Robeco launches innovative multi-factor strategy for global fixed income

28 November 2019

Robeco publishes on its website:

“Robeco announces the launch of its Robeco QI Global Multi-Factor Bonds. The strategy builds on the company’s long history of factor investing in credits, in combination with its factor investing philosophy in the government bond market. Aimed at outperforming the Bloomberg Barclays Global Aggregate Index, it represents one of the first factor investing solutions for the broad global fixed income market.

The fund invests in a diversified fixed income portfolio of credits and government bonds with balanced exposure to the low risk, quality, value, momentum and size factors. Due to its highly systematic nature and distinct investment style, investors in the fund can benefit from style diversification with fundamentally managed global fixed income strategies.

The strategy integrates ESG criteria into the investment process, and engagement and exclusions are carried out by Robeco’s Active Ownership team. The fund will be managed by Olaf Penninga and Patrick Houweling, who heads Robeco’s Quant Credit capability.”

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