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amLeague Performance Review
March 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 21.56 %
Volatility Finaltis Team managed 11.89
Tracking Error CM-CIC AM C. Besson 1.44
Sharpe Ratio Roche-Brune AM B. Fine, G. Laverne 1.45
Information Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 0.69
Black-Treynor Ratio Seven European Equity Fund J. Nouveau 4.36
Max Drawdown THEAM BNP PARIBAS GROUP Team Managed -8.00 %
Performance AVERAGE MANDATE   17.43 %
Performance EUROSTOXX NR   19.41 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance NN Investment Partners N. Simar, M. Vandenbulck 21.02 %
Volatility THEAM BNP PARIBAS GROUP Team Managed 8.63
Tracking Error 1875 Sustainable EMU equities P. Delessert 1.19
Sharpe Ratio NN Investment Partners N. Simar, M. Vandenbulck 3.91
Information Ratio NN Investment Partners N. Simar, M. Vandenbulck 3.21
Black-Treynor Ratio NN Investment Partners N. Simar, M. Vandenbulck 4.96
Max Drawdown Invesco AM J. Taylor, M. Perowne -3.97 %
Performance AVERAGE MANDATE   13.85 %
Performance EUROSTOXX NR   15.58 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Degroof Petercam G. Lerminiaux, K. Bosquet 20.68 %
Volatility Vivienne Investissement Team managed 10.69
Tracking Error Allianz GI C. Garrigues, T. Le Clercq 2.68
Sharpe Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 1.35
Information Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 1.36
Black-Treynor Ratio Vivienne Investissement Team managed 11.26
Max Drawdown Ossiam Europe Minimum Variance Team managed -9.20 %
Performance AVERAGE MANDATE   13.67 %
Performance STOXX 600 NR   16.30 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Ed. de Rothschild AM P. Lecoq, O. Huet 15.39 %
Volatility Swiss Life Asset Managers J. Corcos, D. Corbet 8.39
Tracking Error 1875 Sustainable Europe Equities P. Delessert 1.02
Sharpe Ratio AB Europe Strategic Value Team 3.39
Information Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 1.81
Black-Treynor Ratio Ed. de Rothschild AM P. Lecoq, O. Huet 6.06
Max Drawdown AB Europe Strategic Value Team -3.09 %
Performance AVERAGE MANDATE   9.95 %
Performance STOXX 600 NR   12.26 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements T. Boisseau 22.93 %
Volatility THEAM BNP Paribas Low Vol Team Managed 12.82
Tracking Error Degroof Petercam Team managed by L. Op De Beeck,K. Bosquet & G. Lerminiaux 2.81
Sharpe Ratio ECOFI Investissements T. Boisseau 1.40
Information Ratio ECOFI Investissements T. Boisseau 1.46
Black-Treynor Ratio ECOFI Investissements T. Boisseau 4.06
Max Drawdown THEAM BNP Paribas Low Vol Team Managed -9.41 %
Performance AVERAGE MANDATE   16.48 %
Performance STOXX 600 NR   16.30 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements T. Boisseau 16.86 %
Volatility THEAM BNP Paribas Low Vol Team Managed 8.39
Tracking Error Degroof Petercam Team managed by L. Op De Beeck,K. Bosquet & G. Lerminiaux 2.55
Sharpe Ratio La Francaise AM D. Buffet, R. Petitjean 3.59
Information Ratio La Francaise AM D. Buffet, R. Petitjean 2.53
Black-Treynor Ratio La Francaise AM D. Buffet, R. Petitjean 7.23
Max Drawdown ECOFI Investissements T. Boisseau -4.01 %
Performance AVERAGE MANDATE   12.21 %
Performance STOXX 600 NR   12.26 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance VIA AM World L. Pla, G. Dolisi 25.11 %
Volatility THEAM BNP PARIBAS GROUP Team Managed 9.23
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.79
Sharpe Ratio Degroof Petercam A. Roose, G. Lerminiaux 2.24
Information Ratio VIA AM World L. Pla, G. Dolisi 0.68
Black-Treynor Ratio Degroof Petercam A. Roose, G. Lerminiaux 3.50
Max Drawdown Swiss Life Asset Managers B. Jonen, P. Kaste, M. Ringel -4.29 %
Performance AVERAGE MANDATE   19.73 %
Performance STOXX 1800 NR   21.91 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance AllianzGI Best Styles Global strategy Team managed 15.31 %
Volatility Swiss Life Asset Managers B. Jonen, P. Kaste, M. Ringel 8.14
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.12
Sharpe Ratio Degroof Petercam A. Roose, G. Lerminiaux 3.31
Information Ratio AllianzGI Best Styles Global strategy Team managed 3.02
Black-Treynor Ratio Degroof Petercam A. Roose, G. Lerminiaux 5.05
Max Drawdown Swiss Life Asset Managers B. Jonen, P. Kaste, M. Ringel -3.37 %
Performance AVERAGE MANDATE   12.25 %
Performance STOXX 1800 NR   13.79 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance UBS Global Sustainable Low Carbon Equity Portfolio Team Managed 27.57 %
Volatility AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 9.88
Tracking Error Impax Smart Carbon Team Managed 0.45
Sharpe Ratio UBS Global Sustainable Low Carbon Equity Portfolio Team Managed 2.20
Information Ratio UBS Global Sustainable Low Carbon Equity Portfolio Team Managed 1.40
Black-Treynor Ratio UBS Global Sustainable Low Carbon Equity Portfolio Team Managed 1.66
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 6.02
Emissions / MEUR turnov. Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 21.78
Emissions / MEUR turnov. adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 28.29
Emissions / MEUR mkt cap Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 24.74
Emissions / MEUR mkt cap adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 25.36
Performance AVERAGE MANDATE   19.08 %
Performance MSCI WORLD in EUR   22.28 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance UBS Global Sustainable Low Carbon Equity Portfolio Team Managed 15.30 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 8.87
Tracking Error Impax Smart Carbon Team Managed 0.51
Sharpe Ratio J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann 3.34
Information Ratio UBS Global Sustainable Low Carbon Equity Portfolio Team Managed 0.95
Black-Treynor Ratio J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann 8.17
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 6.02
Emissions / MEUR turnov. Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 21.78
Emissions / MEUR turnov. adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 28.29
Emissions / MEUR mkt cap Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 24.74
Emissions / MEUR mkt cap adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 25.36
Performance AVERAGE MANDATE   12.18 %
Performance MSCI WORLD in EUR   13.85 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Allianz GI M. Pivovard, S. Atallah 13.47 %
Volatility UBS FLEX E. Richard 4.48
Sharpe Ratio Degroof Petercam Y. Ceelen, M. Broes 1.95
Max Drawdown UBS FLEX E. Richard -2.44 %
Performance AVERAGE MANDATE   8.67 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Allianz GI M. Pivovard, S. Atallah 7.53 %
Volatility ECOFI Investissements O. Guillou 3.66
Sharpe Ratio Stamina AM C. Inbona 2.61
Max Drawdown UBS FLEX E. Richard -1.52 %
Performance AVERAGE MANDATE   4.91 %

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