Fact sheet: Robeco QIGblCnsrvtv Eq

Fund information

Fund name
Robeco QI Global Conservative Equities B EUR
Fund company manager
Robeco Luxembourg SA
Fund type
SIB
Fund manager
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

Quick stats

1 Year return

3.3 %

1 Year rank in sector

452/472

Sector

FO Equity - International

Yield
-
Fund size

£ 675.6 m

FE Risk score

93

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    43.4%
  • Others
    14.2%
  • Canada
    8.4%
  • Taiwan
    6.4%
  • UK
    5.9%
  • Financials
    24.1%
  • Telecommunications Utilities
    12.1%
  • Information Technology
    11.3%
  • Utilities
    10.9%
  • Consumer Staples
    10.3%
  • International Equities
    99.4%
  • Money Market
    0.6%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-3.4 %1.09 %1.98 %37.47 %62.34 %
Sector0.36 %8.09 %14.02 %20.96 %62.03 %
Rank within sector478 / 500449 / 491452 / 47280 / 381173 / 293
Quartile th4 th4 th4 th1 st3 rd

Calendar performance

YTD-20172016201520142013
Fund1.3 %8.05 %13.11 %22.5 %10.02 %
Sector9.78 %7.94 %0.71 %5.96 %21.26 %
Rank within sector452 / 490183 / 44926 / 40017 / 358299 / 315
Quartile th4 th2 nd1 st1 st4 th

Risk statistics

Alpha7.83
Beta0.63
Sharpe0.83
Volatility9.91
Tracking error8.69
Information ratio0.61
R-Squared0.34

Price movement

52 week high164.19
52 week low146.72
Current bid price0
Current offer price0
Current mid price155.49

Holdings by region

  • 43.4% USA
  • 14.2% Others
  • 8.4% Canada
  • 6.4% Taiwan
  • 5.9% UK
  • 4.7% Australia
  • 3.8% Switzerland
  • 3.6% Japan
  • 3.5% Hong Kong
  • 1.8% Finland

Holdings by sector

  • 24.1% Financials
  • 12.1% Telecommunications Utilities
  • 11.3% Information Technology
  • 10.9% Utilities
  • 10.3% Consumer Staples
  • 9.6% Industrials
  • 7.5% Consumer Discretionary
  • 6.3% Health Care
  • 5.6% Real Estate
  • 1.4% Energy

Holdings by asset type

  • 99.4% International Equities
  • 0.6% Money Market

Individual holdings

  • 1.23% AT&T INC
  • 1.11% MCDONALD`S CORP
  • 1.09% PEPSICO INC
  • 1.09% TAIWAN SEMICONDUCTOR MANUFACTURING
  • 1.05% ALTRIA GROUP INC
  • 1.04% HOME DEPOT INC
  • 0.96% BRITISH AMERICAN TOBACCO
  • 0.93% MERCK & CO INC(NEW)
  • 0.93% NORTHROP GRUMMAN CORP
  • 0.92% ORION CORP