Fact sheet: Robeco QI European Cons Eq

Fund information

Fund name
Robeco QI European Conservative Equities D EUR
Fund company manager
Robeco Luxembourg SA
Fund type
SIB
Fund manager
Maarten Polfliet
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

Quick stats

1 Year return

6.97 %

1 Year rank in sector

210/224

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 1.0 b

FE Risk score

97

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    27%
  • Switzerland
    18.8%
  • Germany
    8.9%
  • France
    7.6%
  • Italy
    6.4%
  • Financials
    23%
  • Industrials
    14.7%
  • Utilities
    11.8%
  • Consumer Staples
    11.7%
  • Consumer Discretionary
    9.8%
  • UK Equities
    27%
  • Swiss Equities
    18.8%
  • German Equities
    8.9%
  • French Equities
    7.6%
  • Italian Equities
    6.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.99 %9.21 %6.97 %23.35 %64.39 %
Sector-1.07 %8.94 %16.17 %22.16 %66.18 %
Rank within sector193 / 23493 / 229210 / 22490 / 19799 / 172
Quartile th4 th2 nd4 th2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund8.19 %-3.48 %14.64 %12.07 %18.61 %
Sector9.73 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector140 / 229165 / 21954 / 20115 / 191128 / 177
Quartile th3 rd4 th2 nd1 st3 rd

Risk statistics

Alpha1.82
Beta0.8
Sharpe0.28
Volatility11.24
Tracking error5.81
Information ratio0.11
R-Squared0.79

Price movement

52 week high185.21
52 week low157.45
Current bid price0
Current offer price0
Current mid price180.52

Holdings by region

  • 27% UK
  • 18.8% Switzerland
  • 8.9% Germany
  • 7.6% France
  • 6.4% Italy
  • 5.3% Others
  • 5.2% Sweden
  • 4.7% Finland
  • 4.3% Belgium
  • 3.9% Netherlands

Holdings by sector

  • 23% Financials
  • 14.7% Industrials
  • 11.8% Utilities
  • 11.7% Consumer Staples
  • 9.8% Consumer Discretionary
  • 7.7% Telecommunications Utilities
  • 6.1% Materials
  • 5.4% Energy
  • 5.1% Health Care
  • 4.3% Real Estate

Holdings by asset type

  • 27% UK Equities
  • 18.8% Swiss Equities
  • 8.9% German Equities
  • 7.6% French Equities
  • 6.4% Italian Equities
  • 5.3% International Equities
  • 5.2% Swedish Equities
  • 4.7% Finnish Equities
  • 4.3% Belgian Equities
  • 3.9% Dutch Equities

Individual holdings

  • 2.01% NESTLE SA
  • 1.97% BRITISH AMERICAN TOBACCO
  • 1.97% GLAXOSMITHKLINE
  • 1.69% HENKEL AG & CO KGAA
  • 1.69% NATIONAL GRID
  • 1.69% RELX PLC
  • 1.65% ZURICH INSURANCE GROUP LTD
  • 1.61% COMPASS GROUP
  • 1.5% BAE SYSTEMS
  • 1.49% MUENCHENER RUECKVERSICHERUNGS­GESELLSCHAFT AG