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amLeague Performance Review
February 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 Roche-Brune AM B. Fine, G. Laverne 19.96 %
Volatility Finaltis Team managed 12.31
Tracking Error CM-CIC AM C. Besson 1.49
Sharpe Ratio Roche-Brune AM B. Fine, G. Laverne 1.38
Information Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 0.93
Black-Treynor Ratio Roche-Brune AM B. Fine, G. Laverne 5.38
Max Drawdown THEAM BNP PARIBAS GROUP Team Managed -8.00 %
Performance AVERAGE MANDATE   14.75 %
Performance EUROSTOXX NR   16.46 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance NN Investment Partners N. Simar, M. Vandenbulck 13.39 %
Volatility THEAM BNP PARIBAS GROUP Team Managed 9.45
Tracking Error 1875 Sustainable EMU equities P. Delessert 1.24
Sharpe Ratio NN Investment Partners N. Simar, M. Vandenbulck 2.22
Information Ratio NN Investment Partners N. Simar, M. Vandenbulck 1.98
Black-Treynor Ratio Swiss Life Asset Managers D. Corbet, M. Ringel 4.38
Max Drawdown Ed. de Rothschild AM O. Huet, P. Lecoq -4.19 %
Performance AVERAGE MANDATE   8.55 %
Performance EUROSTOXX NR   9.60 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Roche-Brune AM B. Fine, G. Laverne 18.51 %
Volatility Vivienne Investissement Team managed 10.81
Tracking Error Allianz GI C. Garrigues, T. Le Clercq 2.69
Sharpe Ratio Roche-Brune AM B. Fine, G. Laverne 1.28
Information Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 1.33
Black-Treynor Ratio Vivienne Investissement Team managed 16.16
Max Drawdown Ossiam Europe Minimum Variance Team managed -9.20 %
Performance AVERAGE MANDATE   11.74 %
Performance STOXX 600 NR   14.14 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Ed. de Rothschild AM P. Lecoq, O. Huet 11.52 %
Volatility Swiss Life Asset Managers J. Corcos, D. Corbet 9.17
Tracking Error 1875 Sustainable Europe Equities P. Delessert 1.05
Sharpe Ratio AB Europe Strategic Value Team 2.47
Information Ratio AB Europe Strategic Value Team 2.40
Black-Treynor Ratio AB Europe Strategic Value Team 6.53
Max Drawdown AB Europe Strategic Value Team -3.68 %
Performance AVERAGE MANDATE   7.07 %
Performance STOXX 600 NR   8.53 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements T. Boisseau 20.70 %
Volatility THEAM BNP Paribas Low Vol Team Managed 13.25
Tracking Error Degroof Petercam Team managed by L. Op De Beeck,K. Bosquet & G. Lerminiaux 2.86
Sharpe Ratio Roche-Brune AM B. Fine, M. Fouilloux 1.27
Information Ratio ECOFI Investissements T. Boisseau 1.44
Black-Treynor Ratio Roche-Brune AM B. Fine, M. Fouilloux 4.70
Max Drawdown THEAM BNP Paribas Low Vol Team Managed -9.41 %
Performance AVERAGE MANDATE   13.93 %
Performance STOXX 600 NR   14.14 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance La Francaise AM D. Buffet, R. Petitjean 11.11 %
Volatility THEAM BNP Paribas Low Vol Team Managed 9.37
Tracking Error Degroof Petercam Team managed by L. Op De Beeck,K. Bosquet & G. Lerminiaux 2.57
Sharpe Ratio La Francaise AM D. Buffet, R. Petitjean 2.24
Information Ratio La Francaise AM D. Buffet, R. Petitjean 1.46
Black-Treynor Ratio La Francaise AM D. Buffet, R. Petitjean 5.07
Max Drawdown La Francaise AM D. Buffet, R. Petitjean -4.18 %
Performance AVERAGE MANDATE   7.59 %
Performance STOXX 600 NR   8.53 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance VIA AM World L. Pla, G. Dolisi 25.84 %
Volatility THEAM BNP PARIBAS GROUP Team Managed 9.41
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.83
Sharpe Ratio Swiss Life Asset Managers B. Jonen, P. Kaste, M. Ringel 2.25
Information Ratio VIA AM World L. Pla, G. Dolisi 0.49
Black-Treynor Ratio Degroof Petercam A. Roose, G. Lerminiaux 2.70
Max Drawdown Swiss Life Asset Managers B. Jonen, P. Kaste, M. Ringel -4.29 %
Performance AVERAGE MANDATE   20.25 %
Performance STOXX 1800 NR   23.54 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance AllianzGI Best Styles Global strategy Team managed 14.54 %
Volatility Swiss Life Asset Managers B. Jonen, P. Kaste, M. Ringel 8.55
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.19
Sharpe Ratio Degroof Petercam A. Roose, G. Lerminiaux 3.08
Information Ratio AllianzGI Best Styles Global strategy Team managed 3.05
Black-Treynor Ratio Degroof Petercam A. Roose, G. Lerminiaux 5.49
Max Drawdown Swiss Life Asset Managers B. Jonen, P. Kaste, M. Ringel -3.37 %
Performance AVERAGE MANDATE   11.07 %
Performance STOXX 1800 NR   12.93 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance UBS Global Sustainable Low Carbon Equity Portfolio Team Managed 31.07 %
Volatility AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 10.20
Tracking Error Impax Smart Carbon Team Managed 0.47
Sharpe Ratio UBS Global Sustainable Low Carbon Equity Portfolio Team Managed 2.43
Information Ratio UBS Global Sustainable Low Carbon Equity Portfolio Team Managed 1.86
Black-Treynor Ratio UBS Global Sustainable Low Carbon Equity Portfolio Team Managed 2.83
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 5.95
Emissions / MEUR turnov. Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 22.77
Emissions / MEUR turnov. adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 28.09
Emissions / MEUR mkt cap Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 21.37
Emissions / MEUR mkt cap adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 21.72
Performance AVERAGE MANDATE   19.72 %
Performance MSCI WORLD in EUR   24.00 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance UBS Global Sustainable Low Carbon Equity Portfolio Team Managed 16.06 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 9.44
Tracking Error Impax Smart Carbon Team Managed 0.51
Sharpe Ratio UBS Global Sustainable Low Carbon Equity Portfolio Team Managed 2.95
Information Ratio UBS Global Sustainable Low Carbon Equity Portfolio Team Managed 1.99
Black-Treynor Ratio Roche-Brune Global Low Carbon S. Fraenkel, M. Fouilloux 3.47
Max Drawdown La Française Inflection Point Global Low Carbon Team managed -3.97 %
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 5.95
Emissions / MEUR turnov. Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 22.77
Emissions / MEUR turnov. adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 28.09
Emissions / MEUR mkt cap Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 21.37
Emissions / MEUR mkt cap adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 21.72
Performance AVERAGE MANDATE   10.15 %
Performance MSCI WORLD in EUR   12.96 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Allianz GI M. Pivovard, S. Atallah 14.02 %
Volatility Seven Diversified J. Nouveau 3.91
Sharpe Ratio Seven Diversified J. Nouveau 1.89
Max Drawdown UBS FLEX E. Richard -2.44 %
Performance AVERAGE MANDATE   8.40 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Allianz GI M. Pivovard, S. Atallah 6.77 %
Volatility UBS FLEX E. Richard 4.43
Sharpe Ratio Allianz GI M. Pivovard, S. Atallah 2.16
Max Drawdown UBS FLEX E. Richard -1.52 %
Performance AVERAGE MANDATE   3.68 %

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