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
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

14.47 %

1 Year rank in sector

1/77

Sector

FO Fixed Int - Global High Yield

Yield
-
Fund size

£ 185.2 m

FE Risk score

89

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    100%
  • Cyclical Consumer Goods
    21.2%
  • Communications
    16.8%
  • Non-Cyclical Consumer Goods
    11.2%
  • Capital Goods
    9.7%
  • Basic Industries
    8.9%
  • Global Fixed Interest
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.81 %6.81 %13.86 %23.37 %0 %
Sector0.45 %2.97 %7.08 %10.95 %24.53 %
Rank within sector3 / 923 / 881 / 774 / 63 /
Quartile th1 st1 st1 st1 st th

Calendar performance

YTD-20172016201520142013
Fund9 %9.38 %1.99 %0 %0 %
Sector4.54 %11.43 %-2.49 %1.36 %5.18 %
Rank within sector4 / 8243 / 719 / 66 / /
Quartile th1 st3 rd1 st th th

Risk statistics

Alpha4.54
Beta0.77
Sharpe0.71
Volatility5.01
Tracking error3.61
Information ratio1.04
R-Squared0.52

Price movement

52 week high122.94
52 week low107.69
Current bid price0
Current offer price0
Current mid price122.74

Holdings by region

  • 100% International

Holdings by sector

  • 21.2% Cyclical Consumer Goods
  • 16.8% Communications
  • 11.2% Non-Cyclical Consumer Goods
  • 9.7% Capital Goods
  • 8.9% Basic Industries
  • 6.4% Energy
  • 6.4% Others
  • 6.1% Technology
  • 3.9% Other Industrials
  • 3.8% Transport

Holdings by asset type

  • 100% Global Fixed Interest

Individual holdings

-