Arabesque Systematic USA

Overview

Arabesque follows a quantitative investment approach that integrates sustainability data with financial analysis.

Arabesque Systematic USA Fund seeks capital appreciation over the full market cycle with below benchmark levels of risk. Arabesque Systematic USA is a balanced US equity fund that uniquely combines sustainability values with a sophisticated fundamental and quantitative stock selection process. The fund’s sustainable equity universe consists of around 1,000 individual stocks that have passed a rules-based screening process. The portfolio of 50 stocks is constructed using a quantitative trend following model. The fund provides risk-controlled equity upside by dynamically allocating into stocks from the sustainable equity universe and cash. The fund aims to limit maximum drawdowns to less than 25%.

Guidelines

Compliant with: UN Global Compact, UN PRI, Balance Sheet Screening, Business Involvement Screening

Performance

Normalized return (%) of Arabesque Systematic USA vs MSCI AC World Index since fund inception – USD, net of fees

Stock Selection: Daily Liquidity, Forensic Accounting, ESG, Fundamental Screening, Quantitative Transparency

Excluded: Shorting, Leverage, Derivatives, Concentration Risk, Basis-risks

Compliance

Guidelines

Compliant with: UN Global Compact, UN PRI, Balance Sheet Screening, Business Involvement Screening

Performance

Normalized return (%) of Arabesque Systematic USA vs MSCI AC World Index since fund inception – USD, net of fees

Stock Selection

Stock Selection: Daily Liquidity, Forensic Accounting, ESG, Fundamental Screening, Quantitative Transparency

Excluded

Excluded: Shorting, Leverage, Derivatives, Concentration Risk, Basis-risks

Performance History

*Inception date 2 May 2017

Expense Ratio

Institutional Share Class: ASUIX

Performance data quoted here represents past performance. Past performance is no guarantee of future results. Investment return and principal value will fluctuate, so that an investor’s shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance information quoted. To obtain performance information current to the most recent month-end please call (844) 567-2134). Returns over one year are annualized.

The Fund’s advisor has contractually agreed to reduce its investment advisory fee and/or reimburse certain expenses of the Fund to the extent necessary to ensure that the Fund’s total operating expenses (excluding taxes, any class-specific fees and expenses (including Rule 12b-1 fees), interest, extraordinary items, “Acquired Fund” fees and expenses and brokerage commissions) do not exceed 0.95% (on an annual basis) with respect to the Fund’s average daily net assets of the Institutional Class, respectively (the “Expense Limitation”). The Expense Limitation will remain in place until January 31, 2021 unless the Board of Trustees of FundVantage Trust (the “Trust”) approves its earlier termination. The shares are not subject to a sales load.

Cash Allocation

The proportion of Arabesque Systematic USA fund assets held as cash since fund inception (2 May 2017)

Performance Statistics

Risk Indicators

Exposure By Region (%)

The proportion of Arabesque Systematic USA fund assets in each given region

Exposure By Sector (%)

The proportion of Arabesque Systematic USA fund assets invested in each given sector

Maximum Drawdown

Maximum fall in portfolio value relative to the latest peak value since fund inception (2 May 2017)

 (USD, net of fees)

Market Cap

The proportion of Arabesque Systematic USA fund assets invested in firms of different market capitalizations

Last 12m Performance

Monthly performance of Arabesque Systematic USA and MSCI AC World Index over the last 12 months.

Invest

Fund Name Arabesque Systematic USA Fund
Benchmark MSCI USA
Currency of fund USD
Currency of share class USD
ISIN US3608752982
Bloomberg ASUIX
Minimum investment USD 50,000
Subsequent investment No minimum
Gross Expense Ratio 1.73%
Net Expense Ratio 0.95%
Fund Information (USD)
Fund Name Arabesque Systematic USA Fund
Benchmark MSCI USA
Currency of fund USD
Currency of share class USD
ISIN US3608752982
Bloomberg ASUIX
Minimum investment USD 50,000
Subsequent investment No minimum
Gross Expense Ratio 1.73%
Net Expense Ratio 0.95%
Exposure by Sector & Region: The exposure by region and sector are subject to change at anytime.

Volatility: a statistical measure of risk. Volatility can either be measured by using the standard deviation or variance between returns from that same security or market index. Commonly, the higher the volatility, the riskier the security.

Sharpe Ratio: a measure that uses standard deviation and excess return to determine reward per unit of risk. The greater a fund’s Sharpe ratio, the better its risk-adjusted performance has been.

Drawdown: the peak-to-trough decline during a specific record period of an investment, fund or commodity. A drawdown is usually quoted as the percentage between the peak and the trough. Drawdowns help determine an investment’s financial risk.

Market Cap: the value of a company that is traded on the stock market, calculated by multiplying the total number of shares by the present share price.

Stock Market Risk – The risk that the market value of a security may fluctuate, sometimes rapidly and unpredictably. The prices of securities change in response to many factors including the historical and prospective earnings of the issuer, the value of its assets, general economic conditions, interest rates, investor perceptions and market liquidity.

Large Capitalization Company Risk – Large Capitalization companies may be unable to respond quickly to new competitive challenges such as changes in technology, and also may not be able to attain the high growth rate of successful smaller companies, especially during extended periods of economic expansion.

Small and Mid-Capitalization Company Risk – The risk that securities of small or mid-capitalization companies may be subject to more abrupt or erratic market movements than securities of larger, more established companies. Generally the smaller the company size, the greater the risk. Small and mid-capitalization companies may have limited product lines or financial resources, or may be dependent upon a small or inexperienced management group and their securities may trade less frequently and in lower volume than the securities of larger companies, which could lead to higher transaction costs.

Indexes – There may be significant differences between the Fund’s investments and the indexes referenced herein. For instance, the Fund may use leverage and invest in securities that have a greater degree of risk and volatility, as well as less liquidity, than those securities contained in such indexes. Fund investors may also be subject to a lock-up which further limits the Fund investor’s liquidity relative to an investment in one or more of the securities comprising any index. It should not be assumed that the Fund will invest (or has invested) in any specific investments that comprise any index, nor should it be understood to mean that there is a correlation between the Fund’s returns and the returns of any index. The MSCI USA Index is designed to measure the performance of the large and mid cap segments of the US market. With 625 constituents, the index covers approximately 85% of the free float-adjusted market capitalization in the US. You cannot invest directly into an index.

An investor should consider a Fund’s investment objectives, risks, and charges and expenses carefully before investing or sending money. This and other important information about the Funds can be found in the Fund’s prospectus. To obtain a prospectus, please call (Toll Free (844) 567-2134) or write to the Fund at 4400 Computer Drive, Westborough, MA 01581-1722. Please read the prospectus carefully before investing.

The Funds are distributed by Foreside Funds Distributors LLC. Arabesque Asset Management Ltd is the investment advisor for the Fund.

The value of investments can go down in value, as well as up, so you could get back less than you invest. It is therefore important that you understand the risks and commitments.