Fact sheet: Amundi Abst Mac For

Fund information
Fund name
Amundi Absolute Macro Forex H Cap EUR
Fund manager company
Amundi
Fund type
Offshore Fund
Fund managers
  • Rajesh Purisince 31/01/2015
  • James Kwoksince 01/05/2011
Fund objective
The sub-fund is mainly invested in money market instruments, fixed income securities and foreign exchanges. For the purposes of efficient portfolio management, the fund uses various derivative instruments, which includes forwards, futures, options and swaps in the currency market. Targeted currencies are liquid enough to enable easy access and exit from the position.
Benchmark
  • EONIA CAPITALISE (BASE 360)
Investment style
Macro
Investment method
Money Market
Quick stats
1 Year return
-1.1%
1 Year rank in sector
4/6
Sector
FO Hedge/Stru Prod - Currency
Yield
-
Fund size
£237m (£239m 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.
64
Top in this sector
Fund name1 Year
Principal GIF GblTmDivAbRt12.7%
CGS FMS Gbl Evl EM Debt & FX12.5%
NB Diversified Curr-
Amundi Abst Mac For-1.1%
GS GblCurrPl Pfl-2.9%
...more in FO Hedge/Stru Prod - Currency

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.1%0.3%-0.5%-1.1%-1%2.7%
Sector-0.3%0.7%1.5%2.1%2.4%-4.4%
Rank within sector4 / 73 / 74 / 74 / 62 / 41 / 4
Quartile3rd2nd3rd3rd2nd1st
Calendar performance
 YTD - 20162015201420132012
Fund-0.2%-1.5%-0.6%3.6%1.7%
Sector1.1%0.4%2.2%-6.5%-1.6%
Rank within sector3 / 64 / 76 / 63 / 64 / 6
Quartile2nd3rd4th2nd3rd
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.
0.03
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.
-0.19
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%.
2.47
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.
3.07
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.
-0.34
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.
0.01
Price movement
52 week high102.28
52 week low100.36
Current bid price-
Current offer price-
Current mid price100.99
Region
1International100%
Industry sector
No data available.
Asset type
1Global Fixed Interest100%
Individual holdings
No data available.
Management
Fund manager group
Amundi
Fund manager company
Amundi
Fund type
Offshore Fund
Fund objective
The sub-fund is mainly invested in money market instruments, fixed income securities and foreign exchanges. For the purposes of efficient portfolio management, the fund uses various derivative instruments, which includes forwards, futures, options and swaps in the currency market. Targeted currencies are liquid enough to enable easy access and exit from the position.
Benchmark
  • EONIA CAPITALISE (BASE 360)
Investment style
Macro
Investment method
Money Market
Fund managers
NameSinceBiography
Rajesh Puri31/01/2015
James Kwok01/05/2011Main
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Denmark, Spain, Estonia, Finland, France, United Kingdom, Gulf Cooperation Council, Greece, Italy, Republic Of Korea, Luxembourg, Netherlands, Norway, Offshore, Singapore, Sweden
Amundi Absolute Macro Forex 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)0.94%
Bid price-
Offer price-
Mid price103.07
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBCN2
Amundi Absolute Macro Forex AE Cap USD
Initial charge4.5%
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.94%
Bid price-
Offer price-
Mid price115.86
CurrencyUSD
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEKF4
Amundi Absolute Macro Forex 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 price101.63
CurrencyEUR
Price updated22/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code07L9
Amundi Absolute Macro Forex AE Dis USD
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 price114.25
CurrencyUSD
Price updated22/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code08M8
Amundi Absolute Macro Forex 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 price100.45
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEKG0
Amundi Absolute Macro Forex FE Cap USD
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 price112.92
CurrencyUSD
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEKG1
Amundi Absolute Macro Forex H Cap EUR
Initial charge1%
Annual charge0.8%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price100.99
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code07LA
Amundi Absolute Macro Forex H Cap USD
Initial charge1%
Annual charge0.8%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price113.52
CurrencyUSD
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code08MF
Amundi Absolute Macro Forex 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 price1052.25
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBCN3
Amundi Absolute Macro Forex IE Cap USD
Initial charge-
Annual charge0.3%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1182.84
CurrencyUSD
Price updated22/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEKF5
Amundi Absolute Macro Forex 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 price104.45
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEKF8
Amundi Absolute Macro Forex ME Cap USD
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 price117.42
CurrencyUSD
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEKF9
Amundi Absolute Macro Forex OE 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 price107.7787
CurrencyEUR
Price updated06/07/2009
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBCN4
Amundi Absolute Macro Forex OE Cap 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 price150.044
CurrencyUSD
Price updated06/07/2009
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEKF6
Amundi Absolute Macro Forex SE Cap EUR
Initial charge3%
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 price102.48
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code07LB
Amundi Absolute Macro Forex SE Cap USD
Initial charge3%
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 price115.19
CurrencyUSD
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code08M9
Data provided by

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