Fact sheet: Amundi Global Macro Forex

Fund information

Fund name
Amundi Global Macro Forex FE Cap EUR
Fund company manager
Amundi Asset Management
Fund type
SIB
Fund manager(s)
James Kwok
since 24/06/2011
Fund objective
The sub-fund is mainly invested in money market instruments, fixed income securities and foreign exchanges. For the purposes of efficient portfolio management, the fund uses various derivative instruments, which includes forwards, futures, options and swaps in the currency market. Targeted currencies are liquid enough to enable easy access and exit from the position.
Benchmark
EONIA
Investment style
Macro
Investment method
Money Market

Quick stats

1 Year return

0.25 %

1 Year rank in sector

5/8

Sector

FO Hedge/Stru Prod - Currency

Yield
-
Fund size

£ 593.8 m

FE Risk score

80

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    100%
  • Global Fixed Interest
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.17 %-0.86 %0.25 %2.75 %1.24 %
Sector0.16 %-0.8 %-1.35 %-0.04 %-4.65 %
Rank within sector5 / 85 / 85 / 85 / 63 / 4
Quartile th3 rd3 rd3 rd4 th3 rd

Calendar performance

YTD-20182017201620152014
Fund0.29 %0.22 %0.23 %-1.54 %-0.77 %
Sector0.15 %-2.05 %1.33 %0.38 %2.17 %
Rank within sector3 / 85 / 83 / 64 / 54 / 4
Quartile th2 nd3 rd2 nd4 th4 th

Risk statistics

Alpha-0.36
Beta-0.18
Sharpe-0
Volatility2.34
Tracking error2.9
Information ratio-0.09
R-Squared0.01

Price movement

52 week high103.02
52 week low101.01
Current bid price0
Current offer price0
Current mid price101.52

Holdings by region

  • 100% International

Holdings by sector

-

Holdings by asset type

  • 100% Global Fixed Interest

Individual holdings

-