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 QI Dynamic 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 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

13.35 %

1 Year rank in sector

2/79

Sector

FO Fixed Int - Global High Yield

Yield
-
Fund size

£ 190.0 m

FE Risk score

94

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    100%
  • Cyclical Consumer Goods
    21.1%
  • Communications
    16.7%
  • Non-Cyclical Consumer Goods
    11.2%
  • Capital Goods
    9.7%
  • Basic Industries
    9%
  • Global Fixed Interest
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.52 %6.78 %13.35 %25.35 %0 %
Sector0.73 %2.81 %5.51 %13.26 %24.23 %
Rank within sector10 / 953 / 902 / 796 / 62 /
Quartile th1 st1 st1 st1 st th

Calendar performance

YTD-20172016201520142013
Fund10.71 %9.38 %1.99 %0 %0 %
Sector5.11 %11.43 %-2.49 %1.36 %5.18 %
Rank within sector3 / 8342 / 719 / 65 / /
Quartile th1 st3 rd1 st th th

Risk statistics

Alpha4.67
Beta0.77
Sharpe0.88
Volatility4.91
Tracking error3.6
Information ratio1.03
R-Squared0.5

Price movement

52 week high124.75
52 week low107.69
Current bid price0
Current offer price0
Current mid price124.67

Holdings by region

  • 100% International

Holdings by sector

  • 21.1% Cyclical Consumer Goods
  • 16.7% Communications
  • 11.2% Non-Cyclical Consumer Goods
  • 9.7% Capital Goods
  • 9% Basic Industries
  • 6.4% Others
  • 6.3% Energy
  • 6.1% Technology
  • 3.9% Other Industrials
  • 3.8% Transport

Holdings by asset type

  • 100% Global Fixed Interest

Individual holdings

-