Robeco QI Emerging Markets Sustainable Active Equities D EUR/  LU1648456991  /

The fund follows a bottom-up driven investment strategy to gain exposure to companies with an enhanced sustainability profile and the proven return factors value, quality, momentum and analyst revisions within a tracking error budget. The fund's objective is to provide a superior sustainability and risk-return profile, by taking well-diversified exposure to an integrated multi-factor stock selection model. Our investment approach is rooted in our strong belief in behavioral finance. It systematically identifies and exploits market inefficiencies, which arise as a result of predictable patterns in investor behavior. Our integrated risk management research is aimed at lifting proven factors to a higher level. Generic factors can involve significant risks that are often not properly rewarded, such as time-varying exposure to market beta. Therefore we apply integrated risk management techniques at the very start of the process: in the definition of our variables within the stock selection model. The Robeco proprietary portfolio construction algorithm is fully transparent and aims to optimize the exposure to the predictive power of the stock selection model while avoiding unnecessary turnover and transaction costs. The resulting portfolio is characterized by an enhanced sustainability profile, attractive valuation, high quality, strong price momentum and positive analyst revisions compared to the index. The portfolio"s ESG Risk is aimed to be at least 10% lower than the index. The footprint for greenhouse gas emissions is aimed to be at least 30% lower than the index, the footprint on waste and water use is aimed to be at least 20% lower than the index. Moreover, an extensive values-based exclusions list is implemented and we do not invest in stocks which have a strong (-3) or medium (-2) negative contribution to the UN Sustainable Development Goals according to our proprietary UN SDG framework.

The fund follows a bottom-up driven investment strategy to gain exposure to companies with an enhanced sustainability profile and the proven return factors value, quality, momentum and analyst revisions within a tracking error budget. The fund's objective is to provide a superior sustainability and risk-return profile, by taking well-diversified exposure to an integrated multi-factor stock selection model. Our investment approach is rooted in our strong belief in behavioral finance. It systematically identifies and exploits market inefficiencies, which arise as a result of predictable patterns in investor behavior.