Fact sheet: Robeco QIGblCnsrvtv Eq

Fund information

Fund name
Robeco QI Global Conservative Equities F GBP
Fund company manager
Robeco Luxembourg S.A.
Fund type
SIB
Fund manager(s)
Arnoud Klep
since 14/12/2011
Maarten Polfliet
since 14/12/2011
Jan Sytze Mosselaar
since 14/12/2011
Arlette Van Ditshuizen
since 14/12/2011
Pim van Vliet
since 14/12/2011
Fund objective
Robeco QI Global Conservative Equities invests in low-volatile stocks all over the world. The fund's long-term aim is to achieve returns comparable to those on global equity 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, distress risk, valuation and sentiment.
Benchmark
MSCI AC World
Investment style
None
Investment method
Shares

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

10.37 %

1 Year rank in sector

382/484

Sector

FO Equity - International

Yield
-
Fund size

£ 655.4 m

FE Risk score

92

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    43.4%
  • Others
    13.5%
  • Canada
    9.2%
  • UK
    6.2%
  • Taiwan
    6%
  • Financials
    24.2%
  • Telecommunications Utilities
    11.6%
  • Industrials
    11.3%
  • Information Technology
    10.9%
  • Consumer Staples
    10.3%
  • International Equities
    99.8%
  • Money Market
    0.2%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.22 %3.22 %10.37 %45.55 %92.14 %
Sector-0.29 %4.31 %16.44 %23.8 %66.03 %
Rank within sector158 / 505319 / 504382 / 484 / /
Quartile th2 nd3 rd4 th th th

Calendar performance

YTD-20172016201520142013
Fund6.78 %0 %0 %0 %0 %
Sector12.98 %7.94 %0.71 %5.96 %21.26 %
Rank within sector390 / 494 / / / /
Quartile th4 th th th th th

Risk statistics

Alpha12.03
Beta0.25
Sharpe1.02
Volatility10.04
Tracking error12.02
Information ratio0.45
R-Squared0.05

Price movement

52 week high126.13
52 week low111.63
Current bid price0
Current offer price0
Current mid price124.47

Holdings by region

  • 43.4% USA
  • 13.5% Others
  • 9.2% Canada
  • 6.2% UK
  • 6% Taiwan
  • 4.6% Australia
  • 3.9% Switzerland
  • 3.8% Japan
  • 3.5% Hong Kong
  • 1.7% Malaysia

Holdings by sector

  • 24.2% Financials
  • 11.6% Telecommunications Utilities
  • 11.3% Industrials
  • 10.9% Information Technology
  • 10.3% Consumer Staples
  • 8.9% Utilities
  • 8.1% Consumer Discretionary
  • 6.4% Real Estate
  • 5.3% Health Care
  • 1.6% Energy

Holdings by asset type

  • 99.8% International Equities
  • 0.2% Money Market

Individual holdings

  • 1.22% AT&T INC
  • 1.14% PROCTER & GAMBLE CO
  • 1.13% TAIWAN SEMICONDUCTOR MANUFACTURING
  • 1.12% MCDONALD`S CORP
  • 1.08% HOME DEPOT INC
  • 1.01% NORTHROP GRUMMAN CORP
  • 1.01% PEPSICO INC
  • 0.94% LOCKHEED MARTIN CORP
  • 0.93% TORONTO-DOMINION BANK
  • 0.91% BAXTER INTERNATIONAL INC