Fact sheet: Robeco QI European Cons Eq

Fund information

Fund name
Robeco QI European Conservative Equities C EUR
Fund company manager
Robeco Luxembourg S.A.
Fund type
SIB
Fund manager(s)
Arnoud Klep
since 07/08/2007
Maarten Polfliet
since 07/08/2007
Jan Sytze Mosselaar
since 07/08/2007
Arlette Van Ditshuizen
since 07/08/2007
Pim van Vliet
since 07/08/2007
Fund objective
Robeco QI European Conservative Equities invests in low-volatile stocks in European economies. The fund's long-term aim is to achieve returns comparable to those on European market stocks, but at a distinctly lower level of downside risk. The selection of these low-volatile stocks is carried out using a quantitative model, which ranks stocks in a variety of ways, including market sensitivity, volatility, valuation and momentum.
Benchmark
MSCI Europe Index (Net) (EUR)
Investment style
Growth
Investment method
Shares

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

9.9 %

1 Year rank in sector

210/226

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 997.8 m

FE Risk score

98

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    25.5%
  • Switzerland
    19.9%
  • Germany
    10.5%
  • France
    7.7%
  • Italy
    6.8%
  • Financials
    24.7%
  • Industrials
    15.6%
  • Utilities
    11.9%
  • Consumer Discretionary
    9.8%
  • Consumer Staples
    9.6%
  • International Equities
    98.9%
  • Money Market
    1.1%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund2.2 %3.55 %9.9 %32.86 %64.84 %
Sector1.91 %6.12 %15.84 %32.91 %59.1 %
Rank within sector113 / 237179 / 233210 / 226102 / 20166 / 175
Quartile th2 nd4 th4 th3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund9.01 %-2.99 %15.25 %12.63 %19.17 %
Sector11.54 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector162 / 231159 / 22047 / 20313 / 194125 / 178
Quartile th3 rd3 rd1 st1 st3 rd

Risk statistics

Alpha1.45
Beta0.8
Sharpe0.33
Volatility11.25
Tracking error5.86
Information ratio0.01
R-Squared0.79

Price movement

52 week high145.37
52 week low126.37
Current bid price0
Current offer price0
Current mid price140.38

Holdings by region

  • 25.5% UK
  • 19.9% Switzerland
  • 10.5% Germany
  • 7.7% France
  • 6.8% Italy
  • 6.1% Others
  • 5% Sweden
  • 4.4% Belgium
  • 3.4% Spain
  • 3.2% Netherlands

Holdings by sector

  • 24.7% Financials
  • 15.6% Industrials
  • 11.9% Utilities
  • 9.8% Consumer Discretionary
  • 9.6% Consumer Staples
  • 8.1% Telecommunications Utilities
  • 5.8% Energy
  • 5.1% Materials
  • 4.4% Real Estate
  • 4.2% Health Care

Holdings by asset type

  • 98.9% International Equities
  • 1.1% Money Market

Individual holdings

  • 1.89% NESTLE SA
  • 1.79% GLAXOSMITHKLINE
  • 1.74% RELX PLC
  • 1.7% ZURICH INSURANCE GROUP LTD
  • 1.66% HENKEL AG & CO KGAA
  • 1.57% MUENCHENER RUECKVERSICHERUNGS­GESELLSCHAFT AG
  • 1.55% COMPASS GROUP
  • 1.54% CIE GENERALE
  • 1.53% NATIONAL GRID
  • 1.48% SWISS REINSURANCE