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Amundi Dynarbitrage Volatilite - I (C)

Ranked 13 out of 26 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 : 31/08/2017 - 31/08/2018
  • Rank 13/26 Total Return
  • Rank 2/26 Standard Deviation
  • Rank 5/26 Max Drawdown
Fund Name Currency Return
11 PARAGON UI AK I EUR

0.1%

12 Nordlux Pro Fondsmanagement - Nordlux Strategie A EUR

-0.6%

13 Amundi Dynarbitrage Volatilite - I (C)

Currency exposure is hedged

Currency exposure is hedged

EUR

-0.8%

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

-0.8%

15 KJL Vega-Strategie - S EUR

-1.4%

Fund Name Currency Risk
1 HSBC Rendite Substanz AC EUR

0.7

2 Amundi Dynarbitrage Volatilite - I (C)

Currency exposure is hedged

Currency exposure is hedged

EUR

1.0

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

1.1

4 Berenberg DyMACS Volatility Premium AK R EUR

1.3

5 QCP Funds - Riskprotect EUR

1.6

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

-0.8%

5 Amundi Dynarbitrage Volatilite - I (C)

Currency exposure is hedged

Currency exposure is hedged

EUR

-1.5%

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

-1.5%

7 OptoFlex P EUR

-1.8%

Total Return

Quarterly Performance

to 30/06/2018 Annual Q1 Q2 Q3 Q4
2018 -1.4% 0.4%
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 size18Mn
  • Base currency
  • ISIN FR0010144568
  • Currency exposure is hedged

Purchase Info

  • Min. initial investment5
  • Min. regular additional investment1

Charges

  • Initial investment0.00%

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