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 | €31.5m |
| Fund AUM (GBP) | £27m |
| Fund AUM as of | 31 October 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
