Dutch asset manager Robeco has unveiled a multi-factor, multi-asset strategy that targets additional return through factor-based tactical allocation and global security selection.
The new fund, dubbed Robeco QI Multi Factor Multi Asset, will have a 60/40 equity/bond split.
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It will focus on value, momentum, low-risk, quality, carry and flow, while also taking into consideration ESG criteria.
The Luxembourg-domiciled strategy will be available to institutional and retail investors as well as wholesale distributors in key markets.
The vehicle will be run by the firm’s quant allocation team led by Guido Baltussen and Pim van Vliet.
“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,” Baltussen stated.
