Adapting to evolving markets and technology
The dominance of US mega-cap tech stocks has concentrated global equity markets, challenging traditional strategies. Passive investors may worry about overexposure, while benchmark-agnostic active investors risk missing out. Meanwhile, the rapid evolution of technology and data has created new opportunities for strategies that can efficiently harness, process and act on this information.
As a result, investors are increasingly returning to quantitative investing solutions. These blend precision, cost-efficiency, and risk control with alpha potential. Robeco’s Active Quant – a quant equities strategy available in developed and emerging markets – uses both established and innovative signals to target outperformance in unpredictable markets.
Figure 1 | Relative returns Robeco Active Quant strategies
Past performance is no guarantee of future results. The value of your investments may fluctuate.
Source: Robeco, figures based on the gross asset value of the live Composite accounts per strategy in EUR and gross of fees. Inception dates: Composite Global Developed Active Equities: May 2018. Composite Active Quant Emerging Markets Equities: March 2008. Composite Emerging Markets Sustainable Active Equities: February 2015. Composite European Active Quant TE 2% Equities: July 2020. Composite Chinese A-share Active Equities: January 2018. Performance measured against MSCI World, MSCI EM, MSCI EM, MSCI Europe and MSCI China A International, respectively. The currency in which the past performance is displayed may differ from the currency of your country of residence. Due to exchange rate fluctuations the performance shown may increase or decrease if converted into your local currency. In reality, costs (such as management fees and other costs) are charged. These have a negative effect on the returns shown. Data as of December 2024.
Active Quant: finding alpha with confidence
Blending data-driven insights, risk control and quant expertise to pursue reliable returns.
Drawing on the full power of the quant engine that drives our Enhanced Indexing strategies, Active Quant combines a higher tracking error budget with our proprietary stock selection model. This model encompasses long-term factors like value and quality, dynamic signals such as momentum and analyst revisions, and innovative short-term indicators, including short-term reversal signals.
By diversifying across multiple investment signals, leveraging technological advances and managing risk, Active Quant is built to thrive in different market conditions.
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