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Amundi Dynarbitrage Volatilite - I (C)

Ranked 16 out of 25 in - Volatility Trading over 12 months
All calculations are in EUR unless stated

Objective

By subscribing to the fund, you invest in the interest rate market , currency and equity, in an investment that seeks positive returns in any market condition. The objective is to outperform the EONIA after taking into account its ongoing charges, while performing a check through the Value at Risk (VaR). A comprehensive and accurate risk monitoring is done through the VaR. The Fund is managed with a continuous Maximum annual ex-ante VaR (estimated) 4%: statistically, and under normal conditions market portfolio is constructed so as not to drop more than 4% year on year with a probability 95%.

Showing fund performance in Latvia View performance globally

Performance

Volatility Trading over : 31/10/2016 - 31/10/2017

Total Return

Quarterly Performance

to 29/09/2017 Annual Q1 Q2 Q3 Q4
2017 0.4% 0.2% 0.3%
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 size24Mn
  • Base currencyEUR
  • ISIN FR0010144568

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).