H2O Adagio
H2O Adagio is an absolute return strategy managed with an annual ex-post volatility target comprised between 2% and 4% over the recommended investment horizon of two years. The fund may be exposed to fixed income (sovereign debt, investment grade credit, high yield) and currency markets.
The main characteristics of H2O Adagio are:
- FCP governed by French law – UCITS IV approved of by AMF
- Daily marked-to-market valuation & liquidity
- Modified duration bracket: -2 to +2
- OECD Government bonds (max % of NAV on purchase): 100%
- OECD Investment Grade non-government bonds: 40% inc. collateralised bonds (ABS & MBS) with minimum AA/Aa2 rating: 20%
- Non-OECD government bonds & OECD Speculative Grade non-government bonds & Non-OECD non-government bonds (idem): 10%
- Maximum OECD & non-OECD currency gross commitment: 150%
|
Fund name
Benchmark
|
Share - ISIN | Asset class | Net Asset Value (NAV) | Performance | Documents |
|---|---|---|---|---|---|
| H2O Adagio EONIA Capitalisé | I (C) EUR - FR0010929794 |
Return
|
66,473.42 EUR
20/06/2017 |
2.92 % -0.17 % 19/06/2017 | |
| R (C) EUR - FR0010923359 |
Return
|
129.94 EUR
20/06/2017 |
2.72 % -0.17 % 19/06/2017 | ||
| H-I (C) JPY - FR0013186764 |
Return
|
10,254.60 JPY
20/06/2017 |
--- --- | ||
| H-R (C) GBP - FR0012489730 |
Return
|
113.19 GBP
20/06/2017 |
4.14 % --- 19/06/2017 | ||
| I (C) GBP - FR0012237477 |
Return
|
63,893.50 GBP
20/06/2017 |
6.33 % --- 19/06/2017 | ||
| H-I (C) GBP - FR0011981810 |
Return
|
57,498.01 GBP
20/06/2017 |
3.87 % --- 19/06/2017 | ||
| H-I (C) USD - FR0011981786 |
Return
|
53,268.28 USD
20/06/2017 |
3.70 % --- 19/06/2017 | ||
| H-R (C) USD - FR0011981745 |
Return
|
110.28 USD
20/06/2017 |
3.47 % --- 19/06/2017 |
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