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amLeague Performance Review
May 2020

1 Year 6 Months
  • Euro Equities
  • Europe Equities
  • Europe SRI Equities
  • Global Equities
  • Global Low Carbon
  • Multi Asset Class
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven European Equity Fund S. Bauchart 6.24%
Volatility Finaltis EfficientVol Euro Team managed 21.93
Tracking Error CM-CIC AM C. Besson 2.3
Sharpe Ratio Seven European Equity Fund S. Bauchart 0.4
Information Ratio Allianz GI C. Garrigues, C. Hanna 2.14
Black-Treynor Ratio Seven European Equity Fund S. Bauchart 11.73
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -31.97%
Performance AVERAGE MANDATE   -3.95%
Performance EUROSTOXX NR   -4.22%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven European Equity Fund S. Bauchart -3.07%
Volatility Finaltis EfficientVol Euro Team managed 29.85
Tracking Error CM-CIC AM C. Besson 2.96
Sharpe Ratio Seven European Equity Fund S. Bauchart -0.01
Information Ratio Allianz GI C. Garrigues, C. Hanna 2.17
Black-Treynor Ratio Seven European Equity Fund S. Bauchart 26.96
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -31.97%
Performance AVERAGE MANDATE   -13.46%
Performance EUROSTOXX NR   -14.65%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Candriam Innovation G. Goenen, A. Hamoir 16.92%
Volatility Vivienne Investissement Team managed 19.59
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 3.61
Sharpe Ratio Candriam Innovation G. Goenen, A. Hamoir 0.92
Information Ratio Candriam Innovation G. Goenen, A. Hamoir 2.25
Black-Treynor Ratio Candriam Innovation G. Goenen, A. Hamoir 23.87
Max Drawdown Vivienne Investissement Team managed -25.95%
Performance AVERAGE MANDATE   -0.19%
Performance STOXX 600 NR   -2.99%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Candriam Innovation G. Goenen, A. Hamoir 2.73%
Volatility Vivienne Investissement Team managed 26.43
Tracking Error CM-CIC AM C. Besson 4.21
Sharpe Ratio Candriam Innovation G. Goenen, A. Hamoir 0.37
Information Ratio Candriam Innovation G. Goenen, A. Hamoir 2.61
Black-Treynor Ratio Candriam Innovation G. Goenen, A. Hamoir 38.81
Max Drawdown Vivienne Investissement Team managed -25.95%
Performance AVERAGE MANDATE   -9.29%
Performance STOXX 600 NR   -12.9%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 5.14%
Volatility BNPPAM BNP Paribas Low Vol Team Managed 21.5
Tracking Error Allianz GI C. Clet-Messadi, C. Garrigues 2.63
Sharpe Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 0.36
Information Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 1.87
Black-Treynor Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 8.43
Max Drawdown BNPPAM BNP Paribas Low Vol Team Managed -30.72%
Performance AVERAGE MANDATE   -1.93%
Performance STOXX 600 NR   -2.99%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli -6.97%
Volatility BNPPAM BNP Paribas Low Vol Team Managed 29.08
Tracking Error Allianz GI C. Clet-Messadi, C. Garrigues 3.15
Sharpe Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli -0.23
Information Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 2.11
Black-Treynor Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 13.7
Max Drawdown BNPPAM BNP Paribas Low Vol Team Managed -30.72%
Performance AVERAGE MANDATE   -11.98%
Performance STOXX 600 NR   -12.9%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements O. Ken, O. Plaisant 17.09%
Volatility Ossiam Global Minimum Variance Team managed 21.93
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.87
Sharpe Ratio ECOFI Investissements O. Ken, O. Plaisant 0.83
Information Ratio SANSO IS M. Menigoz, D. Kalfon 1.25
Black-Treynor Ratio ECOFI Investissements O. Ken, O. Plaisant 10.64
Max Drawdown Ossiam Global Minimum Variance Team managed -30.1%
Performance AVERAGE MANDATE   5.59%
Performance STOXX 1800 NR   7.27%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance SANSO IS M. Menigoz, D. Kalfon 0.71%
Volatility Degroof Petercam A. Roose, G. Lerminiaux 29.91
Tracking Error AllianzGI Best Styles Global strategy Team managed 2.24
Sharpe Ratio SANSO IS M. Menigoz, D. Kalfon 0.24
Information Ratio SANSO IS M. Menigoz, D. Kalfon 2.13
Black-Treynor Ratio SANSO IS M. Menigoz, D. Kalfon 14.68
Max Drawdown Ossiam Global Minimum Variance Team managed -30.1%
Performance AVERAGE MANDATE   -6.63%
Performance STOXX 1800 NR   -6.04%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance La Française Inflection Point Global Low Carbon Team managed 17.94%
Volatility Amundi Asset Management I. O'Reilly, C. Zimmermann 24.18
Tracking Error Impax Smart Carbon Team Managed 0.72
Sharpe Ratio La Française Inflection Point Global Low Carbon Team managed 0.84
Information Ratio La Française Inflection Point Global Low Carbon Team managed 2.6
Black-Treynor Ratio La Française Inflection Point Global Low Carbon Team managed 10.71
Max Drawdown La Française Inflection Point Global Low Carbon Team managed -29.88%
ESG AllianzGI Global Sustainability P. Schofield, J. Kent 7
Environment LionTrust asset management M. Jones, C. Foster 7
Social J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann 6
Governance SANSO Global Low Carbon M. Menigoz 6
Carbon Risk Mgmt HSBC Global Low Carbon B. Hubbard 6.43
Emissions / MEUR turnov. OFI Global Low Carbon ISR S. Youmbi, M. Fay 20.77
Emissions / MEUR turnov. adj OFI Global Low Carbon ISR S. Youmbi, M. Fay 21.49
Emissions / MEUR mkt cap Amundi Asset Management I. O'Reilly, C. Zimmermann 19.48
Emissions / MEUR mkt cap adj Amundi Asset Management I. O'Reilly, C. Zimmermann 22.59
Performance AVERAGE MANDATE   8.67%
Performance MSCI WORLD in EUR   6.99%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance NN Investment Partners Global Low Carbon Equity H. Boer 5.48%
Volatility Amundi Asset Management I. O'Reilly, C. Zimmermann 32.69
Tracking Error Impax Smart Carbon Team Managed 0.9
Sharpe Ratio NN Investment Partners Global Low Carbon Equity H. Boer 0.53
Information Ratio NN Investment Partners Global Low Carbon Equity H. Boer 4.33
Black-Treynor Ratio NN Investment Partners Global Low Carbon Equity H. Boer 27.1
Max Drawdown La Française Inflection Point Global Low Carbon Team managed -29.88%
ESG AllianzGI Global Sustainability P. Schofield, J. Kent 7
Environment LionTrust asset management M. Jones, C. Foster 7
Social J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann 6
Governance SANSO Global Low Carbon M. Menigoz 6
Carbon Risk Mgmt HSBC Global Low Carbon B. Hubbard 6.43
Emissions / MEUR turnov. OFI Global Low Carbon ISR S. Youmbi, M. Fay 20.77
Emissions / MEUR turnov. adj OFI Global Low Carbon ISR S. Youmbi, M. Fay 21.49
Emissions / MEUR mkt cap Amundi Asset Management I. O'Reilly, C. Zimmermann 19.48
Emissions / MEUR mkt cap adj Amundi Asset Management I. O'Reilly, C. Zimmermann 22.59
Performance AVERAGE MANDATE   -4.36%
Performance MSCI WORLD in EUR   -6.28%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified B. SYRMEN 8.07%
Volatility UBS FLEX E. Richard 5.27
Sharpe Ratio Seven Diversified B. SYRMEN 0.82
Max Drawdown UBS FLEX E. Richard -6.27%
Performance AVERAGE MANDATE   0.74%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified B. SYRMEN -0.84%
Volatility UBS FLEX E. Richard 6.67
Sharpe Ratio Seven Diversified B. SYRMEN -0.04
Max Drawdown UBS FLEX E. Richard -6.27%
Performance AVERAGE MANDATE   -5.46%

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