Fact sheet: Amundi AbslGblMacBdCurLoV

Fund information
Fund name
Amundi Absolute Global Macro Bonds & Currencies Low Vol ME Cap EUR
Fund manager company
Amundi
Fund type
Offshore Fund
Fund managers
  • Christophe Chappuissince 17/04/2005
  • Plans Marcsince 02/05/2010
  • Castaladi Fabiosince 24/04/2013
Fund objective
The objective of the fund is, after deduction of on-going charges, to outperform the EONIA daily capitalized reference indicator, (we already mentioned after charges) over a minimum investment horizon of 1 year.
Benchmark
  • Capitalized EONIA
Investment style
Macro
Investment method
Fixed Interest
Quick stats
1 Year return
-0.9%
1 Year rank in sector
19/23
Sector
FO Hedge/Stru Prod - Fixed Int
Yield
-
Fund size
£129m (£149m 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.
67
Top in this sector
Fund name1 Year
TCA Global Credit LP8.6%
III Relative Val Credit Strats6.4%
Prestige Alternative Finance5%
Lyxor European Senior Debt4.8%
Man IP 220 GLG USD Gtd Bds3.4%
...more in FO Hedge/Stru Prod - Fixed Int

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.5%-0.7%-0.6%-0.9%-0.5%3.3%
Sector0.2%0.8%0.9%0.5%-12.7%-12.1%
Rank within sector11 / 1619 / 2320 / 2319 / 2313 / 1611 / 14
Quartile3rd4th4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-0.8%-0.2%0.4%0.9%2.6%
Sector1.3%-14.4%0.6%-5.7%6.2%
Rank within sector19 / 2315 / 2112 / 1611 / 1511 / 14
Quartile4th3rd3rd3rd4th
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.
0.11
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.
0.02
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%.
0.69
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.
6.24
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.
0.71
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.
0.02
Price movement
52 week high110.94
52 week low109.81
Current bid price-
Current offer price-
Current mid price109.9
Region
1USA31.71%
2Others24.6%
3Germany15.17%
4Italy7.74%
5Mexico4.41%
6International3.99%
7France3.68%
8Sweden3.47%
9UK2.68%
Industry sector
1Alternative Assets100%
Asset type
1Alternative Investment Strategies100%
Individual holdings
No data available.
Management
Fund manager group
Amundi
Fund manager company
Amundi
Fund type
Offshore Fund
Fund objective
The objective of the fund is, after deduction of on-going charges, to outperform the EONIA daily capitalized reference indicator, (we already mentioned after charges) over a minimum investment horizon of 1 year.
Benchmark
  • Capitalized EONIA
Investment style
Macro
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Christophe Chappuis17/04/2005Christophe Chappuis started his career in 2005 at CAAM (now Amundi) in London as a Middle Office Assistant. He was appointed Cash Manager in 2006 and then Portfolio Manager within the Absolute Return team in 2010. In 2013, he joined the New York office to implement the global aggregate strategy for US clients. Christophe joined H2O AM LPP in October 2014 as an Equity PM. He holds a MSc in Finance and Corporate Strategy from Napier University (Edinburgh).
Plans Marc02/05/2010Mr. Marc Plans serves as a Portfolio Manager at Amundi Luxembourg S.A., Amundi Funds - Absolute Global Macro 2 and Amundi Capital - Var 8 Bonds And Currencies. Mr. Plans serves as a Portfolio Manager at Amundi Capital - Multi Asset Protected, Amundi Funds - Arbitrage Var 2 (GBP) , Amundi Funds Absolute Var 2 (USD), Amundi Capital - Var 2 (EUR), Amundi Capital - Var 2 (USD) and Amundi Capital - Var 8 (USD).
Castaladi Fabio24/04/2013
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, Denmark, Spain, Finland, France, United Kingdom, Greece, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Portugal, Singapore, Sweden
Amundi Absolute Global Macro Bonds & Currencies Low Vol AE Cap EUR
Initial charge4.5%
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price113.84
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeWT96
Amundi Absolute Global Macro Bonds & Currencies Low Vol AE Dis EUR
Initial charge4.5%
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price96.51
CurrencyEUR
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeOW98
Amundi Absolute Global Macro Bonds & Currencies Low Vol AHG Cap EUR
Initial charge4.5%
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price115.69
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code07MU
Amundi Absolute Global Macro Bonds & Currencies Low Vol AHG Cap GBP
Initial charge4.5%
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price98.23
CurrencyGBP
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code08AS
Amundi Absolute Global Macro Bonds & Currencies Low Vol AU 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 price112.66
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0ZBY
Amundi Absolute Global Macro Bonds & Currencies Low Vol AU USD
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 price119.51
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0ZBX
Amundi Absolute Global Macro Bonds & Currencies Low Vol BU 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 price94.12
CurrencyEUR
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code0ZC0
Amundi Absolute Global Macro Bonds & Currencies Low Vol BU USD
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 price99.84
CurrencyUSD
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code0ZBZ
Amundi Absolute Global Macro Bonds & Currencies Low Vol FE Cap EUR
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price95.98
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code07MW
Amundi Absolute Global Macro Bonds & Currencies Low Vol FH 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 price95.77
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0ZC2
Amundi Absolute Global Macro Bonds & Currencies Low Vol FH USD
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 price101.6
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0ZC1
Amundi Absolute Global Macro Bonds & Currencies Low Vol H Cap EUR
Initial charge4.5%
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 price108.94
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeTQ07
Amundi Absolute Global Macro Bonds & Currencies Low Vol IE Cap EUR
Initial charge2.5%
Annual charge0.3%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1187.07
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeWT98
Amundi Absolute Global Macro Bonds & Currencies Low Vol IHG Cap EUR
Initial charge-
Annual charge-
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1166.44
CurrencyEUR
Price updated04/04/2013
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code07MY
Amundi Absolute Global Macro Bonds & Currencies Low Vol IHG Cap 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 price989.44
CurrencyGBP
Price updated04/04/2013
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code08AT
Amundi Absolute Global Macro Bonds & Currencies Low Vol ME Cap EUR
Initial charge2.5%
Annual charge0.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price109.9
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeDMD0
Amundi Absolute Global Macro Bonds & Currencies Low Vol OR Acc 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 price1008.14
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFFPW
Amundi Absolute Global Macro Bonds & Currencies Low Vol SE Cap EUR
Initial charge3%
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price112.36
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeWT97
Amundi Absolute Global Macro Bonds & Currencies Low Vol SU EUR
Initial charge3%
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 price111.3
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0ZC4
Amundi Absolute Global Macro Bonds & Currencies Low Vol SU USD
Initial charge3%
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 price118.06
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0ZC3
Data provided by

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