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
Maarten Polfliet
since 14/12/2011
Fund objective
Robeco 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

Quick stats

1 Year return

4.57 %

1 Year rank in sector

440/471

Sector

FO Equity - International

Yield
-
Fund size

£ 649.1 m

FE Risk score
-
NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    43.3%
  • Others
    13.7%
  • Canada
    9.5%
  • Taiwan
    6.3%
  • UK
    5.6%
  • Financials
    24.6%
  • Telecommunications Utilities
    11.7%
  • Information Technology
    11.3%
  • Industrials
    11%
  • Consumer Staples
    9.5%
  • International Equities
    99.5%
  • Money Market
    0.5%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-4.54 %-1.85 %4.57 %48.73 %82.67 %
Sector1.19 %5.53 %12.92 %22.66 %56.53 %
Rank within sector500 / 503449 / 492440 / 471 / /
Quartile th4 th4 th4 th th th

Calendar performance

YTD-20172016201520142013
Fund2.53 %0 %0 %0 %0 %
Sector10.82 %7.94 %0.71 %5.96 %21.26 %
Rank within sector413 / 485 / / / /
Quartile th4 th th th th th

Risk statistics

Alpha13.83
Beta0.29
Sharpe1.22
Volatility9.76
Tracking error11.53
Information ratio0.76
R-Squared0.07

Price movement

52 week high126.13
52 week low111.63
Current bid price0
Current offer price0
Current mid price119.52

Holdings by region

  • 43.3% USA
  • 13.7% Others
  • 9.5% Canada
  • 6.3% Taiwan
  • 5.6% UK
  • 4.7% Australia
  • 3.8% Switzerland
  • 3.7% Japan
  • 3.4% Hong Kong
  • 1.6% Malaysia

Holdings by sector

  • 24.6% Financials
  • 11.7% Telecommunications Utilities
  • 11.3% Information Technology
  • 11% Industrials
  • 9.5% Consumer Staples
  • 9.4% Utilities
  • 7.5% Consumer Discretionary
  • 6.2% Real Estate
  • 5.9% Health Care
  • 1.5% Materials

Holdings by asset type

  • 99.5% International Equities
  • 0.5% Money Market

Individual holdings

  • 1.2% AT&T INC
  • 1.11% TAIWAN SEMICONDUCTOR MANUFACTURING
  • 1.1% MCDONALD`S CORP
  • 1.04% PEPSICO INC
  • 0.98% HOME DEPOT INC
  • 0.91% NORTHROP GRUMMAN CORP
  • 0.88% LOCKHEED MARTIN CORP
  • 0.88% MERCK & CO INC(NEW)
  • 0.87% ALTRIA GROUP INC
  • 0.87% BAXTER INTERNATIONAL INC