Rotterdam-based asset manager Robeco has launched a multi-factor, multi-asset strategy which aims to generate return through factor-based tactical allocation and global security selection.
The Robeco QI Multi-Factor Multi-Asset fund will have a long-term target risk profile with a traditional 60/40 balance between equities and bonds, while also focused on ESG criteria.
The strategy will be managed by Robeco’s quant allocation team headed by Guido Baltussen and Pim van Vliet.
The Luxembourg-domiciled fund will be available to institutional and retail investors as well as to wholesale distributors in key markets on demand.
Baltussen said: “We believe we are able to deliver superior returns by efficiently harvesting factor premiums across all major asset classes by applying extensive academic research to our investment process.
“This strategy is an exciting application of that philosophy and this launch will allow us to offer our clients an all-inclusive and sustainable solution for factor investing.”
As of end March Robeco had €165 billion of assets under management, 70% of which were institutional.
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