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amLeague performance review - September 2014

1 Year

6 Months

Euro Equities
Europe Equities
Global Equities
Multi Asset Class
SRI Europe Equities

Performance Indicator	Best AM	Best Managers	Result
Performance	Invesco AM	J. Taylor, M. Perowne	18.08 %
Volatility	BNP Paribas IP	THEAM	9.01
Tracking Error	CM-CIC AM	C. Besson	1.44
Sharpe Ratio	Invesco AM	J. Taylor, M. Perowne	1.36
Information Ratio	Invesco AM	J. Taylor, M. Perowne	1.83
Black-Treynor Ratio	TOBAM	Team managed	6.02
Max Drawdown	BNP Paribas IP	THEAM	-6.69 %
Performance	AVERAGE MANDATE		9.89
Performance	EUROSTOXX NR		12.53

Performance Indicator	Best AM	Best Managers	Result
Performance	BNP Paribas IP	THEAM	3.22 %
Volatility	BNP Paribas IP	THEAM	9.02
Tracking Error	CM-CIC AM	C. Besson	1.24
Sharpe Ratio	BNP Paribas IP	THEAM	0.75
Information Ratio	CANDRIAM	G. Goenen & Team Europe	0.97
Black-Treynor Ratio	BNP Paribas IP	THEAM	6.59
Max Drawdown	BNP Paribas IP	THEAM	-6.69 %
Performance	AVERAGE MANDATE		-0.31
Performance	EUROSTOXX NR		1.41

Performance Indicator	Best AM	Best Managers	Result
Performance	BNP Paribas IP	THEAM	20.19 %
Volatility	Swiss Life Asset Managers	J. Corcos	7.83
Tracking Error	ING IM	R. Radelaar, J. Luschen	1.73
Sharpe Ratio	Swiss Life Asset Managers	J. Corcos	1.97
Information Ratio	BNP Paribas IP	THEAM	1.54
Black-Treynor Ratio	Swiss Life Asset Managers	J. Corcos	9.13
Max Drawdown	Ossiam Europe Minimum Variance	Team managed	-5.04 %
Performance	AVERAGE MANDATE		10.78
Performance	STOXX 600 NR		13.52

Performance Indicator	Best AM	Best Managers	Result
Performance	ING IM	R. Radelaar, J. Luschen	6.33 %
Volatility	Ossiam Europe Minimum Variance	Team managed	7.71
Tracking Error	ING IM	R. Radelaar, J. Luschen	1.69
Sharpe Ratio	Ossiam Europe Minimum Variance	Team managed	1.65
Information Ratio	ING IM	R. Radelaar, J. Luschen	2.30
Black-Treynor Ratio	Ossiam Europe Minimum Variance	Team managed	7.80
Max Drawdown	Ossiam Europe Minimum Variance	Team managed	-5.04 %
Performance	AVERAGE MANDATE		2.49
Performance	STOXX 600 NR		4.46

Performance Indicator	Best AM	Best Managers	Result
Performance	AllianzGI Best Styles Global strategy	Team managed	22.62 %
Volatility	BNP Paribas IP	THEAM	6.53
Tracking Error	AllianzGI Best Styles Global strategy	Team managed	1.46
Sharpe Ratio	BNP Paribas IP	THEAM	3.10
Information Ratio	AllianzGI Best Styles Global strategy	Team managed	1.84
Black-Treynor Ratio	BNP Paribas IP	THEAM	9.90
Max Drawdown	TOBAM	Team managed	-4.51 %
Performance	AVERAGE MANDATE		17.73
Performance	STOXX 1800 NR		19.88

Performance Indicator	Best AM	Best Managers	Result
Performance	Ossiam Global Minimum Variance	Team managed	13.83 %
Volatility	BNP Paribas IP	THEAM	5.72
Tracking Error	AllianzGI Best Styles Global strategy	Team managed	1.53
Sharpe Ratio	BNP Paribas IP	THEAM	5.09
Information Ratio	BNP Paribas IP	THEAM	1.09
Black-Treynor Ratio	BNP Paribas IP	THEAM	20.57
Max Drawdown	BNP Paribas IP	THEAM	-2.45 %
Performance	AVERAGE MANDATE		9.99
Performance	STOXX 1800 NR		11.70

Performance Indicator	Best AM	Best Managers	Result
Performance	Petercam	Y. Ceelen, M. Geerdink	14.08 %
Volatility	Swiss Life Asset Managers	P. Guillemin	3.92
Sharpe Ratio	Petercam	Y. Ceelen, M. Geerdink	2.37
Max Drawdown	Swiss Life Asset Managers	P. Guillemin	-2.05 %
Performance	AVERAGE MANDATE		9.87

Performance Indicator	Best AM	Best Managers	Result
Performance	Petercam	Y. Ceelen, M. Geerdink	8.21 %
Volatility	Swiss Life Asset Managers	P. Guillemin	3.42
Sharpe Ratio	Petercam	Y. Ceelen, M. Geerdink	3.20
Max Drawdown	Swiss Life Asset Managers	P. Guillemin	-1.49 %
Performance	AVERAGE MANDATE		5.40

Performance Indicator	Best AM	Best Managers	Result
Performance	TOBAM	Team Managed	11.95 %
Volatility	BNP Paribas IP Low Vol	THEAM	8.78
Tracking Error	Federal Finance	A. Lanctin, R. Féroc	2.21
Sharpe Ratio	TOBAM	Team Managed	1.75
Information Ratio	BNP Paribas IP Low Vol	THEAM	1.32
Black-Treynor Ratio	TOBAM	Team Managed	10.96
Max Drawdown	BNP Paribas IP Low Vol	THEAM	-4.79 %
ESG	ECOFI Investissements	T. Boisseau	75
Environment	ECOFI Investissements	T. Boisseau	75
Social	ECOFI Investissements	T. Boisseau	76
Governance	BNP Paribas IP Low Vol	THEAM	74
Performance	AVERAGE MANDATE		5.07
Performance	STOXX 600 NR		7.01
* SRI Europe Equities mandate rankings are Since Inception (31/12/2013)

Performance Indicator	Best AM	Best Managers	Result
Performance	BNP Paribas IP Low Vol	THEAM	7.80 %
Volatility	BNP Paribas IP Low Vol	THEAM	8.24
Tracking Error	Federal Finance	A. Lanctin, R. Féroc	2.19
Sharpe Ratio	BNP Paribas IP Low Vol	THEAM	1.97
Information Ratio	BNP Paribas IP Low Vol	THEAM	1.94
Black-Treynor Ratio	BNP Paribas IP Low Vol	THEAM	10.82
Max Drawdown	BNP Paribas IP Low Vol	THEAM	-4.79 %
ESG	ECOFI Investissements	T. Boisseau	75
Environment	ECOFI Investissements	T. Boisseau	75
Social	ECOFI Investissements	T. Boisseau	76
Governance	BNP Paribas IP Low Vol	THEAM	74
Performance	AVERAGE MANDATE		2.32
Performance	STOXX 600 NR		4.46
* SRI Europe Equities mandate rankings are Since Inception (31/12/2013)

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