Fact sheet: Robeco US Conservative Eqs

Fund information
Fund name
Robeco US Conservative Equities F GBP
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund managers
  • Jan Sytze Mosselaarsince 28/03/2014
  • Pim van Vlietsince 28/03/2014
  • Maarten Polflietsince 28/03/2014
  • Arlette Van Ditshuizensince 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 (£67m last year)
Top in this sector
Fund name1 Year
Dodge & Cox US Stk45.2%
Wells Fargo WW US SelEqt40.6%
GAM Star Gamco US Eq40.1%
Oyster US Selection39.7%
Hermes US SMID Equity38.7%
...more in FO Equity - USA

Performance snapshot

Holdings snapshot

  • USA85.1%
    Canada13.9%
    Money Market1%
  • Consumer Staples18%
    Financials16.5%
    Industrials12.6%
    Utilities11.8%
    Information Technology11.5%
  • International Equities99.9%
    Money Market0.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.8%5.4%17.8%---
Sector5.8%3.4%6.7%7.6%21.4%73.7%
Rank within sector186 / 21973 / 21824 / 213---
Quartile4th2nd1st
Calendar performance
 YTD - 20162015201420132012
Fund-----
Sector8.8%-1.6%10.7%31.8%10.2%
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 high120.49
52 week low97.49
Current bid price-
Current offer price-
Current mid price119.18
Region
1USA85.14%
2Canada13.86%
3Money Market1%
Industry sector
1Consumer Staples18.02%
2Financials16.53%
3Industrials12.57%
4Utilities11.78%
5Information Technology11.48%
6Consumer Discretionary9.31%
7Health Care7.72%
8Telecommunications Utilities5.25%
9Real Estate3.96%
Asset type
1International Equities99.9%
2Money Market0.1%
Individual holdings
1JOHNSON & JOHNSON1.87%
2PFIZER INC1.87%
3VERIZON COMMUNICATIONS INC1.86%
4PEPSICO INC1.74%
5CISCO SYSTEMS INC1.72%
6AT&T INC1.71%
7MERCK & CO INC(NEW)1.71%
8PROCTER & GAMBLE CO1.59%
9ALTRIA GROUP INC1.56%
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
Jan Sytze Mosselaar28/03/2014Mr. Mosselaar is a Portfolio Manager within the Quantitative Equities team. His primary responsibility is Robeco’s Low-volatility strategy ‘Conservative Equities’. He started his career in 2004 at Robeco and worked for ten years as a 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 strategy ‘Conservative Equities’. Pim joined Robeco in 2005 as a Senior Quantitative Researcher with responsibility for asset allocation research. He has published in the Journal of Banking and Finance, Management Science, the Journal of Portfolio Management and other academic journals. He is a guest lecturer at several universities and advocates low-volatility investing at international seminars. He is the author of numerous academic research papers and a book on low-volatility investing. Pim holds a PhD and an MSc (cum laude) in Financial and Business Economics from Erasmus University Rotterdam.
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. Before he joined Robeco in 2005, he was portfolio manager of the Insinger de Beaufort Dutch Equity Fund at Bank Insinger de Beaufort. Before that he worked as portfolio manager private and institutional clients at SNS Bank Nederland since 1999. Mr. Polfliet holds a Master’s degree in Financial Economics from Tilburg University and a Post graduate Master’s degree in Financial Analysis from University of Amsterdam.
Arlette Van Ditshuizen28/03/2014Ms. Van Ditshuizen is a Portfolio Manager within the Quantitative Equities team. Her primary focus is Robeco’s Low-volatility strategy ‘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 of the Erasmus University Rotterdam and holds a Master's degree in Econometrics.
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 price155.12
CurrencyEUR
Price updated07/12/2016
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 price99.58
CurrencyUSD
Price updated07/12/2016
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 price99.84
CurrencyUSD
Price updated07/12/2016
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 price119.18
CurrencyGBP
Price updated07/12/2016
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 price108.75
CurrencyUSD
Price updated07/12/2016
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 price157.61
CurrencyEUR
Price updated07/12/2016
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 price105.37
CurrencyUSD
Price updated07/12/2016
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 price104.7
CurrencyEUR
Price updated07/12/2016
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 price99.31
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEASO
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