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Amundi Dynarbitrage Volatilite - I (C)

Ranked 11 out of 25 in - Volatility Trading over 12 months
All calculations are in EUR unless stated

Objective

The objective of the fund is identical to that of the master fund AMUNDI FUNDS ABSOLUTE VOLATILITY ARBITRAGE whose objective is to offer a positive return whatever the market conditions (absolute performance strategy). The sub-fund aims in particular to outperform (after deduction of applicable fees) the EONIA index (capitalized daily) over a given period of 2 years, following a controlled exposure to risks. As an indication, given the risk profile, the return is expected to exceed EONIA by 2% per annum (before deduction of applicable fees). The sub-fund aims not to exceed a VaR (Value at risk) of 4% (ex-ante VaR over 12 months of 95%).

Showing fund performance in Latvia View performance globally

Performance

Volatility Trading over : 31/05/2017 - 31/05/2018
  • Rank 11/25 Total Return
  • Rank 2/25 Standard Deviation
  • Rank 6/25 Max Drawdown
Fund Name Currency Return
9 HSBC Rendite Substanz AC EUR

0.2%

10 PARAGON UI AK I EUR

-0.3%

11 Amundi Dynarbitrage Volatilite - I (C)

Currency exposure is hedged

Currency exposure is hedged

EUR

-0.7%

12 Amundi Fds Absolute Volatility Arbitrage - AE (C) EUR

-0.7%

13 Celest Volatility Strategy - Andromeda Cap EUR

-0.8%

Fund Name Currency Loss
4 Berenberg DyMACS Volatility Premium AK R EUR

-0.8%

5 Liberbank Renta Fija Flexible A, FI EUR

-1.5%

6 Amundi Dynarbitrage Volatilite - I (C)

Currency exposure is hedged

Currency exposure is hedged

EUR

-1.5%

7 Amundi Fds Absolute Volatility Arbitrage - AE (C) EUR

-1.5%

8 OptoFlex P EUR

-1.8%

Total Return

Quarterly Performance

to 31/03/2018 Annual Q1 Q2 Q3 Q4
2018 -1.4%
2017 0.8% 0.4% 0.2% 0.3% -0.1%
2016 -0.1% -0.3% -0.6% 0.7% 0.0%
2015 -0.1% 0.1% 0.3% -0.9% 0.5%
2014 -0.3% 0.1% 0.2% -0.4% -0.3%
2013 -0.5% 0.2% -1.9% 0.4% 0.8%
2012 1.9% 0.4% 0.6% 0.0% 0.9%
2011 0.3% 0.5% 0.7% -1.5% 0.6%
2010 1.3% 0.3% 0.0% 0.6% 0.4%
2009 2.2% 1.3% 0.4% 0.4% 0.2%
2008 6.6% 1.5% 0.9% 1.7% 2.3%
2007 4.5% 1.2% 1.1% 1.1% 1.0%
2006 3.5% 0.5% 1.3% 1.0% 0.6%
2005 2.3% 0.1% 0.1% 1.3% 0.7%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. France
  2. Spain

Fund Info

  • Launch date29/12/2004
  • Share Class size19Mn
  • Base currency
  • ISIN FR0010144568
  • Currency exposure is hedged

Purchase Info

  • Min. initial investment5
  • Min. regular additional investment1

Charges

  • Initial investment0

Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in the currency and currencies indicated).