Fund: AMARMSC

AMUNDI FUNDS ABSOLUTE RETURN MULTI-STRATEGY - A CZK Hgd (C)
LU1882439240
09-11-2015
Balanced
Balanced - Total return - CZK
Amundi Luxembourg SA
Amundi SGR S.p.A.
CZK
25,000
4.5%
To seek achieve a positive return in all types of market conditions over the recommended holding period. The Sub-Fund invests, directly or indirectly, in a broad range of securities from around the world, including emerging markets. These investments may include government and corporate bonds of any maturity, equities, convertible bonds and money market securities. The Sub-Fund may also seek exposure to commodities, real estate, and currencies. The Sub-Fund may invest up to 50% of its assets in equities and up to 25% in convertible bonds (including up to 10% in contingent convertible bonds). The Sub-Fund's investments will mainly be denominated in euro, other European currencies, U.S. dollar or Japanese yen. The Sub-Fund makes extensive use of derivatives to reduce various risks, for efficient portfolio management and as a way to gain exposure (long or short) to various assets, markets or other investment opportunities (including derivatives which focus on credit, equities, interest rates, foreign exchange, volatility and inflation). The Sub-Fund may use derivatives to gain exposure to loans up to a maximum of 20% of its assets. The investment manager first constructs a macro strategy portfolio to provide a return not correlated to any market, and then overlays this with an investment strategy to generate excess return. The accumulation share automatically retains, and re-invests, all attributable income within the Sub-Fund; thereby accumulating value in the price of the accumulation shares.
EIC Fund Rating (2020)
Rok Rated portolio Ref. ccy Rating category Rf (p.a.) Rm (p.a.) Return (p.a.) Correlation Beta Alpha (p.a.) Rank Stars
2020 AMARMSC CZK BAL-TR-CZK 0.7659% -5.14% 5.28% 0.39 0.32 6.42% 2/6
2019 AMARMSC CZK BAL-TR-CZK 1.9165% 11.00% 4.85% 0.38 0.33 -0.08% 3/6
1,176.7100
23-12-2024
-1.0711%
1M 3M 6M 9M 1R 3R p.a. 5R p.a. 7R p.a. 10R p.a. od vnizku p.a.
Výkonnosť fondu -0.40% 0.44% 3.16% 4.01% 6.71% 2.34% 2.77% - - N/A
Priemerná výkonnosť (36 meraní) 0.14% 1.24% - - -
Volatilita od priemernej výkonnosti 2.24% 8.43% - - -
Rozloženie aktív
Long Short Net
Stock 11.73% 1.81% 9.91%
Bond 65.33% 14.09% 51.24%
Other 11.79% 1.24% 10.55%
Cash 218.20% 189.90% 28.30%
Veľkosť fondu
Aktíva5,601 mil.
Počet akcíí40
Počet dlhopisov455
Nákladovosť fondu
Priebež. popl.1.45
 z toho Mng. popl.1.05
Výk. prémia
Trans. popl.
Výnosovosť fondu
Dividenda
Dividendový výnos
Rozhodný dátum
Frekvencia výplaty
Akciové portfólio
Giant 5.06%
Large 2.78%
Medium 1.31%
Small 0.53%
Micro 0.03%
P/E12.73%
P/BV4.14%
Sektorové rozloženie
Basic Materials 0.31%
Consumer Cyclical 1.36%
Financial Services 0.45%
Real Estate 0.01%
Consumer Defensive 0.16%
Healthcare 1.67%
Utilities 0.02%
Communication Services 1.28%
Energy 0.02%
Industrials 0.98%
Technology 3.47%
Dlhopisové portfólio
Government 16.58
Corporate 38.81
Mortgage 0.12
Derivatives 24.69
Výnos do splatnosti p.a.
Modifikovaná durácia
Kreditné rozloženie
AAA 8.35
AA 5.40
A 17.43
BBB 18.67
BB 24.36
B 7.24
Below B 1.58
Not Rated 16.97
Regionálne rozloženie
United States 4.48%
Canada 0.24%
Latin America 0.00%
United Kingdom 0.52%
Eurozone 2.16%
Europe - ex Euro 0.91%
Europe - Emerging 0.00%
Africa
Middle East 0.02%
Japan 1.34%
Australasia 0.00%
Asia - Developed 0.03%
Asia - Emerging 0.01%
Emerging Market 0.01%
Developed Country 9.71%
Not Classified
Top 10 pozícií
SpoločnosťSubsektorVáha SpoločnosťSubsektorVáha
Germany (Federal Republic Of) 0% 5.03% Amundi Physical Gold ETC C 4.04%
Italy (Republic Of) 2.51% Italy (Republic Of) 2.51%
Invesco Bloomberg Commodity ETF 2.45% Amundi Euro Liquidity-Rated SRI I2 2.08%
France (Republic Of) 1.75% 1.91% La Banque Postale 3.5% 1.39%
Belgium (Kingdom Of) 0.5% 1.26% Amundi MSCI Rob&AI ESG Scr UCITS ETF Acc 1.26%