LU2155807337

BNP GLB ABSLT RTRN MLTFCTR BD CL C

Cours en clôture Fonds - 26/01/2023
82.14	EUR		+0.21%

Synthèse

Partenaires

Stratégie du fonds géré par BNP PARIBAS ASSET MANAGEMENT LUXEMBOURG

The strategy implemented aims to beat the risk free rate over the medium term with a target volatility of 4.5% per annum through a market-neutral (Absolute Return) approach by exposing the sub-fund to the 10-year interest rates of high credit quality countries. The Investment Manager builds a portfolio of short-term fixed income instruments while taking a series of long/short positons on 10-year rates, as summed up below: 1) Core portfolio assets, in order to earn the risk free rate; 2) Overlay of long/short positions on 10-year government bond futures and interest rate swaps, in order to generate the absolute performance of the sub-fund; 3) Cash, for the purpose of margin calls management;

Performances du fonds : BNP Glb Abslt Rtrn MltFctr Bd Cl C

Performances Historiques Glissantes au 26-01-2023

	Début d'année	1 mois	3 mois	6 mois	1 an	3 ans	Max
Fonds	+0.47%	+0.32%	+0.14%	-2.61%	-10.11%	-	-17.86%

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Exposition par type d'actif au 30-11-2022

	Long	Court	Nets
Liquidités	90.7%	3.2%	87.5%
Obligations	15.74%	5.01%	10.73%
Autres	1.77%	0%	1.77%

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Parts du fonds

Nom	1er Jan	3 ans	Notation	Taille	Frais
BNP Glb Abslt Rtrn MltFctr Bd Cl C	0.47%	0.00%	NC	0M EUR	0.75%
BNP Glb Abslt Rtrn MltFctr Bd I C	0.50%	0.00%	NC	0M EUR	0%
BNP Glb Abslt Rtrn MltFctr Bd X C	0.51%	0.00%	NC	0M EUR	0%

Autres fonds de la catégorie: Alt - Arbitrage Dette

Nom	1er Jan	3 ans	Notation	Taille
AlmaPlatinumIV Selwood Mkt NtrlCrdtI1C-E	5.13%	-0.17%	NC	70 M EUR
AlmaPlatinumIV Selwood Mkt NtrlCrdtI2C-E	5.14%	0.49%	NC	51 M EUR
AlmaPlatinumIV Selwood Mkt NtrlCrdtI3C-E	-23.01%	-20.23%	NC	22 M EUR
AlmaPlatinumIV Selwood Mkt NtrlCrdtR1C-E	5.09%	-1.45%	NC	1 M EUR
Amundi Inflation Protect Duration C	-1.70%	-7.55%	NC	11 M EUR
Ardea Global Alpha X EUR H Inc	0.07%	0.00%	NC	3 M EUR
Aviva Investors GlConvtAbsRet Ih EUR Acc	2.23%	-5.52%	NC	129 M EUR
Aviva Investors GlConvtAbsRet Rh EURAcc	2.22%	-5.55%	NC	0 M EUR
Axiom Long Short Credit P EUR Cap	0.94%	0.00%	NC	13 M EUR
Axiom Long Short Credit Z EUR Cap	0.97%	0.00%	NC	7 M EUR

Plus de fonds

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Gestion

Société de gestion	BNP Paribas Asset Management Luxembourg
Date de création	20-10-2020

Gérant	Depuis
Anthony Desrousseaux	11-11-2020
Clement Georges	15-10-2020

Description

PEA	NON
PEA PME	NON
Date de création	20-10-2020
Devise	EUR
Structure Juridique	SICAV
Catégorie Morningstar	Alt - Arbitrage Dette
Zone d'investissement	Global
Benchmark	No benchmark 100%
Actifs nets de la part	0 M EUR au 31-12-2022
Fréquence des VL	Quotidienne
Commisaire aux comptes	PricewaterhouseCoopers Société coopérati

Volatilité au 31-12-2022

Ecart-type 1 an:	5.11%
Ratio de Sharpe 1 an	-1.97
Performance moyenne 1 an	-10.11