Fund: AMARMSE

AMUNDI FUNDS ABSOLUTE RETURN MULTI-STRATEGY - A EUR (C)
LU1882439323
12-12-2008
Balanced
Balanced - Total return - EUR
Amundi Luxembourg SA
Amundi SGR S.p.A.
EUR
100
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 AMARMSE EUR BAL-TR-EUR -0.5748% -0.55% 4.47% 0.73 0.73 5.02% 11/23
2019 AMARMSE EUR BAL-TR-EUR -0.4977% 7.96% 2.89% 0.44 0.45 -0.42% 15/23
60.3000
26-07-2024
-0.2976%
1M 3M 6M 9M 1R 3R p.a. 5R p.a. 7R p.a. 10R p.a. od vnizku p.a.
Výkonnosť fondu 0.25% 1.12% 2.69% 10.26% 6.12% -2.36% 0.05% - - N/A
Priemerná výkonnosť (36 meraní) -0.19% -2.70% - - -
Volatilita od priemernej výkonnosti 2.23% 8.68% - - -
Rozloženie aktív
Long Short Net
Stock 13.36% 1.59% 11.77%
Bond 82.98% 12.50% 70.49%
Other 12.94% 2.66% 10.28%
Cash 123.73% 116.27% 7.47%
Veľkosť fondu
Aktíva491 mil.
Počet akcíí44
Počet dlhopisov551
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 5.82%
Large 3.71%
Medium 1.36%
Small 0.54%
Micro 0.31%
P/E9.48%
P/BV2.40%
Sektorové rozloženie
Basic Materials 0.83%
Consumer Cyclical 1.73%
Financial Services 3.14%
Real Estate 0.01%
Consumer Defensive 0.63%
Healthcare 1.01%
Utilities 0.10%
Communication Services 0.32%
Energy 0.03%
Industrials 1.06%
Technology 2.87%
Dlhopisové portfólio
Government 25.77
Corporate 43.85
Mortgage 0.53
Derivatives 8.08
Výnos do splatnosti p.a.
Modifikovaná durácia
Kreditné rozloženie
AAA 15.64
AA 1.75
A 11.42
BBB 30.87
BB 23.82
B 6.19
Below B 1.04
Not Rated 9.27
Regionálne rozloženie
United States 5.17%
Canada 0.53%
Latin America 0.00%
United Kingdom 0.52%
Eurozone 3.06%
Europe - ex Euro 0.82%
Europe - Emerging 0.00%
Africa
Middle East 0.01%
Japan 1.55%
Australasia 0.00%
Asia - Developed 0.04%
Asia - Emerging 0.02%
Emerging Market 0.02%
Developed Country 11.71%
Not Classified
Top 10 pozícií
SpoločnosťSubsektorVáha SpoločnosťSubsektorVáha
Germany (Federal Republic Of) 10.63% Amundi Physical Gold ETC C 3.21%
Invesco Bloomberg Commodity ETF 3.12% La Banque Postale 3.5% 1.3%
Secretaria Tesouro Nacional 1% 1.21% Amundi MSCI Rob&AI ESG Scr UCITS ETF Acc 1.2%
Is20240814_us Cpi Ai Nsa/1.787 0.92% Secretaria Tesouro Nacional 1% 0.81%
iShares Automation&Robotics ETF USD Acc 0.79% Mexico (United Mexican States) 7.5% 0.78%