Arabesque Systematic

Overview

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

Arabesque Systematic is a balanced global 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 3,000 individual stocks that have passed a rules-based screening process. The portfolio of 100 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, UCITS V, Balance Sheet Screening, Business Involvement Screening

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

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

Compliance

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

Stock Selection

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

Excluded

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

Performance

 (USD, net of fees)

Cash Allocation

Performance Statistics

Risk Indicators

Exposure By Region

(in USD)

Exposure By Sector

(in USD)

Maximum Drawdown

 (USD, net of fees)

Market Cap

(in USD)

Last 12m Performance

(USD, net of fees)

Invest

ISIN LU1023699983
WKN A1XCPR
Bloomberg ARASYUS LX
Fund Structure SICAV
Investment Focus Sustainable / Global Equities
Index MSCI AC World Index NR
Inception Date 01.08.2014
Management Company IPConcept (Luxemburg) S.A.
Custodian Bank DZ Privatbank S.A.
Fiscal Year 01.01. – 31.12.
Minimum Investment USD 50000
Management Fees 0.82% p.a.
Performance Fees None
Other 3rd Party Fees 0.27% p.a.
Profit Distributing
Total Expense Ratio 1.34%
ISIN LU1023698746
WKN A1XCPQ
Bloomberg ARABSYEU LX
Fund Structure SICAV
Investment Focus Sustainable / Global Equities
Index MSCI AC World Index NR
Inception Date 01.08.2014
Management Company IPConcept (Luxemburg) S.A.
Custodian Bank DZ Privatbank S.A.
Fiscal Year 01.01. – 31.12.
Minimum Investment EUR 50000
Management Fees 0.82% p.a.
Performance Fees None
Other 3rd Party Fees 0.27% p.a.
Profit Distributing
Total Expense Ratio 1.31%
Fund Information (USD)
ISIN LU1023699983
WKN A1XCPR
Bloomberg ARASYUS LX
Fund Structure SICAV
Investment Focus Sustainable / Global Equities
Index MSCI AC World Index NR
Inception Date 01.08.2014
Management Company IPConcept (Luxemburg) S.A.
Custodian Bank DZ Privatbank S.A.
Fiscal Year 01.01. – 31.12.
Minimum Investment USD 50000
Management Fees 0.82% p.a.
Performance Fees None
Other 3rd Party Fees 0.27% p.a.
Profit Distributing
Total Expense Ratio 1.34%
Fund Information (EUR)
ISIN LU1023698746
WKN A1XCPQ
Bloomberg ARABSYEU LX
Fund Structure SICAV
Investment Focus Sustainable / Global Equities
Index MSCI AC World Index NR
Inception Date 01.08.2014
Management Company IPConcept (Luxemburg) S.A.
Custodian Bank DZ Privatbank S.A.
Fiscal Year 01.01. – 31.12.
Minimum Investment EUR 50000
Management Fees 0.82% p.a.
Performance Fees None
Other 3rd Party Fees 0.27% p.a.
Profit Distributing
Total Expense Ratio 1.31%
Net performance results shown are for the USD Share Class of the Fund, which charges a monthly management fee at the annualized rate of 0.82% which is payable monthly. Results also reflect the deduction of brokerage commissions, administrative charges, and other expenses, and also include the reinvestment of all dividends, interest, and capital gains. The results shown do not account for any sales or other distribution charges which may reduce returns.

“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.

For enquiries specific to asset management, please contact assetmanagement@arabesque.com