Robeco Multi Factor Absolute Return B - Managed Fund (Closed)

Fund Objective

The aim of the Fund is to provide long term capital growth and low long-run correlation to the traditional asset classes by harvesting factors across all major asset classes in a risk-balanced and ESG-aware manner.

Fund Strategy

The strategy of the Underlying Fund aims to efficiently harvest six factor premiums (value, low-risk, momentum, quality, carry and flow) across a wide range of markets via dynamic positions in individual (developed and emerging markets) stocks, corporate bonds (of both investment grade and high yield rated), equity index futures, bond futures, interest rate swaps, CDX contracts and currency forwards. Positions are based on the factor signals and the proprietary portfolio construction algorithm.

Fund Performance Comparison

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Peers

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The performance of the peers is calculated as the total of the performance for each time period for all the funds in the peer group, divided by the number of funds in the peer group.

Fees Comparison

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NOTE: Fee data has been provided by Morningstar, it may not include all costs being charged on your investment such as platform and adviser fees. You should check your fund manager or adviser statements to find out the exact fees you are being charged. Peers are funds that use the same benchmark in the Morningstar database.

Fund performance

	1M	3M	6M	1Y p.a.	2Y p.a.	3Y p.a.	5Y p.a.	10Y p.a.
Total return	-0.01%	-2.41%	-1.07%	6.62%	0.77%	-6.53%	-%	-%
Growth return	-0.01%	-2.41%	-1.07%	6.62%	0.77%	-6.53%	-%	-%
Income return	0%	0%	0%	0%	0%	0%	-%	-%
Market index (RBA Bank accepted Bills 90 Days)
Total return	0.31%	0.92%	1.82%	3.77%	4.09%	4.08%	2.82%	2.12%

As at 30 Nov 2022. Returns for periods greater than 1 year are annualised. All figures are percentages.

Asset Allocation

No asset allocation data available.

Average Allocation of Peers

Alternatives: 18.56%

Australian Equities: 5.51%

International Equities: 2.52%

Cash: 55.36%

Property & Infrastructure: 1.98%

Fixed Interest: 16.07%

General Information

Fund Details

Type	Description
Fund Name	Robeco Multi Factor Absolute Return B
Fund Status	Closed
Responsible Entity	Equity Trustees Ltd
APIR Code	ETL6152AU
Sector/Asset Class	Alternative - Multistrategy
Morningstar Rating	Not Rated
Legal Structure	Investment Fund
Fund Inception	2 Oct 2019
Fund Size	$0 million (as at 31 Aug 2022)
Entry Price	$0.8525 (as at 23 Mar 2023)
Exit Price	$0.8498 (as at 23 Mar 2023)
Fund Status	Finalised

Offer information

Type	Description
MER	0.79% (as at 21 Sep 2021)
Indirect Cost Ratio (ICR)	0.79% (as at 30 Jun 2021)
Performance fee (not included in ICR)	0
Minimum initial investment	$10,000.00
Minimum additional investments	$1,000.00

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FAQs about the Robeco Multi Factor Absolute Return B

What is the objective of the Robeco Multi Factor Absolute Return B managed fund?

The objective of the Robeco Multi Factor Absolute Return B managed fund is The aim of the Fund is to provide long term capital growth and low long-run correlation to the traditional asset classes by harvesting factors across all major asset classes in a risk-balanced and ESG-aware manner.

What is the strategy for the Robeco Multi Factor Absolute Return B managed fund?

The strategy of the Robeco Multi Factor Absolute Return B managed fund is The strategy of the Underlying Fund aims to efficiently harvest six factor premiums (value, low-risk, momentum, quality, carry and flow) across a wide range of markets via dynamic positions in individual (developed and emerging markets) stocks, corporate bonds (of both investment grade and high yield rated), equity index futures, bond futures, interest rate swaps, CDX contracts and currency forwards. Positions are based on the factor signals and the proprietary portfolio construction algorithm.

What is the APIR code of the Robeco Multi Factor Absolute Return B managed fund?

The APIR code of the Robeco Multi Factor Absolute Return B managed fund is ETL6152AU.

What was Robeco Multi Factor Absolute Return B’s total return last month?

Robeco Multi Factor Absolute Return B’s total return last month was -0.01%. This was made up of a growth return of -0.01% and an income return of 0%. These returns were calculated as at 30 Nov 2022.

What was Robeco Multi Factor Absolute Return B’s total return for the last three months?

Robeco Multi Factor Absolute Return B’s total return for the last three months was -2.41%. This was made up of a growth return of -2.41% and an income return of 0%%. These returns were calculated as at 30 Nov 2022.

What is Robeco Multi Factor Absolute Return B’s one-year total return?

Robeco Multi Factor Absolute Return B’s one-year total return is 6.62%. This was made up of a growth return of 6.62% and an income return of 0%. These returns were calculated as at 30 Nov 2022.

What is Robeco Multi Factor Absolute Return B’s three-year total return?

Robeco Multi Factor Absolute Return B’s one-year total return is -6.53%. This was made up of a growth return of -6.53% and an income return of 0%. These returns were calculated as at 30 Nov 2022.

What is the asset allocation of the Robeco Multi Factor Absolute Return B managed fund?

The asset allocation of the Robeco Multi Factor Absolute Return B managed fund is :

Alternatives: 100%

Australian Equities: 0%

International Equities: 0%

Cash: 0%

Property & Infrastructure: 0%

Fixed Interest: 0%

Who is the responsible Entity of the Robeco Multi Factor Absolute Return B managed fund?

The Responsible Entity for the Robeco Multi Factor Absolute Return B managed fund is Equity Trustees Ltd.

What sector/asset class does the Robeco Multi Factor Absolute Return B managed fund belong to?

The Robeco Multi Factor Absolute Return B managed fund belongs to the Alternative - Multistrategy sector/asset class.

What is the size of the Robeco Multi Factor Absolute Return B managed fund?

As at 31 Aug 2022, the size of the Robeco Multi Factor Absolute Return B managed fund was $0 million.

What is the inception date of the Robeco Multi Factor Absolute Return B managed fund?

The Robeco Multi Factor Absolute Return B managed fund has an inception date of 2 Oct 2019.

What is the current entry price of the Robeco Multi Factor Absolute Return B managed fund?

The current entry price of the Robeco Multi Factor Absolute Return B managed fund is $0.8525 per unit and the current exit price is $0.8498 per unit (as at 23 Mar 2023).

What is the current exit price of the Robeco Multi Factor Absolute Return B managed fund?

The current exit price of the Robeco Multi Factor Absolute Return B managed fund is $0.8498 per unit and the current entry price is $0.8525 per unit (as at 23 Mar 2023).

What is the minimum investment amount for the Robeco Multi Factor Absolute Return B managed fund?

The minimum initial investment amount for the Robeco Multi Factor Absolute Return B managed fund is $10,000. Minimum additional investment is $1000.

Fund data sourced from Morningstar. Some material is copyright and published under licence from ASX Operations Pty Limited ACN 004 523 782 ("ASXO"). Data and content is provided for personal use only. Whilst every care has been taken in producing these numbers, neither Morningstar nor InvestSMART can make any guarantees around the complete accuracy of these figures. Should you decide to change investments, please read all relevant disclosure documents including the Product Disclosure Statements and if required, you may consider speaking to a financial professional for further guidance. A tax event may be realised as a result of switching investments. Past performance is not a reliable indicator of future performance.

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