Website

amLeague Performance Review
April 2017

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 J. Nouveau 23.43 %
Volatility Finaltis Team managed 11.85
Tracking Error CM-CIC AM C. Besson 1.42
Sharpe Ratio Seven European Equity Fund J. Nouveau 1.87
Information Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 0.63
Black-Treynor Ratio Seven European Equity Fund J. Nouveau 10.25
Max Drawdown THEAM BNP PARIBAS GROUP Team Managed -7.90 %
Performance AVERAGE MANDATE   19.83 %
Performance EUROSTOXX NR   20.77 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Roche-Brune AM B. Fine, G. Laverne 18.87 %
Volatility Finaltis Team managed 8.64
Tracking Error 1875 Sustainable EMU equities P. Delessert 1.23
Sharpe Ratio Roche-Brune AM B. Fine, G. Laverne 4.23
Information Ratio Roche-Brune AM B. Fine, G. Laverne 1.42
Black-Treynor Ratio Swiss Life Asset Managers D. Corbet, M. Ringel 8.17
Max Drawdown Candriam EMU G. Goenen & Team Europe -2.78 %
Performance AVERAGE MANDATE   16.20 %
Performance EUROSTOXX NR   16.88 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Ed. de Rothschild AM P. Lecoq, O. Huet 23.23 %
Volatility Vivienne Investissement Team managed 10.75
Tracking Error Schroders R. Bateman, S. Twidale 2.66
Sharpe Ratio Ed. de Rothschild AM P. Lecoq, O. Huet 1.58
Information Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 1.51
Black-Treynor Ratio Vivienne Investissement Team managed 8.97
Max Drawdown Ossiam Europe Minimum Variance Team managed -9.20 %
Performance AVERAGE MANDATE   16.25 %
Performance STOXX 600 NR   16.56 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Ed. de Rothschild AM P. Lecoq, O. Huet 22.11 %
Volatility Swiss Life Asset Managers J. Corcos, D. Corbet 7.59
Tracking Error 1875 Sustainable Europe Equities P. Delessert 1.04
Sharpe Ratio Ed. de Rothschild AM P. Lecoq, O. Huet 5.13
Information Ratio Ed. de Rothschild AM P. Lecoq, O. Huet 3.19
Black-Treynor Ratio Vivienne Investissement Team managed 28.29
Max Drawdown AB Europe Strategic Value Team -2.42 %
Performance AVERAGE MANDATE   15.64 %
Performance STOXX 600 NR   15.67 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements T. Boisseau 22.70 %
Volatility THEAM BNP Paribas Low Vol Team Managed 12.61
Tracking Error Degroof Petercam Team managed by L. Op De Beeck,K. Bosquet & G. Lerminiaux 2.79
Sharpe Ratio Roche-Brune AM B. Fine, M. Fouilloux 1.55
Information Ratio Roche-Brune AM B. Fine, M. Fouilloux 1.32
Black-Treynor Ratio Roche-Brune AM B. Fine, M. Fouilloux 5.38
Max Drawdown THEAM BNP Paribas Low Vol Team Managed -9.41 %
Performance AVERAGE MANDATE   17.95 %
Performance STOXX 600 NR   16.56 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Roche-Brune AM B. Fine, M. Fouilloux 18.23 %
Volatility THEAM BNP Paribas Low Vol Team Managed 7.71
Tracking Error Degroof Petercam Team managed by L. Op De Beeck,K. Bosquet & G. Lerminiaux 2.55
Sharpe Ratio Swiss Life Asset Managers B. Jonen, P. Kaste, M. Ringel 4.65
Information Ratio Roche-Brune AM B. Fine, M. Fouilloux 2.02
Black-Treynor Ratio THEAM BNP Paribas Low Vol Team Managed 8.53
Max Drawdown Swiss Life Asset Managers B. Jonen, P. Kaste, M. Ringel -2.55 %
Performance AVERAGE MANDATE   15.67 %
Performance STOXX 600 NR   15.67 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance VIA AM World L. Pla, G. Dolisi 26.24 %
Volatility Swiss Life Asset Managers B. Jonen, P. Kaste, M. Ringel 8.91
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.77
Sharpe Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 2.37
Information Ratio VIA AM World L. Pla, G. Dolisi 1.24
Black-Treynor Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 5.93
Max Drawdown Swiss Life Asset Managers B. Jonen, P. Kaste, M. Ringel -4.29 %
Performance AVERAGE MANDATE   20.73 %
Performance STOXX 1800 NR   20.43 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements O. Ken, O. Plaisant 15.86 %
Volatility Swiss Life Asset Managers B. Jonen, P. Kaste, M. Ringel 8.09
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.11
Sharpe Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 3.72
Information Ratio AllianzGI Best Styles Global strategy Team managed 1.60
Black-Treynor Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 13.98
Max Drawdown Swiss Life Asset Managers B. Jonen, P. Kaste, M. Ringel -2.46 %
Performance AVERAGE MANDATE   13.24 %
Performance STOXX 1800 NR   12.88 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance UBS Global Sustainable Low Carbon Equity Portfolio Team Managed 25.46 %
Volatility AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 9.45
Tracking Error Impax Smart Carbon Team Managed 0.45
Sharpe Ratio UBS Global Sustainable Low Carbon Equity Portfolio Team Managed 2.17
Information Ratio UBS Global Sustainable Low Carbon Equity Portfolio Team Managed 1.36
Black-Treynor Ratio EDR Global Equities Low Carbon M. Halperin, C. Moullot, L. Vauthier 2.60
Max Drawdown Impax Smart Carbon Team Managed -4.77 %
ESG Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 8
Environment AllianzGI Global Sustainability P. Schofield, J. Kent 7
Social Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 6
Governance Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 6
Carbon Risk Mgmt ECOFI GLOBAL LOW CARBON Team managed 5.91
Emissions / MEUR turnov. Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 23.08
Emissions / MEUR turnov. adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 28.58
Emissions / MEUR mkt cap AllianzGI Global Sustainability P. Schofield, J. Kent 23.86
Emissions / MEUR mkt cap adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 27.08
Performance AVERAGE MANDATE   18.83 %
Performance MSCI WORLD in EUR   20.59 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann 14.81 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 8.76
Tracking Error Impax Smart Carbon Team Managed 0.53
Sharpe Ratio ECOFI GLOBAL LOW CARBON Team managed 3.58
Information Ratio Roche-Brune Global Low Carbon S. Fraenkel, M. Fouilloux 1.04
Black-Treynor Ratio ECOFI GLOBAL LOW CARBON Team managed 14.52
Max Drawdown J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann -2.73 %
ESG Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 8
Environment AllianzGI Global Sustainability P. Schofield, J. Kent 7
Social Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 6
Governance Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 6
Carbon Risk Mgmt ECOFI GLOBAL LOW CARBON Team managed 5.91
Emissions / MEUR turnov. Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 23.08
Emissions / MEUR turnov. adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 28.58
Emissions / MEUR mkt cap AllianzGI Global Sustainability P. Schofield, J. Kent 23.86
Emissions / MEUR mkt cap adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 27.08
Performance AVERAGE MANDATE   12.90 %
Performance MSCI WORLD in EUR   12.87 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Allianz GI M. Pivovard, S. Atallah 13.08 %
Volatility Swiss Life Asset Managers P. Kaste, T. Puhan 4.45
Sharpe Ratio Degroof Petercam Y. Ceelen, M. Broes 1.99
Max Drawdown UBS FLEX E. Richard -1.52 %
Performance AVERAGE MANDATE   8.77 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Allianz GI M. Pivovard, S. Atallah 7.61 %
Volatility La Francaise AM A. Garcia, G. Mainard 3.65
Sharpe Ratio Stamina AM C. Inbona 2.84
Max Drawdown La Francaise AM A. Garcia, G. Mainard -1.37 %
Performance AVERAGE MANDATE   5.17 %

More Advanced Performance Indicators:
Click here to visit our website !

Click here to see amLeague news

amLeague
rue du Cendrier, 24 - CH 1201 Geneva
Phone : +41 (0)22 518 09 70

info@am-league.com - www.am-league.com