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Robeco QI GTAA Plus D EUR

Ranked 107 out of 110 in - Multi Strategy over 12 months
All calculations are in EUR unless stated

Managed by

Klaas Smits

Shengsheng Zhang

Shengsheng Zhang has been a portfolio manager for global allocation funds at Robeco since September 2012. Prior to joining Robeco, Shengsheng was employed by Delta Lloyd Asset Management for six years where she first held the position of quantitative analyst and later of quantitative portfolio manager. She holds a Master's degree in Financial Engineering from the University of Twente and she is CFA charterholder.

Objective

The aim of the Sub-fund is to provide absolute return and capital growth on the long term mainly by applying a liquid and transparent quantitative Global Tactical Asset Allocation (GTAA) strategy.The global tactical asset allocation strategy will result in investments in asset classes across regions and is implemented based on quantitative models to signal positions in the main bond, equity and currency markets. In addition, a multi asset allocation model is used to rank attractiveness across asset classes.

Showing fund performance in Peru View performance globally

Performance

Multi Strategy over : 30/09/2017 - 30/09/2018
  • Rank 107/110 Total Return
  • Rank 109/110 Standard Deviation
  • Rank 105/110 Max Drawdown
Fund Name Currency Risk
106 THEAM Quant FI High Vol I EUR

10.4

107 Okavango Delta A, FI EUR

12.1

108 Odey Odyssey EUR Acc EUR

12.5

109 Robeco QI GTAA Plus D EUR EUR

15.1

110 A Plus Innovation 2013 A EUR

16.3

Total Return

Quarterly Performance

to 30/09/2018 Annual Q1 Q2 Q3 Q4
2018 -2.8% 1.1% -3.5%
2017 -18.0% -1.8% -5.8% -5.2% -6.6%
2016 -7.1% 1.9% -8.5% -6.5% 6.5%
2015 1.1% 6.0% -1.1% -0.8% -2.9%
2014 7.2% -7.0% -3.7% 6.7% 12.1%
2013 27.2% 4.7% 20.2% -3.0% 4.3%
2012 15.1% 6.7% -4.1% 2.2% 10.1%
2011 -6.6% -0.2% -8.9% 5.8% -2.9%
2010 5.9% 8.9%

Month by Month Performance

Returns Vs Risk

Asset Allocation

Breakdown

31/07/2018

Top 10 Holdings

Stock Size
BUND FUT 6% SEP8 126.09%
10YJGB SEP8 60.87%
ESTX 50 SEP8 48.14%
NIKKEI 225 SEP18 45.56%
Austria 1.150% 19-Oct-2018 19.75%
France 1.000% 25-Nov-2018 17.76%
Belgium 3.000% 28-Sep-2019 16.64%
MSCI EMERG SEP8 13.01%
Belgium 4.000% 28-Mar-2019 8.73%
France 0.000% 25-Feb-2019 6.99%
31/07/2018

Registered For Sale In

  1. Austria
  2. Belgium
  3. France
  4. Germany
  5. Ireland
  6. Italy
  7. Luxembourg
  8. Netherlands
  9. Spain
  10. Switzerland
  11. United Kingdom

Fund Info

  • Launch date15/04/2010
  • Share Class size00Mn
  • Base currencyEUR
  • ISIN LU0487478926

Purchase Info

  • Min. initial investment1
  • Min. regular additional investment0

Charges

  • Annual management1.50%
  • Initial investment1.50%

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