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Robeco Quant Developed Markets Equities Fund

Ranked 689 out of 2955 in - Global over 12 months
All calculations are in USD unless stated

Managed by

Michael Strating

Michael Strating was born in Zurich in 1964. He moved from Switzerland to the Netherlands to study business, economics and law at the Erasmus University of Rotterdam. Michael joined Robeco in 1990 and worked his way up to through the European and global equity desks to head of quantitative equity. His investment strategy employs enhanced indexing, taking into account value factors in large and mid caps. In terms of derivatives, he uses index futures and currency forwards. Michael holds the Dutch Securities Institute designation and, in his spare time, he enjoys golf, tennis, skiing and music.

Machiel Zwanenburg

Objective

The Fund invests in global equities from developed markets, with a low tracking error relative to the MSCI World index, which serves as the benchmark for the fund. The number of stocks in the portfolio is equal to about 500 on average. Stock selection is the key performance driver. The fund systematically neutralizes sector, region and country exposures.

Showing fund performance globally. You can view performance in individual jurisdictions.

Performance

Global over : 30/09/2016 - 30/09/2017
  • Rank 689/2955 Total Return
  • Rank 270/2955 Standard Deviation
  • Rank 661/2955 Max Drawdown

Total Return

Quarterly Performance

to 29/09/2017 Annual Q1 Q2 Q3 Q4
2017 6.4% 4.1% 5.6%
2016 8.7% 0.2% 0.9% 5.0% 2.4%
2015 0.4% 2.6% 0.2% -7.7% 5.6%
2014 6.6% 2.5% 4.9% -1.8% 1.0%
2013 28.5% 10.3% 0.3% 7.9% 7.8%
2012 10.8% 10.5% -6.8% 7.9% -0.3%
2011 -7.0% 5.1% -1.9% -16.4% 7.9%
2010 11.1% 3.6% -13.8% 13.6% 9.5%
2009 22.8% -12.5% 15.7% 16.0% 4.6%
2008 -42.5% -9.3% -2.6% -19.3% -19.2%
2007 5.9% 2.0% 5.1% 2.0% -3.2%
2006 20.7% 7.8% -2.2% 4.4% 9.8%
2005 10.9% -0.3% 0.1% 7.4% 3.3%
2004 12.2%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Netherlands

Fund Info

  • Launch date31/08/2004
  • Share Class size453Mn
  • Base currencyEUR
  • ISIN NL0000416717

Purchase Info

  • Min. initial investment450,000
  • Min. regular additional investment0

Charges

  • Annual management0.30%
  • Initial investment0

Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in USD).