Fact sheet: Amundi AbslGblMacBdCurLoV

Fund information

Fund name
Amundi Absolute Global Macro Bonds & Currencies Low Vol ME Cap EUR
Fund company manager
Amundi Asset Management
Fund type
SIB
Fund manager(s)
Christophe Chappuis
since 18/04/2005
Plans Marc
since 03/05/2010
Castaladi Fabio
since 25/04/2013
Fund objective
The objective of the fund is, after deduction of on-going charges, to outperform the EONIA daily capitalized reference indicator, over a minimum investment horizon of 1 year. The funds pre-defined risk budget is maintained within a maximum ex-ante weekly volatility of 0.25% and targets an annualised ex post objective of between 1% and 2%. To achieve these goals, the portfolio management team blends strategic “topdown”, security specific “Bottom-up” views with short term tactical management. Strategies may be both directional and relative value in nature and cover developed and developing fixed income and currency markets.
Benchmark
Capitalized EONIA
Investment style
Macro
Investment method
Fixed Interest

Quick stats

1 Year return

-0.14 %

1 Year rank in sector

25/30

Sector

FO Hedge/Stru Prod - Fixed Int

Yield
-
Fund size

£ 107.4 m

FE Risk score

78

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    31.04%
  • Others
    19.33%
  • Germany
    17.13%
  • Italy
    9.93%
  • France
    6.75%
  • Alternative Assets
    100%
  • Alternative Investment Strategies
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.04 %0.23 %-0.14 %-0.29 %1.16 %
Sector0.47 %1.36 %2.88 %-10.56 %-14.59 %
Rank within sector21 / 3122 / 3325 / 3017 / 2420 / 22
Quartile th3 rd3 rd4 th3 rd4 th

Calendar performance

YTD-20172016201520142013
Fund0.16 %-0.57 %-0.2 %0.44 %0.9 %
Sector2.27 %1.7 %-14.45 %0.63 %-5.68 %
Rank within sector26 / 3223 / 2920 / 2619 / 2211 / 22
Quartile th4 th4 th4 th4 th2 nd

Risk statistics

Alpha-0.22
Beta0.02
Sharpe-0
Volatility0.75
Tracking error6.29
Information ratio0.63
R-Squared0.01

Price movement

52 week high110.63
52 week low109.86
Current bid price0
Current offer price0
Current mid price110.36

Holdings by region

  • 31.04% USA
  • 19.33% Others
  • 17.13% Germany
  • 9.93% Italy
  • 6.75% France
  • 3.97% Sweden
  • 3.31% Portugal
  • 2.86% Australia
  • 2.86% Mexico
  • 2.82% Netherlands

Holdings by sector

  • 100% Alternative Assets

Holdings by asset type

  • 100% Alternative Investment Strategies

Individual holdings

-