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amLeague performance review - August 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 23.84 %
Volatility BNP Paribas IP THEAM 8.94
Tracking Error CM-CIC AM C. Besson 1.46
Sharpe Ratio Invesco AM J. Taylor, M. Perowne 1.78
Information Ratio Invesco AM J. Taylor, M. Perowne 1.74
Black-Treynor Ratio TOBAM Team managed 5.70
Max Drawdown BNP Paribas IP THEAM -6.69 %
Performance AVERAGE MANDATE   14.92
Performance EUROSTOXX NR   18.30
Performance Indicator Best AM Best Managers Result
Performance BNP Paribas IP THEAM 4.26 %
Volatility BNP Paribas IP THEAM 9.93
Tracking Error CM-CIC AM C. Besson 1.30
Sharpe Ratio BNP Paribas IP THEAM 0.91
Information Ratio BNP Paribas IP THEAM 1.11
Black-Treynor Ratio BNP Paribas IP THEAM 10.45
Max Drawdown BNP Paribas IP THEAM -6.69 %
Performance AVERAGE MANDATE   -0.59
Performance EUROSTOXX NR   0.97
Performance Indicator Best AM Best Managers Result
Performance BNP Paribas IP THEAM 24.13 %
Volatility Swiss Life Asset Managers J. Corcos 7.77
Tracking Error ING IM R. Radelaar, J. Luschen 1.76
Sharpe Ratio Ossiam Europe Minimum Variance Team managed 2.30
Information Ratio BNP Paribas IP THEAM 1.38
Black-Treynor Ratio Swiss Life Asset Managers J. Corcos 8.23
Max Drawdown Ossiam Europe Minimum Variance Team managed -5.04 %
Performance AVERAGE MANDATE   15.27
Performance STOXX 600 NR   18.17
Performance Indicator Best AM Best Managers Result
Performance Ossiam Europe Minimum Variance Team managed 5.79 %
Volatility Swiss Life Asset Managers J. Corcos 8.57
Tracking Error ING IM R. Radelaar, J. Luschen 1.84
Sharpe Ratio Ossiam Europe Minimum Variance Team managed 1.39
Information Ratio Ossiam Europe Minimum Variance Team managed 1.30
Black-Treynor Ratio Ossiam Europe Minimum Variance Team managed 8.93
Max Drawdown Ossiam Europe Minimum Variance Team managed -5.04 %
Performance AVERAGE MANDATE   1.70
Performance STOXX 600 NR   3.22
Performance Indicator Best AM Best Managers Result
Performance AllianzGI Best Styles Global strategy Team managed 23.74 %
Volatility BNP Paribas IP THEAM 6.45
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.53
Sharpe Ratio BNP Paribas IP THEAM 3.09
Information Ratio AllianzGI Best Styles Global strategy Team managed 1.75
Black-Treynor Ratio BNP Paribas IP THEAM 8.76
Max Drawdown TOBAM Team managed -4.51 %
Performance AVERAGE MANDATE   19.04
Performance STOXX 1800 NR   21.02
Performance Indicator Best AM Best Managers Result
Performance BNP Paribas IP THEAM 14.24 %
Volatility BNP Paribas IP THEAM 5.75
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.58
Sharpe Ratio BNP Paribas IP THEAM 5.27
Information Ratio BNP Paribas IP THEAM 1.87
Black-Treynor Ratio BNP Paribas IP THEAM 26.21
Max Drawdown BNP Paribas IP THEAM -2.45 %
Performance AVERAGE MANDATE   8.99
Performance STOXX 1800 NR   10.50
Performance Indicator Best AM Best Managers Result
Performance La Francaise AM A. Garcia, G. Mainard 15.41 %
Volatility Swiss Life Asset Managers P. Guillemin 4.05
Sharpe Ratio Petercam Y. Ceelen, M. Geerdink 2.45
Max Drawdown Swiss Life Asset Managers P. Guillemin -2.05 %
Performance AVERAGE MANDATE   11.07
Performance Indicator Best AM Best Managers Result
Performance Petercam Y. Ceelen, M. Geerdink 8.04 %
Volatility Swiss Life Asset Managers P. Guillemin 3.61
Sharpe Ratio Petercam Y. Ceelen, M. Geerdink 3.00
Max Drawdown Swiss Life Asset Managers P. Guillemin -1.89 %
Performance AVERAGE MANDATE   5.52
Performance Indicator Best AM Best Managers Result
Performance TOBAM Team Managed 11.97 %
Volatility BNP Paribas IP Low Vol THEAM 8.86
Tracking Error Federal Finance A. Lanctin, R. Féroc 2.22
Sharpe Ratio BNP Paribas IP Low Vol THEAM 2.00
Information Ratio BNP Paribas IP Low Vol THEAM 1.73
Black-Treynor Ratio TOBAM Team Managed 13.28
Max Drawdown BNP Paribas IP Low Vol THEAM -4.79 %
ESG ECOFI Investissements T. Boisseau 74
Environment ECOFI Investissements T. Boisseau 73
Social ECOFI Investissements T. Boisseau 75
Governance TOBAM Team Managed 74
Performance AVERAGE MANDATE   4.97
Performance STOXX 600 NR   6.58
* 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 8.35 %
Volatility BNP Paribas IP Low Vol THEAM 8.86
Tracking Error Federal Finance A. Lanctin, R. Féroc 2.28
Sharpe Ratio BNP Paribas IP Low Vol THEAM 1.98
Information Ratio BNP Paribas IP Low Vol THEAM 2.75
Black-Treynor Ratio BNP Paribas IP Low Vol THEAM 15.50
Max Drawdown BNP Paribas IP Low Vol THEAM -4.79 %
ESG ECOFI Investissements T. Boisseau 74
Environment ECOFI Investissements T. Boisseau 73
Social ECOFI Investissements T. Boisseau 75
Governance TOBAM Team Managed 74
Performance AVERAGE MANDATE   1.52
Performance STOXX 600 NR   3.22
* SRI Europe Equities mandate rankings are Since Inception (31/12/2013)

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