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 01/09/2016
Maarten Polfliet
since 01/06/2015
Arlette Van Ditshuizen
since 07/08/2007
Jan Sytze Mosselaar
since 01/07/2014
Pim van Vliet
since 01/08/2011
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

11.67 %

1 Year rank in sector

152/224

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 1.0 b

FE Risk score

99

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    26.4%
  • Switzerland
    19.2%
  • Germany
    11%
  • France
    7.8%
  • Italy
    7.2%
  • Financials
    25.6%
  • Industrials
    13.7%
  • Consumer Discretionary
    12.6%
  • Utilities
    11.3%
  • Consumer Staples
    8.5%
  • International Equities
    98.7%
  • Money Market
    1.3%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund1.25 %2.23 %11.67 %19.2 %65.26 %
Sector2.42 %4.75 %14 %23.87 %55.37 %
Rank within sector193 / 235197 / 229152 / 224133 / 19861 / 174
Quartile th4 th4 th3 rd3 rd2 nd

Calendar performance

YTD-20182017201620152014
Fund1.66 %9.15 %-2.99 %15.25 %12.63 %
Sector2.73 %11.78 %-0.56 %11.08 %4.22 %
Rank within sector201 / 235153 / 224154 / 21446 / 19815 / 190
Quartile th4 th3 rd3 rd1 st1 st

Risk statistics

Alpha0.79
Beta0.84
Sharpe0.3
Volatility11.19
Tracking error5.42
Information ratio-0.07
R-Squared0.8

Price movement

52 week high145.37
52 week low130.88
Current bid price0
Current offer price0
Current mid price141.46

Holdings by region

  • 26.4% UK
  • 19.2% Switzerland
  • 11% Germany
  • 7.8% France
  • 7.2% Italy
  • 5.8% Others
  • 5.3% Sweden
  • 4.4% Belgium
  • 3.5% Netherlands
  • 3.3% Norway

Holdings by sector

  • 25.6% Financials
  • 13.7% Industrials
  • 12.6% Consumer Discretionary
  • 11.3% Utilities
  • 8.5% Consumer Staples
  • 8.1% Telecommunications Utilities
  • 6.5% Materials
  • 6% Energy
  • 4.2% Real Estate
  • 3% Health Care

Holdings by asset type

  • 98.7% International Equities
  • 1.3% Money Market

Individual holdings

  • 1.89% NESTLE SA
  • 1.69% RELX PLC
  • 1.69% ZURICH INSURANCE GROUP LTD
  • 1.64% TOTAL SA
  • 1.63% MUENCHENER RUECKVERSICHERUNGS­GESELLSCHAFT AG
  • 1.59% DSM NV
  • 1.54% GLAXOSMITHKLINE
  • 1.52% CIE GENERALE
  • 1.52% TELENOR ASA
  • 1.51% SWISS REINSURANCE