Website

amLeague Performance Review
August 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 NN Investment Partners N. Simar, M. Vandenbulck 23.27 %
Volatility Finaltis Team managed 9.09
Tracking Error 1875 Sustainable EMU equities P. Delessert 1.06
Sharpe Ratio Degroof Petercam Guy Lerminiaux, Koen Bosquet, Hans Van Audenaerde 2.07
Information Ratio Degroof Petercam Guy Lerminiaux, Koen Bosquet, Hans Van Audenaerde 1.79
Black-Treynor Ratio Seven European Equity Fund J. Nouveau 6.71
Max Drawdown Degroof Petercam Guy Lerminiaux, Koen Bosquet, Hans Van Audenaerde -4.43 %
Performance AVERAGE MANDATE   17.29 %
Performance EUROSTOXX NR   17.00 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven European Equity Fund J. Nouveau 14.14 %
Volatility Finaltis Team managed 8.55
Tracking Error 1875 Sustainable EMU equities P. Delessert 0.86
Sharpe Ratio Seven European Equity Fund J. Nouveau 2.72
Information Ratio Seven European Equity Fund J. Nouveau 3.44
Black-Treynor Ratio Seven European Equity Fund J. Nouveau 15.75
Max Drawdown NN Investment Partners N. Simar, M. Vandenbulck -3.94 %
Performance AVERAGE MANDATE   7.99 %
Performance EUROSTOXX NR   6.75 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Degroof Petercam G. Lerminiaux, K. Bosquet 18.81 %
Volatility Swiss Life Asset Managers Team Managed 8.69
Tracking Error 1875 Sustainable Europe Equities P. Delessert 0.92
Sharpe Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 1.91
Information Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 2.70
Black-Treynor Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 5.96
Max Drawdown Degroof Petercam G. Lerminiaux, K. Bosquet -5.11 %
Performance AVERAGE MANDATE   11.57 %
Performance STOXX 600 NR   11.80 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Degroof Petercam G. Lerminiaux, K. Bosquet 8.52 %
Volatility Vivienne Investissement Team managed 7.86
Tracking Error 1875 Sustainable Europe Equities P. Delessert 0.78
Sharpe Ratio Swiss Life Asset Managers Team Managed 2.00
Information Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 4.68
Black-Treynor Ratio Swiss Life Asset Managers Team Managed 14.31
Max Drawdown Swiss Life Asset Managers Team Managed -5.08 %
Performance AVERAGE MANDATE   4.26 %
Performance STOXX 600 NR   3.01 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements T. Boisseau 18.49 %
Volatility THEAM BNP Paribas Low Vol Team Managed 8.94
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.43
Sharpe Ratio Roche-Brune AM B. Fine, M. Fouilloux 1.65
Information Ratio ECOFI Investissements T. Boisseau 1.48
Black-Treynor Ratio ECOFI Investissements T. Boisseau 4.04
Max Drawdown ECOFI Investissements T. Boisseau -4.84 %
Performance AVERAGE MANDATE   13.50 %
Performance STOXX 600 NR   11.80 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Allianz GI C. Clet-Messadi, C. Garrigues 8.20 %
Volatility THEAM BNP Paribas Low Vol Team Managed 8.49
Tracking Error Swiss Life Asset Managers Team Managed 2.26
Sharpe Ratio Allianz GI C. Clet-Messadi, C. Garrigues 1.73
Information Ratio Allianz GI C. Clet-Messadi, C. Garrigues 3.71
Black-Treynor Ratio Allianz GI C. Clet-Messadi, C. Garrigues 9.07
Max Drawdown ECOFI Investissements T. Boisseau -4.42 %
Performance AVERAGE MANDATE   5.50 %
Performance STOXX 600 NR   3.01 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements O. Ken, O. Plaisant 13.94 %
Volatility Swiss Life Asset Managers Team Managed 7.85
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.17
Sharpe Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 1.45
Information Ratio AllianzGI Best Styles Global strategy Team managed 1.78
Black-Treynor Ratio ECOFI Investissements O. Ken, O. Plaisant 6.14
Max Drawdown AllianzGI High Alpha Strategy L. Macdonald & Team -5.17 %
Performance AVERAGE MANDATE   10.15 %
Performance STOXX 1800 NR   9.04 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements O. Ken, O. Plaisant 6.48 %
Volatility Swiss Life Asset Managers Team Managed 7.02
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.15
Sharpe Ratio ECOFI Investissements O. Ken, O. Plaisant 1.33
Information Ratio AllianzGI High Alpha Strategy L. Macdonald & Team 4.02
Black-Treynor Ratio ECOFI Investissements O. Ken, O. Plaisant 20.92
Max Drawdown SANSO IS M. Menigoz, D. Kalfon -4.50 %
Performance AVERAGE MANDATE   -0.85 %
Performance STOXX 1800 NR   -3.45 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann 14.75 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 8.84
Tracking Error Impax Smart Carbon Team Managed 0.47
Sharpe Ratio J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann 1.58
Information Ratio J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann 1.07
Black-Treynor Ratio J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann 8.02
Max Drawdown J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann -4.20 %
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 Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 6.32
Emissions / MEUR turnov. Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 22.18
Emissions / MEUR turnov. adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 30.75
Emissions / MEUR mkt cap Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 15.15
Emissions / MEUR mkt cap adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 21.79
Performance AVERAGE MANDATE   8.92 %
Performance MSCI WORLD in EUR   8.84 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann 4.68 %
Volatility AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 8.03
Tracking Error Impax Smart Carbon Team Managed 0.42
Sharpe Ratio J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann 1.09
Information Ratio EDR Global Equities Low Carbon M. Halperin, C. Moullot, L. Vauthier 3.85
Black-Treynor Ratio ECOFI GLOBAL LOW CARBON Team managed 18.80
Max Drawdown J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann -4.20 %
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 Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 6.32
Emissions / MEUR turnov. Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 22.18
Emissions / MEUR turnov. adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 30.75
Emissions / MEUR mkt cap Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 15.15
Emissions / MEUR mkt cap adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 21.79
Performance AVERAGE MANDATE   -1.25 %
Performance MSCI WORLD in EUR   -3.65 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified J. Nouveau 9.55 %
Volatility UBS FLEX E. Richard 4.26
Sharpe Ratio Stamina AM A. Bienvenu, C. Inbona 1.27
Max Drawdown fLAB Core L. Homberg -2.77 %
Performance AVERAGE MANDATE   4.38 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified J. Nouveau 6.16 %
Volatility UBS FLEX E. Richard 4.07
Sharpe Ratio ECOFI Investissements O. Guillou 1.44
Max Drawdown ECOFI Investissements O. Guillou -1.77 %
Performance AVERAGE MANDATE   0.69 %

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