This time’s no different: Robeco’s faith in 200-year backtests

Firm’s (very) long-term studies suggest factor strategies can soften hit from stagflation

Exploring-vintage-datasets

Over the past five years a team at Robeco, working with Erasmus University Rotterdam, has collected information from newspaper records and stock exchange archives to build finance’s equivalent of the Domesday Book. The €200 billion Dutch manager has collated data on stocks, bonds, macroeconomic and equity factors, and news sentiment published since 1866. A few of its datasets stretch back to the start of the 19th century.

Among their key findings is that factor investment strategies ultimately

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: