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Active Quant: Targeting alpha with confidence

Active Quant strategies offer diversified return profiles, enhancing alpha potential while managing risk and reducing reliance on single investment styles.

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    Client Portfolio Manager

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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. Illustrative strategy, Figures are based in on the live portfolios in the strategies in EURO’s and gross of fees. Inception dates: Global Developed Active Equity strategy: May 2018. Active Quant Emerging Markets Equity strategy: March 2008. Emerging Markets Sustainable Active Equity strategy: February 2015. European Active Quant TE 2% Equity: July 2020. Chinese A-share Active Equity strategy: 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.


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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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In all cases where historical performance is presented, please note that past performance is not a reliable indicator of future results and should not be relied upon as the basis for making an investment decision. Investors may not get back the amount originally invested. Neither Robeco Institutional Asset Management B.V. nor any of its affiliates guarantees the performance or the future returns of any investments. If the currency in which the past performance is displayed differs from the currency of the country in which you reside, then you should be aware that due to exchange rate fluctuations the performance shown may increase or decrease if converted into your local currency. Robeco Institutional Asset Management B.V. (“Robeco”) expressly prohibits any redistribution of the Information without the prior written consent of Robeco. The Information is not intended for distribution to, or use by, any person or entity in any jurisdiction or country where such distribution or use is contrary to law, rule or regulation. Certain information contained in the Information includes calculations or figures that have been prepared internally and have not been audited or verified by a third party. Use of different methods for preparing, calculating or presenting information may lead to different results. Robeco Institutional Asset Management UK Limited (“RIAM UK”) is authorised and regulated by the Financial Conduct Authority. RIAM UK, 30 Fenchurch Street, Part Level 8, London EC3M 3BD (FCA Reference No:1007814). The company is registered in England and Wales under Ref No. 15362605.

In all cases where historical performance is presented, please note that past performance is not a reliable indicator of future results and should not be relied upon as the basis for making an investment decision. Investors may not get back the amount originally invested. Neither Robeco Institutional Asset Management B.V. nor any of its affiliates guarantees the performance or the future returns of any investments. If the currency in which the past performance is displayed differs from the currency of the country in which you reside, then you should be aware that due to exchange rate fluctuations the performance shown may increase or decrease if converted into your local currency. Robeco Institutional Asset Management B.V. (“Robeco”) expressly prohibits any redistribution of the Information without the prior written consent of Robeco. The Information is not intended for distribution to, or use by, any person or entity in any jurisdiction or country where such distribution or use is contrary to law, rule or regulation. Certain information contained in the Information includes calculations or figures that have been prepared internally and have not been audited or verified by a third party. Use of different methods for preparing, calculating or presenting information may lead to different results. Robeco Institutional Asset Management B.V. is authorised as a manager of UCITS and AIFs by the Netherlands Authority for the Financial Markets and subject to limited regulation in the UK by the Financial Conduct Authority. Details about the extent of our regulation by the Financial Conduct Authority are available from us on request.

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