Amundi Funds Equity Statistical Arbitrage (Eur)

Asset class /
Geographical area : Absolute Return / World
Benchmark : 100 % EONIA COMPOUNDED
Minimum recommend investment period : 4 years

Launch date12/09/2008

Data as of -

Reference Currency : EUR

Net assets (in M) : 64.78

NAV acc. share : 97.21

Country of registration : Austria, Belgium, Finland, France, Germany, Greece, Ireland, Italy, Luxembourg, Netherlands, Norway, Portugal, Spain, Sweden, Switzerland, United Kingdom

Performance
NAVs
Key features
News & Publications

The performances are under control and are temporarily unavailable for this fund


Start Date	End Date
or time period	Frequency

NAV in EUR as of 08/23/2010 to 09/02/2010
Dates	NAV Acc. share	NAV	Net assets (in M)
09/02/2010	97.21	--	64.78
09/01/2010	96.56	--	64.47
08/31/2010	95.73	--	64.04
08/30/2010	96.16	--	64.17
08/27/2010	96.31	--	64.24
08/26/2010	96.28	--	64.22
08/25/2010	96.22	--	66.04
08/24/2010	95.91	--	65.88
08/23/2010	96.24	--	65.77

Value as of 02 September 2010
	EUR	USD
Net assets (in M)	64.78	83.10
NAV acc. share	97.21	124.70

Management guidance

The objective is to generate absolute performance on Global Equity markets, using a Long/Short Equity Statistical Arbitrage strategy. The objective is to deliver EONIA +4.00% per year after fees on an investment horizon of 4 years, with an annual ex-post VaR of 8% (with a 95% confidence level). The systematic stock-picking is based on mean reverting and momentum strategies. A dynamic allocation between these two strategies is based on statistical indicators.
The investment team actively monitors the overall risks of the portfolio and may implement judgmental risk hedging if any risk concentration arises.

General information
Launch Date	Distr. share : 09 December 2008
	Acc. share : 09 December 2008
Legal domicile	SICAV
Manager	AVERTIN Olivier
Management Company	Amundi Luxembourg SA
Custodian	CACEIS BANK LUXEMBOURG
Asset class	Absolute Return
Country of registration :	Austria , Belgium , Switzerland , Germany , Spain , Finland , France , Greece , Luxembourg , Netherlands , Norway , Sweden , Ireland , Portugal , United Kingdom

Conditions and fees
Valuation	Daily
Maximum subscription fee	4.50%
Max. annual management fees (incl.taxes)	0.80 IAT
1st subscription minimum	1.0 in thousandths of a share(s)
Reference Currency	EUR

List of codes
	Acc. share	Distr. share
ISIN	LU0401972657	LU0401972731
BLOOMBERG	CAAMDCA LX	CAAMDCD LX
REUTERS	LP65144741	-

Publications

Document	Date updated	Size
Prospectus	2010-08-27	94 KB
Semi-Annual report	2009-02-26	1673 KB
Annual Report	2009-11-02	2906 KB

Disclaimers

Prices expressed in a currency other than the base currency of the portfolio are available for information purposes only.
Nothing contained in this site constitutes a solicitation or offer by any member of the Amundi to provide any investment advice or service or to purchase or sell any financial instruments. The information it contains aims to inform the subscriber by providing information on the UCITS supplemental to that appearing in the Information Memorandum. The material provided on this site is presented as of the date shown and "as is". Amundi does not expressly or impliedly warrant the accuracy of the information provided on this site and expressly disclaims any warranties of fitness of this site for any particular purpose. This material reflects the opinion of the management company at the date of printing. The material is based upon information that we consider reliable, but we do not represent it is accurate, complete, valid or timely and it should not be relied on as such for any particular purpose. Any subscription should be based solely on the Information Memorandum provided to subscribers prior to the subscription and/or available upon request.

Institutional Sub-Class (Sub-Class I): Shares of this sub-class are only available to institutionals subscribing for their own account or within the framework of a collective savings or any comparable scheme, as well as UCITS. As such this Sub-Class benefits from the reduced "taxe d abonnement" of 0,01%. The minimum investment in this Sub-Class is USD 500,000.
Classic Sub-Class (Sub-Class C): Share of this sub-class are available to all investors. There is no minimum investment requirement in this sub-class.
Source : Amundi

Amundi Funds Equity Statistical Arbitrage (Eur) - C

Management guidance

Publications

Disclaimers