Corentera Funds SICAV - Conservative Risk Control CI-EUR III Cap

The sub-fund seeks to maximise long-term capital growth by investing in a selection of global investment funds and in direct investments of different asset classes (being Money Market Instruments, ETFs, fixed income securities and shares). The volatility of the Net Asset Value per share will be set to be under 6.5% p.a.. The sub-fund aims to achieve its objective through investment in direct investments and (up to 100%) in any kind of international funds of reputable investment companies including funds using the "FORWARD LUCY" algorithm which will evaluate the current market preference for various smart beta factors, and allocate capital to the equities which score best on the most favourable factors. The sub-fund invests primarily in equities of companies that are domiciled in major developed markets across the world, based on quantitative and fundamental analyses. The management company combines weekly mathematical analysis (quantitative strategy) with issuer-based asset picking. The management company manages the portfolio's volatility by filtering out securities that are expected to have above-average volatility, as well as through cash reallocations.The sub-fund may use 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.