Amundi Funds Absolute Volatility Arbitrage

Overview

Fund Strategy Volatility Arbitrage
Fund Geography Global
Investment Advisor Amundi Asset Management
Portfolio Manager Eric Hermitte
Fund Currency EUR
Fund AUM €32m
Fund AUM (GBP) £28m
Fund AUM as of 31 July 2018
Fund Inception 10 March 2005
Fund Indices AH Volatility Arbitrage UCITS Index

Fund Objective

Using volatility as a source of added value, the investment team seeks to generate absolute return (Eonia + 2.60% gross p.a.) within a pre-determined risk allocation (max. VaR = 4%). To reach this objective, they exploit valuation spreads that may appear in the market. They split their risk budget between four distinct strategies: volatility arbitrages on equity indices, single stocks, convertible bonds and interest rates.

Reference Index

100 % EONIA COMPOUNDED

Teaser@2x

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