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amLeague Performance Review
May 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 23.76 %
Volatility Finaltis Team managed 11.62
Tracking Error CM-CIC AM C. Besson 1.41
Sharpe Ratio Seven European Equity Fund J. Nouveau 1.78
Information Ratio NN Investment Partners N. Simar, M. Vandenbulck 1.01
Black-Treynor Ratio Seven European Equity Fund J. Nouveau 8.80
Max Drawdown THEAM BNP PARIBAS GROUP Team Managed -7.83 %
Performance AVERAGE MANDATE   19.72 %
Performance EUROSTOXX NR   20.10 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Roche-Brune AM B. Fine, G. Laverne 21.71 %
Volatility Finaltis Team managed 7.65
Tracking Error 1875 Sustainable EMU equities P. Delessert 1.03
Sharpe Ratio Swiss Life Asset Managers D. Corbet, M. Ringel 5.45
Information Ratio Roche-Brune AM B. Fine, G. Laverne 1.86
Black-Treynor Ratio THEAM BNP PARIBAS GROUP Team Managed 17.11
Max Drawdown Finaltis Team managed -1.75 %
Performance AVERAGE MANDATE   19.05 %
Performance EUROSTOXX NR   19.18 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Ed. de Rothschild AM P. Lecoq, O. Huet 22.22 %
Volatility Vivienne Investissement Team managed 10.65
Tracking Error Allianz GI C. Garrigues, T. Le Clercq 2.75
Sharpe Ratio Ed. de Rothschild AM P. Lecoq, O. Huet 1.52
Information Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 1.82
Black-Treynor Ratio Vivienne Investissement Team managed 18.32
Max Drawdown Ossiam Europe Minimum Variance Team managed -9.20 %
Performance AVERAGE MANDATE   14.30 %
Performance STOXX 600 NR   15.37 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Degroof Petercam G. Lerminiaux, K. Bosquet 20.43 %
Volatility Ossiam Europe Minimum Variance Team managed 6.42
Tracking Error 1875 Sustainable Europe Equities P. Delessert 0.99
Sharpe Ratio Swiss Life Asset Managers J. Corcos, D. Corbet 6.56
Information Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 3.72
Black-Treynor Ratio Vivienne Investissement Team managed 156.87
Max Drawdown Ossiam Europe Minimum Variance Team managed -1.38 %
Performance AVERAGE MANDATE   17.37 %
Performance STOXX 600 NR   16.13 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements T. Boisseau 20.61 %
Volatility THEAM BNP Paribas Low Vol Team Managed 12.32
Tracking Error Degroof Petercam Team managed by L. Op De Beeck,K. Bosquet & G. Lerminiaux 2.78
Sharpe Ratio Roche-Brune AM B. Fine, M. Fouilloux 1.39
Information Ratio ECOFI Investissements T. Boisseau 1.11
Black-Treynor Ratio Roche-Brune AM B. Fine, M. Fouilloux 3.81
Max Drawdown THEAM BNP Paribas Low Vol Team Managed -8.84 %
Performance AVERAGE MANDATE   16.81 %
Performance STOXX 600 NR   15.37 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Roche-Brune AM B. Fine, M. Fouilloux 18.96 %
Volatility THEAM BNP Paribas Low Vol Team Managed 6.97
Tracking Error Swiss Life Asset Managers B. Jonen, P. Kaste, M. Ringel 1.87
Sharpe Ratio THEAM BNP Paribas Low Vol Team Managed 5.67
Information Ratio Swiss Life Asset Managers B. Jonen, P. Kaste, M. Ringel 2.34
Black-Treynor Ratio THEAM BNP Paribas Low Vol Team Managed 19.24
Max Drawdown Swiss Life Asset Managers B. Jonen, P. Kaste, M. Ringel -1.84 %
Performance AVERAGE MANDATE   17.48 %
Performance STOXX 600 NR   16.13 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance AllianzGI High Alpha Strategy L. Macdonald & Team 19.23 %
Volatility Swiss Life Asset Managers B. Jonen, P. Kaste, M. Ringel 8.77
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.74
Sharpe Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 2.07
Information Ratio AllianzGI High Alpha Strategy L. Macdonald & Team 1.29
Black-Treynor Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 7.26
Max Drawdown Swiss Life Asset Managers B. Jonen, P. Kaste, M. Ringel -4.29 %
Performance AVERAGE MANDATE   15.93 %
Performance STOXX 1800 NR   15.18 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Ed. de Rothschild AM L. Vauthier, M. Halperin 17.62 %
Volatility Swiss Life Asset Managers B. Jonen, P. Kaste, M. Ringel 7.51
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.01
Sharpe Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 4.66
Information Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 5.69
Black-Treynor Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 30.12
Max Drawdown Ed. de Rothschild AM L. Vauthier, M. Halperin -2.08 %
Performance AVERAGE MANDATE   9.44 %
Performance STOXX 1800 NR   6.73 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance UBS Global Sustainable Low Carbon Equity Portfolio Team Managed 19.49 %
Volatility AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 9.20
Tracking Error Impax Smart Carbon Team Managed 0.46
Sharpe Ratio EDR Global Equities Low Carbon M. Halperin, C. Moullot, L. Vauthier 1.83
Information Ratio UBS Global Sustainable Low Carbon Equity Portfolio Team Managed 1.22
Black-Treynor Ratio EDR Global Equities Low Carbon M. Halperin, C. Moullot, L. Vauthier 3.95
Max Drawdown Impax Smart Carbon Team Managed -4.69 %
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 ECOFI GLOBAL LOW CARBON Team managed 6
Carbon Risk Mgmt Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 6.08
Emissions / MEUR turnov. Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 22.16
Emissions / MEUR turnov. adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 30.09
Emissions / MEUR mkt cap Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 21.49
Emissions / MEUR mkt cap adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 27.78
Performance AVERAGE MANDATE   13.78 %
Performance MSCI WORLD in EUR   15.26 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance EDR Global Equities Low Carbon M. Halperin, C. Moullot, L. Vauthier 14.50 %
Volatility EDR Global Equities Low Carbon M. Halperin, C. Moullot, L. Vauthier 7.94
Tracking Error Impax Smart Carbon Team Managed 0.48
Sharpe Ratio EDR Global Equities Low Carbon M. Halperin, C. Moullot, L. Vauthier 3.98
Information Ratio EDR Global Equities Low Carbon M. Halperin, C. Moullot, L. Vauthier 4.53
Black-Treynor Ratio ECOFI GLOBAL LOW CARBON Team managed 27.32
Max Drawdown EDR Global Equities Low Carbon M. Halperin, C. Moullot, L. Vauthier -1.93 %
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 ECOFI GLOBAL LOW CARBON Team managed 6
Carbon Risk Mgmt Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 6.08
Emissions / MEUR turnov. Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 22.16
Emissions / MEUR turnov. adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 30.09
Emissions / MEUR mkt cap Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 21.49
Emissions / MEUR mkt cap adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 27.78
Performance AVERAGE MANDATE   8.63 %
Performance MSCI WORLD in EUR   6.48 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified J. Nouveau 11.89 %
Volatility UBS FLEX E. Richard 4.38
Sharpe Ratio Swiss Life Asset Managers P. Kaste, T. Puhan 1.96
Max Drawdown UBS FLEX E. Richard -2.54 %
Performance AVERAGE MANDATE   7.88 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified J. Nouveau 11.90 %
Volatility La Francaise AM A. Garcia, G. Mainard 3.20
Sharpe Ratio ECOFI Investissements O. Guillou 3.67
Max Drawdown Swiss Life Asset Managers P. Kaste, T. Puhan -1.05 %
Performance AVERAGE MANDATE   5.15 %

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