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Arabesque SICAV - Arabesque Systematic (USD)

Ranked 491 out of 3232 in - Global over 12 months
All calculations are in USD unless stated

Managed by

Hans-Robert Arndt


It 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 1,500 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%.


Global over : 31/01/2017 - 31/01/2018
  • Rank 491/3232 Total Return
  • Rank 659/3232 Standard Deviation
  • Rank 1094/3232 Max Drawdown

Total Return

Quarterly Performance

to 01/01/2018 Annual Q1 Q2 Q3 Q4
2017 28.0% 7.1% 6.4% 5.4% 6.6%
2016 0.6% -3.5% 2.1% 4.8% -2.6%
2015 3.0% 4.2% -1.5% -4.6% 5.2%
2014 2.0%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. Germany
  3. Luxembourg

Fund Info

  • Launch date01/08/2014
  • Share Class size22Mn
  • Base currencyUSD
  • ISIN LU1023699983

Purchase Info

  • Min. initial investment50,000
  • Min. regular additional investment0


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Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in the currency and currencies indicated).