Fact sheet: Amundi Abs Volat EurEq

Fund information
Fund name
Amundi Absolute Volatility Euro Equities ME Cap EUR
Fund manager company
Amundi
Fund type
Offshore Fund
Fund manager
No data available.
Fund objective
To achieve a positive return in any type of market condition (absolute return strategy). Specifically, the sub-fund seeks to outperform (after applicable fees) the EONIA (compounded daily) index + 3% a year over any given 3-year period, while offering controlled risk exposure. The sub-fund aims to not exceed a value at risk (VaR) of 35% (ex-ante 12-month VaR of 95%).
Benchmark
  • No Specified Index
Investment style
Absolute Return
Investment method
Shares
Quick stats
1 Year return
0.6%
1 Year rank in sector
57/131
Sector
FO Absolute Return
Yield
-
Fund size
£3,158m (£903m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
84
Top in this sector
Fund name1 Year
SW Mitchell Emerging European16.7%
Pioneer SICV-AbsRetBd16.1%
Pictet Scv II Dyn Ass Alloc11.2%
Orbis Optimal SA9.3%
Polar Capital UK Abs Eq9%
...more in FO Absolute Return

Performance snapshot

Holdings snapshot

  • Europe86.6%
    Money Market13.4%
  • Options34.5%
    Short Term Asset Backed28.4%
    Certificates of Deposit24.9%
    Mutual Funds9.3%
    Money Market2.8%
  • Alternative Assets86.6%
    Money Market13.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.3%-2.1%-0.9%0.6%1.3%-7.8%
Sector0%-0.5%0.6%0%2.7%9.8%
Rank within sector120 / 140113 / 140101 / 13857 / 13145 / 8362 / 63
Quartile4th4th3rd2nd3rd4th
Calendar performance
 YTD - 20162015201420132012
Fund0.4%3.1%-0.6%-10.6%-1.3%
Sector0.3%0.7%1.2%3.6%3.9%
Rank within sector64 / 13130 / 11560 / 8769 / 7059 / 62
Quartile2nd2nd3rd4th4th
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
2.22
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
-1.7
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-0
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
4.66
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
6.05
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
0.02
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.45
Price movement
52 week high133.85
52 week low126.49
Current bid price-
Current offer price-
Current mid price127.2
Region
1Europe86.57%
2Money Market13.43%
Industry sector
1Options34.53%
2Short Term Asset Backed28.38%
3Certificates of Deposit24.92%
4Mutual Funds9.34%
5Money Market2.83%
Asset type
1Alternative Assets86.57%
2Money Market13.43%
Individual holdings
No data available.
Management
Fund manager group
Amundi
Fund manager company
Amundi
Fund type
Offshore Fund
Fund objective
To achieve a positive return in any type of market condition (absolute return strategy). Specifically, the sub-fund seeks to outperform (after applicable fees) the EONIA (compounded daily) index + 3% a year over any given 3-year period, while offering controlled risk exposure. The sub-fund aims to not exceed a value at risk (VaR) of 35% (ex-ante 12-month VaR of 95%).
Benchmark
  • No Specified Index
Investment style
Absolute Return
Investment method
Shares
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Czech Republic, Germany, Spain, Finland, France, United Kingdom, Greece, Ireland, Italy, Republic Of Korea, Luxembourg, Netherlands, Norway, Offshore, Portugal, Singapore, Sweden
Amundi Absolute Volatility Euro Equities AE Cap EUR
Initial charge4.5%
Annual charge1.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price136.51
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJ376
Amundi Absolute Volatility Euro Equities AE Dis EUR
Initial charge4.5%
Annual charge1.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price123.05
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeBVY8
Amundi Absolute Volatility Euro Equities AHC Cap CHF
Initial charge4.5%
Annual charge1.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price88.29
CurrencyCHF
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeA0SH
Amundi Absolute Volatility Euro Equities AHC Cap EUR
Initial charge4.5%
Annual charge1.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price81.46
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeA0SG
Amundi Absolute Volatility Euro Equities AHG Dis EUR
Initial charge4.5%
Annual charge1.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price113.48
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code00VF
Amundi Absolute Volatility Euro Equities AHG Dis GBP
Initial charge4.5%
Annual charge1.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price96.88
CurrencyGBP
Price updated07/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeI2D9
Amundi Absolute Volatility Euro Equities FE Cap EUR
Initial charge-
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price88.32
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeA0LM
Amundi Absolute Volatility Euro Equities H Cap EUR
Initial charge1%
Annual charge1.8%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price128.83
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJ374
Amundi Absolute Volatility Euro Equities IE Cap EUR
Initial charge2.5%
Annual charge0.7%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1458.72
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJ377
Amundi Absolute Volatility Euro Equities IE Dis EUR
Initial charge2.5%
Annual charge0.7%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price958.11
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeKBA4
Amundi Absolute Volatility Euro Equities IHC Cap CHF
Initial charge2.5%
Annual charge0.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price913.56
CurrencyCHF
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeA0LO
Amundi Absolute Volatility Euro Equities IHC Cap EUR
Initial charge2.5%
Annual charge0.7%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price842.88
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeA0LN
Amundi Absolute Volatility Euro Equities IHG Dis EUR
Initial charge2.5%
Annual charge0.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1184.39
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi code016L
Amundi Absolute Volatility Euro Equities IHG Dis GBP
Initial charge2.5%
Annual charge0.7%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1011.17
CurrencyGBP
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeGSX3
Amundi Absolute Volatility Euro Equities IHG0 Dis EUR
Initial charge-
Annual charge0.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1229.38
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi code016K
Amundi Absolute Volatility Euro Equities IHG0 Dis GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1049.58
CurrencyGBP
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFII5
Amundi Absolute Volatility Euro Equities ME Cap EUR
Initial charge2.5%
Annual charge0.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price127.2
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeDMF6
Amundi Absolute Volatility Euro Equities RE Cap EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price101.69
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFDZN
Amundi Absolute Volatility Euro Equities SE Cap EUR
Initial charge3%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price132.42
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJ375
Data provided by

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