vanguard US Fndmntl Val Inv39.3%
...more in FO Equity - USA

Performance snapshot

Holdings snapshot

  • USA84.8%
    Canada14.6%
    Money Market0.6%
  • Financials21.1%
    Consumer Staples15.3%
    Information Technology12.5%
    Utilities12.1%
    Industrials11.2%
  • International Equities99%
    Money Market1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund------
Sector3.9%7.2%9.3%24.4%24.7%65.7%
Rank within sector------
Quartile
Calendar performance
 YTD - 20172016201520142013
Fund-----
Sector5.5%8.9%-1.6%10.7%31.8%
Rank within sector-----
Quartile
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 high164.28
52 week low137
Current bid price-
Current offer price-
Current mid price166.51
Region
1USA84.79%
2Canada14.61%
3Money Market0.6%
Industry sector
1Financials21.07%
2Consumer Staples15.31%
3Information Technology12.52%
4Utilities12.13%
5Industrials11.23%
6Health Care8.35%
7Consumer Discretionary7.85%
8Telecommunications Utilities5.37%
9Real Estate3.98%
Asset type
1International Equities99%
2Money Market1%
Individual holdings
1AT&T INC2.04%
2PFIZER INC2.01%
3PROCTER & GAMBLE CO2%
4VERIZON COMMUNICATIONS INC2%
5JOHNSON & JOHNSON1.93%
6PEPSICO INC1.84%
7CISCO SYSTEMS INC1.76%
8MERCK & CO INC1.76%
9ALTRIA GROUP INC1.65%
Management
Fund manager group
Robeco Luxembourg
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund objective
Robeco US Conservative Equities invests in low-volatile stocks in the US economy. The fund's long-term aim is to achieve returns comparable to those on US market 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, valuation and momentum.
Benchmark
  • MSCI North America Index Total Return
Investment style
None
Investment method
Shares
Fund managers
NameSinceBiography
Arlette Van Ditshuizen28/03/2014Ms. 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.
Maarten Polfliet28/03/2014Mr. 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 Mosselaar28/03/2014Mr. 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.
Pim van Vliet28/03/2014Mr. 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.
Compliance
UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Belgium, Switzerland, Germany, Spain, Finland, France, United Kingdom, Italy, Luxembourg, Offshore
Robeco US 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 price166.51
CurrencyEUR
Price updated21/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFINQ
Robeco US Conservative Equities D 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 price104.65
CurrencyUSD
Price updated21/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEASM
Robeco US Conservative Equities DH 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 price104.77
CurrencyUSD
Price updated21/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEASN
Robeco US 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 price126.76
CurrencyGBP
Price updated21/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE96N
Robeco US Conservative Equities G USD
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 price114.4
CurrencyUSD
Price updated21/02/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFNEV
Robeco US 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 price169.36
CurrencyEUR
Price updated21/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFINR
Robeco US Conservative Equities I USD
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 price110.82
CurrencyUSD
Price updated21/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE9EI
Robeco US 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 price109.66
CurrencyEUR
Price updated21/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE9EJ
Robeco US Conservative Equities MH 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 price103.95
CurrencyUSD
Price updated21/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEASO
Data provided by

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