INSIGHTS

Arabesque Q3.17 SICAV – Global ESG Momentum Equity is a global AAOIFI-compliant fund utilizing the Fully Invested strategy. The fund picks stocks from an eligible universe of c.1,300 global companies that have been screened for liquidity and for their sustainability performance based on Arabesque’s S-Ray UNGC and ESG scores. The investment universe excludes companies that are not compliant with the AAOIFI guidelines. The fund’s objective is to provide investors with risk-controlled equity upside by dynamically varying its overall risk affinity depending on market sentiment. The fund aims to maximize the information ratio in relation to its benchmark (MSCI ACWI). The portfolio optimization, taking place on a weekly basis, results in a selection of approximately 100 equally weighted stocks.