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amLeague performance review - June 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 36.95
Volatility BNP Paribas IP THEAM 8.64
Tracking Error CM-CIC AM C. Besson 1.43
Sharpe Ratio Invesco AM J. Taylor, M. Perowne 2.72
Information Ratio Invesco AM J. Taylor, M. Perowne 2.87
Black-Treynor Ratio TOBAM Team managed 7.07
Max Drawdown BNP Paribas IP THEAM -4.29
Performance AVERAGE MANDATE   22.68
Performance EUROSTOXX NR   26.99
Performance Indicator Best AM Best Managers Result
Performance ING IM N. Simar, M. Vandenbulck 7.58
Volatility BNP Paribas IP THEAM 8.81
Tracking Error CM-CIC AM C. Besson 1.51
Sharpe Ratio BNP Paribas IP THEAM 1.56
Information Ratio ING IM N. Simar, M. Vandenbulck 1.32
Black-Treynor Ratio BNP Paribas IP THEAM 9.29
Max Drawdown BNP Paribas IP THEAM -4.29
Performance AVERAGE MANDATE   4.11
Performance EUROSTOXX NR   5.70
Performance Indicator Best AM Best Managers Result
Performance BNP Paribas IP THEAM 28.40
Volatility Swiss Life AM J. Corcos 7.54
Tracking Error Vivienne Investissements Team Managed 1.58
Sharpe Ratio TOBAM Team managed 2.91
Information Ratio BNP Paribas IP THEAM 1.14
Black-Treynor Ratio TOBAM Team managed 12.10
Max Drawdown Swiss Life Asset Managers J. Corcos -3.43
Performance AVERAGE MANDATE   20.95
Performance STOXX 600 NR   23.24
Performance Indicator Best AM Best Managers Result
Performance Ossiam Europe Minimum Variance Team managed 9.97
Volatility Swiss Life Asset Managers J. Corcos 8.18
Tracking Error ING IM R. Radelaar, J. Luschen 1.85
Sharpe Ratio Ossiam Europe Minimum Variance Team managed 2.58
Information Ratio Ossiam Europe Minimum Variance Team managed 1.77
Black-Treynor Ratio Ossiam Europe Minimum Variance Team managed 15.75
Max Drawdown Ossiam Europe Minimum Variance Team managed -3.36
Performance AVERAGE MANDATE   5.04
Performance STOXX 600 NR   6.19
Performance Indicator Best AM Best Managers Result
Performance AllianceBernstein Global Value Team 22.17
Volatility BNP Paribas IP THEAM 6.66
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.46
Sharpe Ratio Petercam B. Baetens, G. Lerminiaux 2.42
Information Ratio AllianceBernstein Global Value Team 1.92
Black-Treynor Ratio Petercam B. Baetens, G. Lerminiaux 4.96
Max Drawdown TOBAM Team managed -4.51
Performance AVERAGE MANDATE   17.02
Performance STOXX 1800 NR   17.74
Performance Indicator Best AM Best Managers Result
Performance BNP Paribas IP THEAM 10.51
Volatility BNP Paribas IP THEAM 6.54
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.46
Sharpe Ratio BNP Paribas IP THEAM 3.42
Information Ratio BNP Paribas IP THEAM 1.81
Black-Treynor Ratio BNP Paribas IP THEAM 19.70
Max Drawdown BNP Paribas IP THEAM -3.19
Performance AVERAGE MANDATE   7.11
Performance STOXX 1800 NR   6.75
Performance Indicator Best AM Best Managers Result
Performance Vivienne Investissement G. Perrin, L. Jaffrès 13.44
Volatility Swiss Life AM P. Guillemin 4.14
Sharpe Ratio Petercam Y. Ceelen, M. Geerdink 2.06
Max Drawdown Swiss Life Asset Managers P. Guillemin -2.05
Performance AVERAGE MANDATE   10.31
Performance Indicator Best AM Best Managers Result
Performance La Francaise AM A. Garcia, G. Mainard 6.18
Volatility Swiss Life Asset Managers P. Guillemin 3.91
Sharpe Ratio Allianz GI M. Pivovard, S. Atallah 2.34
Max Drawdown ECOFI Investissements O. Guillou -1.84
Performance AVERAGE MANDATE   4.39
Performance Indicator Best AM Best Managers Result
Performance TOBAM Team Managed 11.21
Volatility BNP Paribas IP Low Vol THEAM 8.56
Tracking Error Federal Finance Team managed 2.24
Sharpe Ratio TOBAM Team Managed 2.58
Information Ratio TOBAM Team Managed 1.96
Black-Treynor Ratio TOBAM Team Managed 17.75
Max Drawdown TOBAM Team Managed -4.31
ESG ECOFI Investissements T. Boisseau 74.32
Environment ECOFI Investissements T. Boisseau 74.38
Social ECOFI Investissements T. Boisseau 75.22
Governance TOBAM Team Managed 74.19
Performance AVERAGE MANDATE   5.62
Performance STOXX 600 NR   6.19
* SRI Europe Equities mandate rankings are Since Inception (31/12/2013)
Performance Indicator Best AM Best Managers Result
Performance TOBAM Team Managed 11.21
Volatility BNP Paribas IP Low Vol THEAM 8.56
Tracking Error Federal Finance Team managed 2.24
Sharpe Ratio TOBAM Team Managed 2.58
Information Ratio TOBAM Team Managed 1.96
Black-Treynor Ratio TOBAM Team Managed 17.75
Max Drawdown TOBAM Team Managed -4.31
ESG ECOFI Investissements T. Boisseau 74.32
Environment ECOFI Investissements T. Boisseau 74.38
Social ECOFI Investissements T. Boisseau 75.22
Governance TOBAM Team Managed 74.19
Performance AVERAGE MANDATE   5.62
Performance STOXX 600 NR   6.19
* SRI Europe Equities mandate rankings are Since Inception (31/12/2013)

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