Investment Objective
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 investment process implemented is focused on total return, combining strategic and tactical positions and arbitrages on global fixed income and currency markets
Reference Index
EONIA
Performance
JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 0.9 | 0.2 | 0.7 | 0.8 | 0.1 | 0.8 | 0.6 | 0.7 | 0.5 | 0.5 | 0.6 | 0.2 | 0.4 | |
2022 | 0.1 | 0.9 | 0.0 | 0.9 | 0.5 | 0.5 | 0.7 | 0.6 | 1.0 | 0.5 | 0.7 | 0.9 | 0.0 |