Fact sheet: Amundi Abs Volat EurEq

Fund information

Fund name
Amundi Absolute Volatility Euro Equities ME Cap EUR
Fund company manager
Amundi Asset Management
Fund type
SIB
Fund objective
The sub-fund aims to achieve a positive return in any type of market condition (absolute return strategy). Speci?cally, the sub-fund seeks to outperform (after applicable fees) the EONIA (compounded daily) index + 3% a year over any given 3- year period, while o?ering controlled risk exposure.
Benchmark
No Specified Index
Investment style
Absolute Return
Investment method
Shares

Quick stats

1 Year return

-14.44 %

1 Year rank in sector

135/136

Sector

FO Absolute Return

Yield
-
Fund size

£ 1.8 b

FE Risk score

96

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    98.99%
  • Money Market
    1.01%
  • Options
    43.85%
  • Others
    39.92%
  • Mutual Funds
    9.77%
  • Short Term Asset Backed
    5.42%
  • Money Market
    1.01%
  • Alternative Assets
    98.99%
  • Money Market
    1.01%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.66 %-8.25 %-14.44 %-6.92 %-21.23 %
Sector0.18 %1.21 %2.36 %3.34 %9.54 %
Rank within sector143 / 153146 / 149135 / 13689 / 9762 / 64
Quartile th4 th4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-13.07 %0.62 %3.11 %-0.63 %-10.57 %
Sector2.3 %0.66 %0.69 %1.2 %3.58 %
Rank within sector143 / 14465 / 12830 / 11065 / 8668 / 69
Quartile th4 th3 rd2 nd4 th4 th

Risk statistics

Alpha0.32
Beta-1.9
Sharpe-0
Volatility5.64
Tracking error6.89
Information ratio-0.43
R-Squared0.37

Price movement

52 week high130.23
52 week low110.76
Current bid price0
Current offer price0
Current mid price110.76

Holdings by region

  • 98.99% Europe
  • 1.01% Money Market

Holdings by sector

  • 43.85% Options
  • 39.92% Others
  • 9.77% Mutual Funds
  • 5.42% Short Term Asset Backed
  • 1.01% Money Market
  • 0.03% Foreign Exchange

Holdings by asset type

  • 98.99% Alternative Assets
  • 1.01% Money Market

Individual holdings

-