Amundi Capital VaR 8 Bonds & Ccy EUR I

The CAAM INVEST – VaR 8 Bonds and Currencies (EUR) sub-fund is structured in such a way as to respect, on a daily basis, an ex-post VaR of 95% with regard to the year-on-year performance objective of less than 8%. This means that statistically, and under normal market conditions, the Sub-fund is constructed so as not to underperform its performance objective by more than 8% over one year with a confidence interval of 95%.
Risk allocation is determined via an annualised ex-ante VaR of 95%, calculated daily, which will be between 0% and 10%.

Key stats

Management firm  Amundi Luxembourg
Fund Status  OBSOLETE
Fund currency  EUR
Net Assets Date  2011-09-30
Net Assets  €24,810,746
Launch Date  2007-11-02
Obsolete Date  2011-10-25
ISIN  LU0324588077
Fund Strategy  Alt - Long/Short Debt
Benchmark  EONIA EUR
Fund Structure  SICAV
UCITS 3 compliant  no

Performance/Volatility

Return Date  2011-09-30
Return - 1 Month  0.37%
Return - 2 Months  -0.82 %
Return - 3 Months  -2.57%
Return - 6 Months  -4.07 %
Return - 9 months  -3.62 %
Return - 12 Months  -3.90%
Annualized return 24 months  0.23 %
Annualized return 36 months  3.64 %
Annualized return 48 months  0.00 %
Annualized return 60 months  0.00 %
Return 120 months  0.00 %
Annualized return since Inception  4.04%
Return YTD  -3.62%

Charges

Initial  0.50 %
Minimum Investment  €100,000
Maximum Managment Charge  0.60 %
Exit charge  0.50 %
Performance Fee  15.00 %

Contact

Contact name  General Contact
Contact Address  5, allée Scheffer
Contact city  Luxembourg
Contact country  Luxembourg
Fund Admin Group  Amundi Luxembourg
Web Address  www.caam-funds.com
Phone  (352) 47 67 6667

Price

Last Price Date  2011-10-20
Pre-tax nav  100000.00
Pre-tax offer  0.00
Pre-tax bid  0.00
Pre-tax mid  0.00
Post-tax nav  0.00
Post-tax offer  0.00
Post-tax bid  0.00
Price change  €-13.67
Price change (percentage)  -0.01 %
Guaranteed NAV  0.00000
Close Price  0.00

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Ratings Disclaimer

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