Amundi Global Macro Bonds & Currencies Low Vol


Fund Strategy Macro
Fund Geography Global
Investment Advisor Amundi Asset Management
Portfolio Manager Ryan Myerberg
Fund Currency EUR
Fund AUM €77.6m
Fund AUM (GBP) £67m
Fund AUM as of 30 August 2019
Fund Inception 18 April 2005
Fund Indices AH Macro UCITS Index
Sub Index - RV Macro

Fund Objective

To achieve a positive return in any type of market condition. The sub-fund’s performance comes mainly from investment allocation between various strategies applied on currencies and debt instruments (bonds and money market instruments) of issuers around the world. The investment team uses a wide range of strategic and tactical positions, including arbitrage among volatility, credit, interest rate and currency markets, in assembling a highly diversified portfolio. The sub-fund aims to maintain an ex-post volatility of returns between 1% and 2%, and risk allocation is monitored via a weekly ex-ante volatility of returns that is between 0 and 0.25%.

Reference Index



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