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
Jan Sytze Mosselaar
since 07/08/2007
Fund objective
Robeco 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

Quick stats

1 Year return

6.68 %

1 Year rank in sector

208/224

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 985.2 m

FE Risk score

98

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    26.5%
  • Switzerland
    19.5%
  • Germany
    10.3%
  • France
    7.1%
  • Italy
    6.5%
  • Financials
    24.5%
  • Industrials
    14.3%
  • Utilities
    11.4%
  • Consumer Staples
    11.3%
  • Consumer Discretionary
    9.6%
  • International Equities
    99.3%
  • Money Market
    0.7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.43 %2.57 %6.68 %21.18 %62.98 %
Sector1.45 %4.47 %14.58 %19.32 %57.2 %
Rank within sector211 / 235154 / 231208 / 22477 / 19866 / 173
Quartile th4 th3 rd4 th2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund6.62 %-2.99 %15.25 %12.63 %19.17 %
Sector9.36 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector167 / 230159 / 21946 / 20013 / 192127 / 177
Quartile th3 rd3 rd1 st1 st3 rd

Risk statistics

Alpha1.74
Beta0.8
Sharpe0.28
Volatility11.23
Tracking error5.84
Information ratio0.09
R-Squared0.78

Price movement

52 week high145.37
52 week low126.37
Current bid price0
Current offer price0
Current mid price138.68

Holdings by region

  • 26.5% UK
  • 19.5% Switzerland
  • 10.3% Germany
  • 7.1% France
  • 6.5% Italy
  • 5.8% Others
  • 4.9% Sweden
  • 4.4% Belgium
  • 4% Finland
  • 3.2% Spain

Holdings by sector

  • 24.5% Financials
  • 14.3% Industrials
  • 11.4% Utilities
  • 11.3% Consumer Staples
  • 9.6% Consumer Discretionary
  • 8% Telecommunications Utilities
  • 5.8% Materials
  • 5.5% Energy
  • 4.7% Health Care
  • 4.2% Real Estate

Holdings by asset type

  • 99.3% International Equities
  • 0.7% Money Market

Individual holdings

  • 1.88% NESTLE SA
  • 1.79% GLAXOSMITHKLINE
  • 1.72% BRITISH AMERICAN TOBACCO
  • 1.72% RELX PLC
  • 1.72% ZURICH INSURANCE GROUP LTD
  • 1.71% HENKEL AG & CO KGAA
  • 1.61% MUENCHENER RUECKVERSICHERUNGS­GESELLSCHAFT AG
  • 1.57% SWISS REINSURANCE
  • 1.54% COMPASS GROUP
  • 1.51% CIE GENERALE