Fact sheet: Amundi Abs Volat WldEqs

Fund information

Fund name
Amundi Absolute Volatility World Equities MU Cap EUR
Fund company manager
Amundi Asset Management
Fund type
SIB
Fund manager(s)
Gilbert Keskin
since 15/11/2007
Eric Hermitte
since 15/11/2007
Fund objective
The sub-fund aims 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 USD LIBOR 1-month index + 3% a year over any given 3- year period, while offering controlled risk exposure.
Benchmark
NYSE Arca Gold Miners Index
Investment style
Absolute Return
Investment method
Shares

Quick stats

1 Year return

-22.46 %

1 Year rank in sector

138/138

Sector

FO Absolute Return

Yield
-
Fund size

£ 914.8 m

FE Risk score

104

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    89.96%
  • Money Market
    10.04%
  • Options
    37%
  • Others
    30.2%
  • Short Term Asset Backed
    12.66%
  • Money Market
    10.04%
  • Mutual Funds
    9.42%
  • International Equities
    89.96%
  • Money Market
    10.04%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.59 %-17.54 %-22.46 %-11.11 %-21.25 %
Sector0.31 %1.28 %2.73 %4.96 %9.59 %
Rank within sector138 / 154149 / 149138 / 13899 / 10166 / 68
Quartile th4 th4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-24.55 %2.18 %9.22 %10.82 %-16.01 %
Sector2.59 %0.66 %0.69 %1.2 %3.58 %
Rank within sector144 / 14443 / 1298 / 1125 / 8771 / 71
Quartile th4 th2 nd1 st1 st4 th

Risk statistics

Alpha-0.4
Beta-1.88
Sharpe-0.01
Volatility11.67
Tracking error12.29
Information ratio-0.35
R-Squared0.08

Price movement

52 week high83.19
52 week low61.81
Current bid price0
Current offer price0
Current mid price62.02

Holdings by region

  • 89.96% International
  • 10.04% Money Market

Holdings by sector

  • 37% Options
  • 30.2% Others
  • 12.66% Short Term Asset Backed
  • 10.04% Money Market
  • 9.42% Mutual Funds
  • 4.02% Commercial Paper
  • -3.34% Foreign Exchange

Holdings by asset type

  • 89.96% International Equities
  • 10.04% Money Market

Individual holdings

  • 7% CDN 20/12/17 NATEXS EUR V OIS +0.16
  • 5.7% AMUNDI ASSET MANAGEMENT
  • 5.4% CDN 18/12/17 BNPP EUR V OIS +0.07
  • 5.4% CDN 21/06/18 CFCICU EUR V OIS +0.04
  • 4% RCP 08/12/17 ENGIE EUR F -0.32
  • 3.9% CDN 23/11/17 BFCM EUR V OIS +0.15
  • 3.9% CDN 23/11/17 BPCESA EUR V OIS +0.19
  • 3.4% AMUNDI LUXEMBOURG SA
  • 3.1% C.PAP. ENGIE 201217