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

14.29 %

1 Year rank in sector

1/82

Sector

FO Fixed Int - Global High Yield

Yield
-
Fund size

£ 190.1 m

FE Risk score

94

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    100%
  • Cyclical Consumer Goods
    20.7%
  • Communications
    16.6%
  • Non-Cyclical Consumer Goods
    12.8%
  • Basic Industries
    10.3%
  • Capital Goods
    9.1%
  • Global Fixed Interest
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.76 %3.67 %14.29 %22.98 %0 %
Sector-0.67 %0.95 %6.51 %11.47 %24.42 %
Rank within sector46 / 972 / 911 / 824 / 64 /
Quartile th2 nd1 st1 st1 st th

Calendar performance

YTD-20172016201520142013
Fund9.83 %9.38 %1.99 %0 %0 %
Sector4.24 %11.43 %-2.49 %1.36 %5.18 %
Rank within sector2 / 8542 / 739 / 67 / /
Quartile th1 st3 rd1 st th th

Risk statistics

Alpha4.67
Beta0.77
Sharpe0.88
Volatility4.9
Tracking error3.6
Information ratio1.03
R-Squared0.5

Price movement

52 week high125.93
52 week low108.05
Current bid price0
Current offer price0
Current mid price123.68

Holdings by region

  • 100% International

Holdings by sector

  • 20.7% Cyclical Consumer Goods
  • 16.6% Communications
  • 12.8% Non-Cyclical Consumer Goods
  • 10.3% Basic Industries
  • 9.1% Capital Goods
  • 5.8% Others
  • 5.7% Energy
  • 5.5% Technology
  • 3.9% Other Industrials
  • 3.8% Transport

Holdings by asset type

  • 100% Global Fixed Interest

Individual holdings

-