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 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

11.44 %

1 Year rank in sector

1/84

Sector

FO Fixed Int - Global High Yield

Yield
-
Fund size

£ 182.0 m

FE Risk score

94

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    100%
  • Cyclical Consumer Goods
    20.7%
  • Communications
    16.4%
  • Non-Cyclical Consumer Goods
    12.8%
  • Basic Industries
    10.3%
  • Capital Goods
    9.2%
  • Global Fixed Interest
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.53 %4.86 %11.44 %24.37 %0 %
Sector0.69 %2.04 %5.03 %15.31 %20.94 %
Rank within sector67 / 995 / 911 / 844 / 65 /
Quartile th3 rd1 st1 st1 st th

Calendar performance

YTD-20182017201620152014
Fund0.21 %11.84 %9.38 %1.99 %0 %
Sector0.52 %5.21 %11.43 %-2.49 %1.36 %
Rank within sector85 / 971 / 8341 / 718 / 65 /
Quartile th4 th1 st3 rd1 st th

Risk statistics

Alpha4
Beta0.78
Sharpe0.86
Volatility4.82
Tracking error3.5
Information ratio0.85
R-Squared0.51

Price movement

52 week high126.9
52 week low112.91
Current bid price0
Current offer price0
Current mid price126.2

Holdings by region

  • 100% International

Holdings by sector

  • 20.7% Cyclical Consumer Goods
  • 16.4% Communications
  • 12.8% Non-Cyclical Consumer Goods
  • 10.3% Basic Industries
  • 9.2% Capital Goods
  • 5.9% Energy
  • 5.7% Others
  • 5.4% Technology
  • 3.8% Other Industrials
  • 3.8% Transport

Holdings by asset type

  • 100% Global Fixed Interest

Individual holdings

-