Robeco unveils multi-factor multi-asset strategy

Run by Guido Baltussen and Pim van Vliet

clock • 1 min read

Robeco has launched a multi-asset fund with a 60/40 equity/bond split and targeting additional returns through factor-based tactical allocation and global security selection.

The Luxembourg-domiciled Robeco QI Multi Factor Multi Asset fund will be managed by Robeco's quant allocation team, headed by Guido Baltussen and Pim van Vliet, and will focus on six factors: value; momentum; low-risk; quality; carry and flow. An ESG foundation will be integrated into the investment strategy, with a sustainable investing focus, as well as voting and shareholder engagement, which will be carried out by Robeco's active ownership team. Santander AM promotes Vaughan to head ofmulti-strategy solutions The fund carries a minimum investment of €500, with a management fee ...

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