Fact sheet: Robeco Dynamic HY

Fund information

Fund name
Robeco QI Dynamic High Yield IH USD
Fund company manager
Robeco Luxembourg S.A.
Fund type
SIB
Fund manager(s)
Patrick Houweling
since 28/03/2014
Johan Duyvesteyn
since 01/02/2017
Fund objective
Robeco Quant High Yield Fund aims to provide long-term capital growth and offers diversified exposure to global high yield corporates, by investing primarily in CDS index derivatives. The performance is model-driven by taking active beta positions to decrease or increase the exposure towards the high-yield market within pre-defined risk limits.
Benchmark
Bloomberg Barclays Global High Yield Corporate
Investment style
High Yield
Investment method
Derivatives

Quick stats

1 Year return

12.77 %

1 Year rank in sector

1/83

Sector

FO Fixed Int - Global High Yield

Yield
-
Fund size

£ 194.4 m

FE Risk score

95

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    100%
  • Cyclical Consumer Goods
    20.7%
  • Communications
    16.6%
  • Non-Cyclical Consumer Goods
    12.7%
  • Basic Industries
    10.2%
  • Capital Goods
    9.1%
  • Global Fixed Interest
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.15 %4.31 %12.77 %23.87 %0 %
Sector-0.12 %1.37 %5.82 %13.54 %22.65 %
Rank within sector27 / 982 / 901 / 834 / 65 /
Quartile th2 nd1 st1 st1 st th

Calendar performance

YTD-20172016201520142013
Fund11.29 %9.38 %1.99 %0 %0 %
Sector5 %11.43 %-2.49 %1.36 %5.18 %
Rank within sector1 / 8442 / 739 / 67 / /
Quartile th1 st3 rd1 st th th

Risk statistics

Alpha3.9
Beta0.79
Sharpe0.73
Volatility4.91
Tracking error3.5
Information ratio0.86
R-Squared0.52

Price movement

52 week high125.93
52 week low111.38
Current bid price0
Current offer price0
Current mid price125.32

Holdings by region

  • 100% International

Holdings by sector

  • 20.7% Cyclical Consumer Goods
  • 16.6% Communications
  • 12.7% Non-Cyclical Consumer Goods
  • 10.2% Basic Industries
  • 9.1% Capital Goods
  • 5.8% Energy
  • 5.7% Others
  • 5.5% Technology
  • 4% Other Industrials
  • 3.9% Transport

Holdings by asset type

  • 100% Global Fixed Interest

Individual holdings

-