Robeco has launched QI Multi Factor Absolute Return fund in August 2018.
The fund harvests a highly diversifying set of factor premiums across a wide set of asset classes, aiming for attractive returns across market scenario’s and low long-run correlation to the traditional asset classes.
The fund is managed by an experienced team of quantitative investment specialists in multi asset and factor investing at Robeco, including Guido Baltussen, Pim van Vliet, Shengsheng Zhang, Lodewijk Van Der Linden and Thibault Lair.
It leverages on the expertise of Robeco in exploiting market anomalies in all asset classes by investing in factors such as value, momentum, low risk, quality, carry and flow.
The fund mainly invests in individual equities, bonds, currencies and derivatives. It also relies on Robeco’s proven quantitative strategies for factor investing within and across various asset classes.