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This is a sponsored article from Robeco.
Active Quant strategies can enhance portfolio resilience by offering differentiated return profiles, reducing reliance on single investment styles, and mitigating risk.
In this article
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. Investors are increasingly seeking for strategies to diversify their portfolios.
Enter Active Quant: Confidence in performance with clarity in process
For investors seeking for strategies to complement traditional approaches in an unpredictable world, Active Quant is a compelling proposition. By combining systematic investing with active flexibility, Active Quant aims to capture high, stable alpha in a risk-controlled, benchmark-aware manner.
Some investors think of quant investing as complex, but at its core, it is about discipline, transparency, and precision. Active Quant follows a structured, research-backed process that is supported by Robeco’s 25+ years of quant research. Investors need confidence in their allocations, and our models are explainable and precise. Not guesswork but a systematic, data-driven approach that delivers reliable outcomes.
A smart way of generating alpha
Unlike high-conviction active funds that hold 20-50 stocks, Active Quant maintains 200-250 holdings, ensuring greater diversification and risk control. Its rules-based stock selection model balances long-term factors like value and quality, dynamic elements such as momentum and analyst revisions, and innovative short-term signals, such as those that target the phenomenon of short-term reversal.
With an expected excess return target of 2.5%, the strategy combines activeness and benchmark awareness, aiming for stable performance across different market cycles.
With Active Quant, investors don’t have to choose between passive cost-efficiency and active alpha – they get the best of both worlds.
Active Quant in today’s market
1. Addressing market concentration risks
Global markets are increasingly driven by a handful of mega-cap tech stocks, making it difficult to balance benchmark exposure and active positioning. Active Quant ensures investors remain aligned with market trends while still capturing factor-driven excess returns.
2. AI and alternative data are reshaping investing
Robeco integrates AI-driven insights, such as job momentum tracking and sentiment analysis from earnings calls, to improve factor-based decision-making. This ensures Active Quant remains adaptive in changing markets.
3. Sustainability and ESG regulations are coming into force
Institutional and individual investors are increasingly demanding a transparent range of ESG integration. Active Quant strategies can integrate or promote:
- ESG risk monitoring
- Carbon footprint reduction
- Alignment of performance goals with sustainability considerations
Technology meets human expertise
While AI, machine learning, and alternative data are central to Active Quant, the strategy is not run by machines alone. Robeco’s 50+ quant researchers and portfolio managers actively refine and validate signals to ensure the strategy remains adaptive, effective, and risk-aware.
This combination of technology-driven insights and human expertise ensures that Active Quant’s outperformance isn’t just theoretical.
A track record of success1
- The Emerging Markets Sustainable Active Equities strategy has delivered an annualized outperformance of 2.84% since inception in January 2015, outperforming the MSCI Emerging Markets index in 7 out of 10 years.
- The Global Developed Active Quant strategy outperformed the MSCI World Index by 6.36% in 2024.
- Robeco QI Emerging Markets Active Equities Strategy ranks in the top 0.5% of 3,026 EM peer strategies2.
This track record demonstrates Active Quant’s ability to generate alpha even in evolving market environments.
How Active Quant enhances portfolios
✔ Diversified alpha sources – reduces reliance on any single factor or style.
✔ Stable returns – a disciplined approach minimizes excess return volatility.
✔ Risk control – stays benchmark-aware while aiming to deliver targeted outperformance.
✔ Cost efficiency – quant algorithms keep fees low compared to some other active strategies.
Active Quant’s combination of efficiency, diversification, and alpha generation makes it an attractive choice for investors seeking long-term performance without excessive risk.
Why Robeco? A quant investing leader with:
- A 25-year track record in systematic investing
- One of the largest quant teams in the industry (50+ researchers)
- A high percentage of funds in our quant strategies rated ‘High’ or ‘Above Average’ by Morningstar3
Robeco’s commitment to research, transparency, and risk management ensures that Active Quant remains a ideal solution that caters to both institutional and individual investors evolving financial needs in portfolio diversification.
Shared and unique strengths across our quant strategies
Our well-resourced and diverse team are responsible stewards of more than EUR 80 billion in assets across different quant capabilities (as of December 2024) from clients across the world.
| Active Equities | Defensive Equities | |
|---|---|---|
| Why choose this? | Smart way of generating alpha | Winning by losing less |
| How it can fit into a portfolio | Augments core equity allocation with the aim of higher returns | A stability-focused sleeve with a focus on downside protection |
| Objective | Higher stable excess returns with moderate relative risk | Better than market returns with lower volatility over the long-term |
| Sustainability | Integrated across the entire investment process | Integrated across the entire investment process |
| Offering | Global, EM, European & Chinese | Global, EM & European |
Find out how Active Quant fits into your portfolio today.
1 Past performance is no guarantee of future results. The value of your investments may fluctuate.
2 Source: Robeco, Blitz, D. (February, 2024). The unique alpha of Robeco Quant Equity strategies. Robeco article. Based on the annualized information ratio of the Robeco Composite Active Quant Emerging Markets Equities (since inception in March 2008), gross of fees, in EUR.
3 As of December 2024, of the 33 Quantitative Investing Equity (QI) funds rated by Morningstar, 91% have a “High” people rating, and the remaining 9% have an “Above Average” rating.
Disclaimer
Important information – capital at risk
This information refers only to general information about Robeco Holding B.V. and/or its related, affiliated and subsidiary companies, (“Robeco”), Robeco’s approach, strategies and capabilities. This a marketing communication intended solely for professional investors, defined as investors qualifying as professional clients, who have requested to be treated as professional clients or who are authorized to receive such information under any applicable laws. Unless otherwise stated, the data and information reported is sourced from Robeco, is, to the best knowledge of Robeco, accurate at the time of publication and comes without any warranties of any kind. Any opinion expressed is solely Robeco’s opinion, it is not a factual statement, and is subject to change, and in no way constitutes investment advice. This document is intended only to provide an overview of Robeco’s approach and strategies. It is not a substitute for a prospectus or any other legal document concerning any specific financial instrument. The data, information, and opinions contained herein do not constitute and, under no circumstances, may be construed as an offer or an invitation or a recommendation to make investments or divestments or a solicitation to buy, sell, or subscribe for financial instruments or as financial, legal, tax, or investment research advice or as an invitation or to make any other use of it. All rights relating to the information in this document are and will remain the property of Robeco. This material may not be copied or used with the public. No part of this document may be reproduced, or published in any form or by any means without Robeco’s prior written permission. Robeco Institutional Asset Management B.V. has a license as manager of UCITS and AIFs of the Netherlands Authority for the Financial Markets in Amsterdam.
Alpha refers to the excess return of an investment relative to a benchmark index and is a measure of performance.
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This is a sponsored article from Robeco.
