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amLeague Performance Review
June 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 Degroof Petercam G. Lerminiaux, K. Bosquet 30.77 %
Volatility Finaltis Team managed 9.37
Tracking Error 1875 Sustainable EMU equities P. Delessert 1.11
Sharpe Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 2.72
Information Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 2.36
Black-Treynor Ratio Seven European Equity Fund J. Nouveau 6.35
Max Drawdown Swiss Life Asset Managers Team Managed -4.24 %
Performance AVERAGE MANDATE   24.19 %
Performance EUROSTOXX NR   24.62 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven European Equity Fund J. Nouveau 14.03 %
Volatility Finaltis Team managed 7.83
Tracking Error 1875 Sustainable EMU equities P. Delessert 0.97
Sharpe Ratio Seven European Equity Fund J. Nouveau 3.01
Information Ratio Roche-Brune AM B. Fine, G. Laverne 2.87
Black-Treynor Ratio Seven European Equity Fund J. Nouveau 14.63
Max Drawdown NN Investment Partners N. Simar, M. Vandenbulck -3.40 %
Performance AVERAGE MANDATE   9.46 %
Performance EUROSTOXX NR   8.42 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Degroof Petercam G. Lerminiaux, K. Bosquet 28.27 %
Volatility Swiss Life Asset Managers Team Managed 8.63
Tracking Error 1875 Sustainable Europe Equities P. Delessert 0.94
Sharpe Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 2.61
Information Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 3.42
Black-Treynor Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 7.13
Max Drawdown Degroof Petercam G. Lerminiaux, K. Bosquet -4.95 %
Performance AVERAGE MANDATE   17.00 %
Performance STOXX 600 NR   18.17 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Swiss Life Asset Managers Team Managed 12.20 %
Volatility Ossiam Europe Minimum Variance Team managed 6.74
Tracking Error 1875 Sustainable Europe Equities P. Delessert 0.96
Sharpe Ratio Swiss Life Asset Managers Team Managed 3.70
Information Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 3.91
Black-Treynor Ratio Vivienne Investissement Team managed 38.59
Max Drawdown Ossiam Europe Minimum Variance Team managed -3.48 %
Performance AVERAGE MANDATE   8.94 %
Performance STOXX 600 NR   7.04 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements T. Boisseau 25.92 %
Volatility THEAM BNP Paribas Low Vol Team Managed 8.97
Tracking Error Degroof Petercam Team managed by L. Op De Beeck,K. Bosquet & G. Lerminiaux 2.47
Sharpe Ratio Swiss Life Asset Managers Team Managed 2.32
Information Ratio ECOFI Investissements T. Boisseau 1.69
Black-Treynor Ratio Roche-Brune AM B. Fine, M. Fouilloux 5.15
Max Drawdown La Francaise AM D. Buffet, R. Petitjean -4.84 %
Performance AVERAGE MANDATE   20.17 %
Performance STOXX 600 NR   18.17 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Roche-Brune AM B. Fine, M. Fouilloux 10.00 %
Volatility THEAM BNP Paribas Low Vol Team Managed 7.25
Tracking Error Swiss Life Asset Managers Team Managed 2.14
Sharpe Ratio THEAM BNP Paribas Low Vol Team Managed 2.57
Information Ratio Swiss Life Asset Managers Team Managed 2.34
Black-Treynor Ratio THEAM BNP Paribas Low Vol Team Managed 9.06
Max Drawdown Swiss Life Asset Managers Team Managed -3.56 %
Performance AVERAGE MANDATE   8.17 %
Performance STOXX 600 NR   7.04 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance AllianzGI High Alpha Strategy L. Macdonald & Team 20.64 %
Volatility Swiss Life Asset Managers Team Managed 7.73
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.56
Sharpe Ratio Degroof Petercam A. Roose, G. Lerminiaux 2.22
Information Ratio AllianzGI High Alpha Strategy L. Macdonald & Team 1.76
Black-Treynor Ratio Degroof Petercam A. Roose, G. Lerminiaux 5.87
Max Drawdown Swiss Life Asset Managers Team Managed -3.48 %
Performance AVERAGE MANDATE   15.28 %
Performance STOXX 1800 NR   15.24 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Ed. de Rothschild AM L. Vauthier, M. Halperin 12.05 %
Volatility Swiss Life Asset Managers Team Managed 7.16
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.10
Sharpe Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 3.03
Information Ratio AllianzGI High Alpha Strategy L. Macdonald & Team 4.62
Black-Treynor Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 23.03
Max Drawdown amaika M. Menigoz, D. Kalfon -2.78 %
Performance AVERAGE MANDATE   4.78 %
Performance STOXX 1800 NR   2.52 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance UBS Global Sustainable Low Carbon Equity Portfolio Team Managed 19.52 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 8.43
Tracking Error Impax Smart Carbon Team Managed 0.47
Sharpe Ratio Roche-Brune Global Low Carbon S. Fraenkel, M. Fouilloux 2.01
Information Ratio UBS Global Sustainable Low Carbon Equity Portfolio Team Managed 1.33
Black-Treynor Ratio J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann 5.23
Max Drawdown J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann -4.12 %
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 6.18
Emissions / MEUR turnov. Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 22.57
Emissions / MEUR turnov. adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 31.80
Emissions / MEUR mkt cap Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 20.31
Emissions / MEUR mkt cap adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 27.28
Performance AVERAGE MANDATE   15.14 %
Performance MSCI WORLD in EUR   15.13 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance EDR Global Equities Low Carbon M. Halperin, C. Moullot, L. Vauthier 8.70 %
Volatility Deutsche AM S. Penarrubia, S. Werner 7.63
Tracking Error Impax Smart Carbon Team Managed 0.48
Sharpe Ratio EDR Global Equities Low Carbon M. Halperin, C. Moullot, L. Vauthier 2.35
Information Ratio EDR Global Equities Low Carbon M. Halperin, C. Moullot, L. Vauthier 3.25
Black-Treynor Ratio EDR Global Equities Low Carbon M. Halperin, C. Moullot, L. Vauthier 16.92
Max Drawdown J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann -2.90 %
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 6.18
Emissions / MEUR turnov. Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 22.57
Emissions / MEUR turnov. adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 31.80
Emissions / MEUR mkt cap Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 20.31
Emissions / MEUR mkt cap adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 27.28
Performance AVERAGE MANDATE   3.96 %
Performance MSCI WORLD in EUR   2.33 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Stamina AM A. Bienvenu, C. Inbona 8.72 %
Volatility UBS FLEX E. Richard 4.00
Sharpe Ratio Stamina AM A. Bienvenu, C. Inbona 1.78
Max Drawdown La Francaise AM A. Garcia, G. Mainard -2.31 %
Performance AVERAGE MANDATE   6.37 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified J. Nouveau 8.04 %
Volatility La Francaise AM A. Garcia, G. Mainard 3.44
Sharpe Ratio Swiss Life Asset Managers Team Managed 2.03
Max Drawdown fLAB Core L. Homberg -1.60 %
Performance AVERAGE MANDATE   2.38 %

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