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Robeco QI Global Diversified Carry Fund F EUR

Ranked 16 out of 37 in - Global Macro over 36 months
All calculations are in EUR unless stated

Managed by

Klaas Smits

Shengsheng Zhang

Shengsheng Zhang has been a portfolio manager for global allocation funds at Robeco since September 2012. Prior to joining Robeco, Shengsheng was employed by Delta Lloyd Asset Management for six years where she first held the position of quantitative analyst and later of quantitative portfolio manager. She holds a Master's degree in Financial Engineering from the University of Twente and she is CFA charterholder.

Objective

The aim of the Sub-fund is to provide absolute return mainly by applying a Carry strategy. This strategy allows for the expression of both positive and negative views based on the carry expectations by taking long and short synthetic positions in different asset classes (equity, bonds, currencies) by means of derivatives (equity index futures, interest rate swaps, currency forwards). This strategy will use financial derivatives extensively to implement the investment policy.

Showing fund performance in Singapore View performance globally

Performance

Global Macro over : 31/10/2015 - 31/10/2018
  • Rank 16/37 Total Return
  • Rank 8/37 Standard Deviation
  • Rank 11/37 Max Drawdown
Fund Name Currency Return
14 Candriam Global Alpha I EUR

0.7%

15 U Access (IRL) Trend Macro C EUR Acc

Currency exposure is hedged

Currency exposure is hedged

EUR

0.6%

16 Robeco QI Global Diversified Carry Fund F EUR EUR

0.4%

17 Alessia Absolute Return Macro R EUR

0.2%

18 William Blair SICAV Dynamic Div Alloc I H EUR

Currency exposure is hedged

Currency exposure is hedged

EUR

-0.1%

Fund Name Currency Loss
9 Palatine Absolument A EUR

-5.7%

10 William Blair SICAV Dynamic Div Alloc I H EUR

Currency exposure is hedged

Currency exposure is hedged

EUR

-5.9%

11 Robeco QI Global Diversified Carry Fund F EUR EUR

-5.9%

12 Planetarium Fund Anthilia Blue B EUR

-7.4%

13 Unifond Global Macro, FI EUR

-8.0%

Total Return

Quarterly Performance

to 30/09/2018 Annual Q1 Q2 Q3 Q4
2018 -2.5% 0.6% -1.0%
2017 -1.0% 0.5% -0.3% 0.9% -2.0%
2016 5.1% 2.7% 1.5% 0.2% 0.6%
2015 -1.4%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. France
  3. Germany
  4. Luxembourg
  5. Switzerland

Fund Info

  • Launch date24/08/2015
  • Share Class size14Mn
  • Base currencyEUR
  • ISIN LU1241711487

Purchase Info

  • Min. initial investment1
  • Min. regular additional investment0

Charges

  • Annual management0.75%
  • Initial investment0.75%

Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in the currency and currencies indicated).