Corentera Funds SICAV - Low Risk Equity Strategy - CR EUR ACC Fonds

The sub-fund seeks to maximise long-term capital growth by investing primarily in equity securities of companies that are domiciled in major developed markets across the world. The sub-fund will seek to target a lower risk profile than the market and be less volatile than the other equity funds using the 'FORWARD LUCY' algorithm. The sub-fund will target a long-term volatility of less than 3% p.a.. The sub-fund aims to achieve its objective through direct investments in equity securities traded on Regulated Markets or on markets that are regulated, operate regularly and are recognised and open to the public. The 'FORWARD LUCY' algorithm will evaluate the full universe of equities and decide on a portfolio structured to reduce drawdowns and volatility. The algorithm will make use of the most appropriate factors and clusters in the market at point in time given the markets' preferences. The portfolio will attain a risk profile lower than that of the general equity market, and lower volatility than that of other equity funds using the 'FORWARD LUCY' algorithm by investing primarily in sectors of the economy that are less cyclical in nature and in companies with a less volatile history. Mainly USD, EUR, GBP, SEK, DKK, CHF, NOK, CAD, AUD, JPY denominated equity securities, and to a lesser extent equity securities in other currencies, will be selected. Environment, Social and Governance (ESG) scoring is a complement to the fundamental analysis.The sub-fund may also invest in derivatives, forward currency contracts, Exchange traded Futures and may engage in plain vanilla option strategies (such as selling or buying of call options or put options), either as a hedge or for efficient portfolio management. The sub-fund will have recourse to securities lending for the purposes of efficient portfolio management up to a maximum of 50% of the Net Asset Value of the sub-fund. Under normal circumstances, it is generally expected that the principal amount of such transactions will not exceed 30% of the Net Asset Value and remain within the range of 5% to 30% of the Net Asset Value.