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

-28.73 %

1 Year rank in sector

135/135

Sector

FO Absolute Return

Yield
-
Fund size

£ 747.6 m

FE Risk score

107

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    41.33%
  • Eurozone
    28.28%
  • USA
    17.15%
  • Japan
    10.11%
  • Hong Kong
    2.77%
  • Others
    55.69%
  • A
    43.93%
  • AA
    0.38%
  • International Equities
    89.67%
  • Money Market
    10.33%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-6.33 %-13.8 %-28.73 %-26.18 %-25.33 %
Sector0.83 %1.37 %2.93 %4.42 %8.89 %
Rank within sector146 / 146144 / 144135 / 135102 / 10263 / 64
Quartile th4 th4 th4 th4 th4 th

Calendar performance

YTD-20182017201620152014
Fund-4.37 %-27.37 %2.18 %9.22 %10.82 %
Sector0.66 %2.62 %0.66 %0.69 %1.2 %
Rank within sector146 / 146134 / 13443 / 1188 / 1024 / 81
Quartile th4 th4 th2 nd1 st1 st

Risk statistics

Alpha-4.18
Beta-1.58
Sharpe-0.01
Volatility11.26
Tracking error11.8
Information ratio-0.68
R-Squared0.06

Price movement

52 week high80.16
52 week low57.09
Current bid price0
Current offer price0
Current mid price57.09

Holdings by region

  • 41.33% France
  • 28.28% Eurozone
  • 17.15% USA
  • 10.11% Japan
  • 2.77% Hong Kong
  • 1.85% Netherlands
  • 0.94% Luxembourg
  • 0.01% Singapore
  • -0.31% Switzerland
  • -0.38% Australia

Holdings by sector

  • 55.69% Others
  • 43.93% A
  • 0.38% AA

Holdings by asset type

  • 89.67% International Equities
  • 10.33% Money Market

Individual holdings

  • 8.18% CDN 20/12/17 NATEXS EUR V OIS +0.16
  • 6.36% CDN 21/06/18 CFCICU EUR V OIS +0.04
  • 6.35% CDN 18/12/17 BNPP EUR V OIS +0.07
  • 4.73% RCP 08/12/17 ENGIE EUR F -0.32
  • 4.6% CDN 23/11/17 BFCM EUR V OIS +0.15
  • 4.6% CDN 23/11/17 BPCESA EUR V OIS +0.19
  • 3.64% C.PAP. ENGIE 201217
  • 1.82% CDN 09/01/18 ING BK EUR V OIS +0.13
  • 1.59% AMUNDI ASSET MANAGEMENT