Fact sheet: Amundi Abs VolArbtrg

Fund information

Fund name
Amundi Absolute Volatility Arbitrage AE Cap EUR
Fund company manager
Amundi Asset Management
Fund type
SIB
Fund manager
Eric Hermitte
since 03/10/2005
Fund objective
Amundi Funds Absolute Volatility Arbitrage targets a yearly yield of capitalised EONIA plus 2% net of costs, with a maximum ex-ante VaR of 4%. In pursuit of this aim the investment team carries out volatility arbitrage on shares, currencies, convertible bonds and interest rates. These investment strategies are implemented by means of derivatives used for the purposes of arbitrage, hedging and/or exposure. The minimum investment horizon is two years.
Benchmark
Capitalized EONIA
Investment style
Volatility Arbitrage
Investment method
Mixed

Quick stats

1 Year return

0.98 %

1 Year rank in sector

97/151

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 47.3 m

FE Risk score

77

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    100%
  • Alternative Investment Strategies
    100%
  • Alternative Investment Strategies
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.21 %0.76 %0.98 %-0.08 %-1.14 %
Sector0.83 %1.57 %2.91 %2.6 %8.05 %
Rank within sector113 / 15398 / 16797 / 15169 / 10265 / 76
Quartile th3 rd3 rd3 rd3 rd4 th

Calendar performance

YTD-20172016201520142013
Fund0.86 %-0.16 %-0.31 %-0.84 %-1.25 %
Sector2.64 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector114 / 16167 / 13052 / 10679 / 9158 / 80
Quartile th3 rd3 rd2 nd4 th3 rd

Risk statistics

Alpha-0.17
Beta0.19
Sharpe-0
Volatility1.37
Tracking error2.06
Information ratio-0.37
R-Squared0.08

Price movement

52 week high116.16
52 week low114.92
Current bid price0
Current offer price0
Current mid price116.16

Holdings by region

  • 100% International

Holdings by sector

  • 100% Alternative Investment Strategies

Holdings by asset type

  • 100% Alternative Investment Strategies

Individual holdings

-