Robeco has launched a multi-factor SDG and climate quant credit strategy, RobecoSAM QI Global SDG & Climate Multi-Factor Credits. It is the firm’s first SDG and climate-focused quant fixed income strategy. As the strategy seeks carbon footprint reduction, it is measured against the Solactive Paris-Aligned Global Corporate Index. The portfolio’s average carbon emissions will be kept below the Paris-aligned credit benchmark.

Robeco’s multi-factor SDG and climate quant credit strategy also invests in companies with a measurable positive contribution to the UN SDGs.

In a statement on the launch, the firm said: “In addition to its sustainable investment objective, the strategy simultaneously pursues the provision of long-term capital growth. RobecoSAM QI Global SDG & Climate Multi-Factor Credits aims to outperform the Solactive Paris-Aligned Global Corporate Index by 50 basis points over a full economic cycle.”

Source: https://www.institutionalassetmanager.co.uk/2022/06/10/309983/robeco-rolls-out-novel-multi-factor-quant-credit-strategy-focused-sdgs-and