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amLeague Performance Review
December 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 25.50 %
Volatility Finaltis EfficientVol Euro Team managed 7.43
Tracking Error CM-CIC AM C. Besson 1.37
Sharpe Ratio Seven European Equity Fund J. Nouveau 2.58
Information Ratio Seven European Equity Fund J. Nouveau 2.69
Black-Treynor Ratio Seven European Equity Fund J. Nouveau 13.21
Max Drawdown NN Investment Partners N. Simar, M. Vandenbulck -3.94 %
Performance AVERAGE MANDATE   14.61 %
Performance EUROSTOXX NR   12.55 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven European Equity Fund J. Nouveau 10.06 %
Volatility Finaltis EfficientVol Euro Team managed 7.00
Tracking Error CM-CIC AM C. Besson 1.31
Sharpe Ratio Seven European Equity Fund J. Nouveau 2.16
Information Ratio Seven European Equity Fund J. Nouveau 2.81
Black-Treynor Ratio Seven European Equity Fund J. Nouveau 12.05
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -2.47 %
Performance AVERAGE MANDATE   4.62 %
Performance EUROSTOXX NR   3.81 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Degroof Petercam G. Lerminiaux, K. Bosquet 17.63 %
Volatility Ossiam Europe Minimum Variance Team managed 7.14
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.50
Sharpe Ratio Swiss Life Asset Managers Team Managed 2.22
Information Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 2.80
Black-Treynor Ratio Vivienne Investissement Team managed 21.97
Max Drawdown Swiss Life Asset Managers Team Managed -5.08 %
Performance AVERAGE MANDATE   13.19 %
Performance STOXX 600 NR   10.58 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ALPHA EUROPE D. Pouliquen 10.31 %
Volatility Vivienne Investissement Team managed 7.13
Tracking Error Allianz GI C. Garrigues, T. Le Clercq 2.22
Sharpe Ratio ALPHA EUROPE D. Pouliquen 2.23
Information Ratio ALPHA EUROPE D. Pouliquen 3.36
Black-Treynor Ratio Vivienne Investissement Team managed 12.72
Max Drawdown Swiss Life Asset Managers Team Managed -2.59 %
Performance AVERAGE MANDATE   4.25 %
Performance STOXX 600 NR   3.30 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 15.63 %
Volatility BNPPAM BNP Paribas Low Vol Team Managed 7.47
Tracking Error Swiss Life Asset Managers Team Managed 2.16
Sharpe Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 1.92
Information Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 1.66
Black-Treynor Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 5.33
Max Drawdown ECOFI Investissements T. Boisseau -4.42 %
Performance AVERAGE MANDATE   12.66 %
Performance STOXX 600 NR   10.58 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 5.49 %
Volatility BNPPAM BNP Paribas Low Vol Team Managed 7.66
Tracking Error Swiss Life Asset Managers Team Managed 2.18
Sharpe Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 1.38
Information Ratio Allianz GI C. Clet-Messadi, C. Garrigues 1.55
Black-Treynor Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 4.66
Max Drawdown Allianz GI C. Clet-Messadi, C. Garrigues -3.17 %
Performance AVERAGE MANDATE   4.16 %
Performance STOXX 600 NR   3.30 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements O. Ken, O. Plaisant 17.67 %
Volatility Swiss Life Asset Managers Team Managed 7.11
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.13
Sharpe Ratio ECOFI Investissements O. Ken, O. Plaisant 1.90
Information Ratio AllianzGI High Alpha Strategy L. Macdonald & Team 2.94
Black-Treynor Ratio ECOFI Investissements O. Ken, O. Plaisant 11.33
Max Drawdown SANSO IS M. Menigoz, D. Kalfon -4.50 %
Performance AVERAGE MANDATE   11.05 %
Performance STOXX 1800 NR   7.79 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements O. Ken, O. Plaisant 10.50 %
Volatility Swiss Life Asset Managers Team Managed 7.05
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.16
Sharpe Ratio ECOFI Investissements O. Ken, O. Plaisant 2.41
Information Ratio AllianzGI Best Styles Global strategy Team managed 2.45
Black-Treynor Ratio ECOFI Investissements O. Ken, O. Plaisant 12.27
Max Drawdown Degroof Petercam A. Roose, G. Lerminiaux -3.93 %
Performance AVERAGE MANDATE   5.99 %
Performance STOXX 1800 NR   5.15 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI GLOBAL LOW CARBON Team managed 15.40 %
Volatility Deutsche AM S. Penarrubia, S. Werner 7.87
Tracking Error Impax Smart Carbon Team Managed 0.42
Sharpe Ratio ECOFI GLOBAL LOW CARBON Team managed 1.87
Information Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 2.62
Black-Treynor Ratio ECOFI GLOBAL LOW CARBON Team managed 11.41
Max Drawdown J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann -4.20 %
ESG Amundi Asset Management I. O'Reilly, C. Zimmermann 8
Environment AllianzGI Global Sustainability P. Schofield, J. Kent 7
Social Amundi Asset Management I. O'Reilly, C. Zimmermann 6
Governance Amundi Asset Management I. O'Reilly, C. Zimmermann 6
Carbon Risk Mgmt Amundi Asset Management I. O'Reilly, C. Zimmermann 6.20
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 20.81
Emissions / MEUR turnov. adj Amundi Asset Management I. O'Reilly, C. Zimmermann 27.69
Emissions / MEUR mkt cap AllianzGI Global Sustainability P. Schofield, J. Kent 23.29
Emissions / MEUR mkt cap adj OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli 27.23
Performance AVERAGE MANDATE   8.82 %
Performance MSCI WORLD in EUR   7.51 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI GLOBAL LOW CARBON Team managed 9.33 %
Volatility Deutsche AM S. Penarrubia, S. Werner 8.09
Tracking Error Impax Smart Carbon Team Managed 0.34
Sharpe Ratio ECOFI GLOBAL LOW CARBON Team managed 2.39
Information Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 2.70
Black-Treynor Ratio ECOFI GLOBAL LOW CARBON Team managed 12.38
Max Drawdown OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli -3.58 %
ESG Amundi Asset Management I. O'Reilly, C. Zimmermann 8
Environment AllianzGI Global Sustainability P. Schofield, J. Kent 7
Social Amundi Asset Management I. O'Reilly, C. Zimmermann 6
Governance Amundi Asset Management I. O'Reilly, C. Zimmermann 6
Carbon Risk Mgmt Amundi Asset Management I. O'Reilly, C. Zimmermann 6.20
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 20.81
Emissions / MEUR turnov. adj Amundi Asset Management I. O'Reilly, C. Zimmermann 27.69
Emissions / MEUR mkt cap AllianzGI Global Sustainability P. Schofield, J. Kent 23.29
Emissions / MEUR mkt cap adj OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli 27.23
Performance AVERAGE MANDATE   4.67 %
Performance MSCI WORLD in EUR   5.06 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified J. Nouveau 11.64 %
Volatility Swiss Life Asset Managers Team Managed 3.58
Sharpe Ratio Swiss Life Asset Managers Team Managed 1.83
Max Drawdown ECOFI Investissements O. Guillou -1.77 %
Performance AVERAGE MANDATE   4.54 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Allianz GI M. Pivovard, S. Atallah 3.47 %
Volatility Swiss Life Asset Managers Team Managed 3.30
Sharpe Ratio Swiss Life Asset Managers Team Managed 1.61
Max Drawdown Swiss Life Asset Managers Team Managed -1.26 %
Performance AVERAGE MANDATE   2.05 %

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