Rotterdam-based asset manager Robeco has launched a global enhanced index equities quant strategy, designed to offer investors an alternative to traditional passive global equity products, delivering higher return potential while maintaining disciplined risk levels.
The fund applies a proprietary quantitative stock selection framework, which integrates enhanced factor definitions and alpha model to identify companies with superior expected performance. The approach follows the firm’s long-standing philosophy of combining academic insights, data-driven modelling, and risk-managed implementation.
The strategy is ESG-integrated and promotes environmental and social characteristics under Article 8 of the Sustainable Finance Disclosure Regulation (SFDR).
The fund’s stock selection and portfolio construction processes incorporate sustainability metrics and exclusions to ensure alignment with client expectations and regulatory standards across global markets.
Weili Zhou, Deputy CIO and Head of Quant Investing & Research at Robeco said: “Enhanced indexing has gained increasing popularity among both institutional and wholesale clients in recent years, aligning with Robeco’s broader ambition to be the preferred independent asset manager for specialized alpha globally.
“At the end of last year, our quant investing domain surpassed €100 billion in AuM, reinforcing our position as home to one of the world’s leading quant offerings. Building on this strength, we launched four enhanced indexing ETFs, including two regional flavours, and are now adding an all-country global version.”
