Fact sheet: Robeco Quant Emerg Mkts Eq

Fund information

Fund name
Robeco QI Quant Emerging Markets Equities I USD
Fund company manager
Robeco Luxembourg SA
Fund type
SIB
Fund manager
Wilma de Groot
since 28/03/2012
Fund objective
Robeco QI Emerging Markets Enhanced Index Equities invests worldwide in large companies in emerging economies such as Korea, Taiwan, Poland and Brazil. The Fund implements a quantitative stock selection model based on a combination of valuation factors and sentiment driven factors. The fund aims to outperform by taking positions that deviate from the benchmark within pre-defined risk limits. This Sub-fund may invest in China A-shares via the QFII and/or a Stock Connect Programme which may entail additional clearing and settlement, regulatory, operational and counterparty risks.
Benchmark
MSCI Emerging Markets Index
Investment style
Growth
Investment method
Shares

Performance snapshot

Quick stats

1 Year return

28.6 %

1 Year rank in sector

24/272

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 55.9 m

FE Risk score

142

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • China
    27.8%
  • Korea
    16%
  • Taiwan
    11.7%
  • India
    8.7%
  • South Africa
    6.8%
  • Information Technology
    24.9%
  • Financials
    24.6%
  • Consumer Discretionary
    9.9%
  • Materials
    8.1%
  • Energy
    7.9%
  • Chinese Equities
    27.8%
  • South Korean Equities
    16%
  • Taiwanese Equities
    11.7%
  • Indian Equities
    8.7%
  • South African Equities
    6.8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund6.27 %20.55 %28.4 %8.78 %31.37 %
Sector3.67 %15.87 %20.1 %5.41 %22.1 %
Rank within sector45 / 28470 / 27824 / 272111 / 22480 / 171
Quartile th1 st2 nd1 st2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund25.5 %15.16 %-15.94 %-2.7 %-4.78 %
Sector19.34 %10.7 %-14.35 %-1.42 %-0.73 %
Rank within sector59 / 27867 / 259178 / 234140 / 208138 / 183
Quartile th1 st2 nd4 th3 rd4 th

Risk statistics

Alpha0.87
Beta1.19
Sharpe-0
Volatility16.59
Tracking error4.86
Information ratio0.16
R-Squared0.94

Price movement

52 week high120.09
52 week low90.77
Current bid price0
Current offer price0
Current mid price120.03

Holdings by region

  • 27.8% China
  • 16% Korea
  • 11.7% Taiwan
  • 8.7% India
  • 6.8% South Africa
  • 6.7% Others
  • 6.5% Brazil
  • 3.7% Mexico
  • 3.1% Russia
  • 2.7% Indonesia

Holdings by sector

  • 24.9% Information Technology
  • 24.6% Financials
  • 9.9% Consumer Discretionary
  • 8.1% Materials
  • 7.9% Energy
  • 6.5% Telecommunications Utilities
  • 5.9% Consumer Staples
  • 5.1% Industrials
  • 3% Utilities
  • 2.7% Real Estate

Holdings by asset type

  • 27.8% Chinese Equities
  • 16% South Korean Equities
  • 11.7% Taiwanese Equities
  • 8.7% Indian Equities
  • 6.8% South African Equities
  • 6.7% International Equities
  • 6.5% Brazilian Equities
  • 3.7% Mexican Equities
  • 3.1% Russian Equities
  • 2.7% Indonesian Equities

Individual holdings

  • 4.47% SAMSUNG ELECTRONICS CO
  • 3.97% TENCENT HLDGS LIMITED
  • 3.32% TAIWAN SEMICONDUCTOR MANUFACTURING
  • 2.99% ALIBABA GROUP HLDG LTD
  • 1.96% NASPERS
  • 1.71% CHINA CONSTRUCTION BANK
  • 1.36% HON HAI PRECISION INDUSTRY
  • 1.28% INDUSTRIAL & COM BK CHINA
  • 1.18% CHINA MOBILE LTD
  • 1.07% BANK OF CHINA LTD