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
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

-19.29 %

1 Year rank in sector

141/141

Sector

FO Absolute Return

Yield
-
Fund size

£ 746.6 m

FE Risk score

99

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    84.67%
  • Money Market
    15.33%
  • Options
    34.18%
  • Others
    29.92%
  • Money Market
    15.33%
  • Short Term Asset Backed
    10.67%
  • Mutual Funds
    9.66%
  • International Equities
    84.67%
  • Money Market
    15.33%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-6.01 %-17.83 %-19.29 %2.04 %-25.16 %
Sector0.12 %1.75 %2.84 %3.55 %10.24 %
Rank within sector154 / 154151 / 151141 / 14148 / 9868 / 69
Quartile th4 th4 th4 th2 nd4 th

Calendar performance

YTD-20172016201520142013
Fund-20.71 %2.18 %9.22 %10.82 %-16.01 %
Sector2.06 %0.66 %0.69 %1.2 %3.58 %
Rank within sector150 / 15044 / 1308 / 1134 / 8872 / 72
Quartile th4 th2 nd1 st1 st4 th

Risk statistics

Alpha4.73
Beta-1.81
Sharpe-0
Volatility11.43
Tracking error12.04
Information ratio0.09
R-Squared0.08

Price movement

52 week high83.19
52 week low65.16
Current bid price0
Current offer price0
Current mid price65.18

Holdings by region

  • 84.67% International
  • 15.33% Money Market

Holdings by sector

  • 34.18% Options
  • 29.92% Others
  • 15.33% Money Market
  • 10.67% Short Term Asset Backed
  • 9.66% Mutual Funds
  • 3.98% Commercial Paper
  • -3.74% Foreign Exchange

Holdings by asset type

  • 84.67% International Equities
  • 15.33% Money Market

Individual holdings

-