Amundi Absolute Volatility World Equities

Overview

Fund Strategy Volatility Arbitrage
Fund Geography Global
Investment Advisor Amundi Asset Management
Portfolio Manager Gilbert Keskin
Fund Currency USD
Fund AUM $621.4m
Fund AUM (GBP) £470m
Fund AUM as of 28 June 2019
Fund Inception 15 November 2007
Fund Indices AH Volatility Arbitrage UCITS Index

Fund Objective

To achieve a positive return in any type of market condition. The sub-fund seeks to outperform USD LIBOR 1M +3%. The investment team analyses market volatility patterns to determine the direction and extent of its volatility exposure: positive exposure when volatility is low and anticipated to rise, negative exposure when volatility is high and anticipated to decline. It also seeks to benefit from short term fluctuations of volatility (“volatility of the volatility”).

Reference Index

None

Teaser@2x

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