Revue de Performance et de Risque - Mars 2014 - Univers de compétition amLeague

6 MOIS

1 AN

CLASSEMENT 6 MOIS GLISSANTS

Indicateur de Performance	Société de Gestion	Gérant	Résultat
Performance	Swiss Life AM	P. Guillemin & D. Corbet	15.62%
Volatility	BNP Paribas IP	THEAM	8.99
Tracking Error	CM-CIC AM	C. Besson	1.61
Sharpe Ratio	CM-CIC AM	C. Besson	2.76
Information Ratio	Invesco AM	J. Taylor & M. Perowne	4.11
Black-Treynor Ratio	TOBAM	Team Managed	17.38
Max Drawdown	BNP Paribas IP	THEAM	-7.85%
Performance	EUROSTOXX N.R.		10.96%
Performance	AVERAGE MANDATE		9.69%

Indicateur de Performance	Société de Gestion	Gérant	Résultat
Performance	Invesco AM	M. Kolrep & M. Von Ditfurth	13.57%
Volatility	Swiss Life Asset Managers	J. Corcos	7.87
Tracking Error	Vivienne Investissement	Team Managed	1.13
Sharpe Ratio	Swiss Life Asset Managers	J. Corcos	2.87
Information Ratio	BNP Paribas IP	THEAM	3.04
Black-Treynor Ratio	TOBAM	Team managed	17.17
Max Drawdown	Ossiam Europe Minimum Variance	Team Managed	-3.32%
Performance	STOXX 600 N.R.		8.67%
Performance	AVERAGE MANDATE		8.06%

Indicateur de Performance	Société de Gestion	Gérant	Résultat
Performance	AllianzGI Best Styles Global strategy	Team managed	10.41%
Volatility	BNP Paribas IP	THEAM	7.23
Tracking Error	AllianzGI Best Styles Global strategy	Team Managed	1.35
Sharpe Ratio	AllianzGI Best Styles Global strategy	Team Managed	2.37
Information Ratio	AllianzGI Best Styles Global strategy	Team Managed	4.88
Black-Treynor Ratio	TOBAM	Team Managed	7.45
Max Drawdown	TOBAM	Team Managed	-3.80%
Performance	STOXX 1800 N.R.		7.32%
Performance	AVERAGE MANDATE		7.04%

Indicateur de Performance	Société de Gestion	Gérant	Résultat
Performance	CCR AM	F. Foy, R. Lahoste & E. Regnier	7.25%
Volatility	Swiss Life Asset Managers	P. Guillemin	4.36
Sharpe Ratio	La Francaise AM	A. Garcia, J. Konop	1.91
Max Drawdown	Swiss Life Asset Managers	P. Guillemin	-2.05%
Performance	AVERAGE MANDATE		4.59%

Indicateur de Performance	Société de Gestion	Gérant	Résultat
Performance	TOBAM	Team Managed	5.42%
Volatility	BNP Paribas IP Low Vol	THEAM	9.78
Tracking Error	Federal Finance	Team Managed	2.23
Sharpe Ratio	TOBAM	Team Managed	2.36
Information Ratio	Swiss Life Asset Managers	P. Guillemin	2.78
Black-Treynor Ratio	TOBAM	Team Managed	21.11
Max Drawdown	TOBAM	Team Managed	-4.31%
ESG	ECOFI Investissements	T. Boisseau	74/100
Environment	ECOFI Investissements	T. Boisseau	74/100
Social	ECOFI Investissements	T. Boisseau	75/100
Governance	ECOFI Investissements / Petercam		73/100
Performance	STOXX 600 N.R.		2.44%
Performance	AVERAGE MANDATE		2.69%
* Les classements SRI EUrope Equities sont présentés sur 3 mois (date de lancement du mandat 31/12/2013)