Global investment manager Robeco has launched a new multi-factor fund for Australians.
The Robeco Multi Factor Absolute Return Fund will be added to Robeco's suite of factor investing strategies offered in Australia.
Robeco said the fund has an enhanced sustainability profile and targets a 6% absolute return over cash with a volatility of 8%.
The strategy involves value, momentum, low-risk, quality, carry and flow across asset classes.
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It is managed by Robeco's Quant Allocation team headed by Guido Baltussen and Pim van Vliet.
Zurich recently awarded Robeco a mandate for its diversified funds.
Zurich head of savings and investments Matthew Drennan said: "Robeco has a strong history in factor investing. The Multi Factor Absolute Return fund efficiently harvests a diverse range of factor premiums across a broad range of asset classes.
"The strategy is constructed to deliver returns across different market environments, making it a suitable addition to Zurich's diversified funds including the Managed Growth Fund."
Robeco head of Australia Stephen Dennis said: "This strategy brings together Robeco's strengths in sustainability and factor investing - in credits, equities, commodities, currencies - in an absolute return structure.
"This liquid alternatives strategy has low correlation with traditional asset classes resulting in an ideal addition in portfolio construction."
Robeco manages $302 billion in assets globally, $117 billion of which is in quantitative investment strategies.