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H2O Allegro

H2O Allegro is an absolute return strategy managed with an annual ex-post volatility target comprised between 7% and 12% over the recommended investment horizon of four years.

The fund may be exposed to fixed income (sovereign debt, investment grade credit, high yield) and currency markets.

The main characteristics of H2O Allegro are:

  • FCP governed by French law – UCITS IV approved of by AMF
  • Daily marked-to-market valuation & liquidity
  • Modified duration bracket: -8 to +8 ?
  • OECD Government bonds (max % of NAV on purchase): 100%
  • OECD Investment Grade non-government bonds: 100% ? 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): 40%
  • Maximum OECD & non-OECD currency gross commitment: 500%
Fund name
Benchmark
   
Share - ISIN     Asset class     Net Asset Value (NAV)     Performance     Documents
H2O Allegro EONIA Capitalisé I (C) EUR - FR0011006188 Return
134,563.06 EUR 16/11/2017
22.65 % -0.32 % 15/11/2017

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R (C) EUR - FR0011015460 Return
26,318.46 EUR 16/11/2017
22.21 % -0.32 % 15/11/2017

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H-I (C) USD - FR0011973635 Return
79,195.49 USD 16/11/2017
23.99 % --- 15/11/2017

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H-R (C) USD - FR0011973627 Return
16,094.66 USD 16/11/2017
23.50 % --- 15/11/2017

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H-I (C) GBP - FR0011192327 Return
374.61 GBP 16/11/2017
29.91 % --- 15/11/2017

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