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amLeague Performance Review
October 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 30.46 %
Volatility Finaltis Team managed 8.27
Tracking Error CM-CIC AM C. Besson 1.33
Sharpe Ratio Seven European Equity Fund J. Nouveau 3.02
Information Ratio Degroof Petercam Guy Lerminiaux, Koen Bosquet, Hans Van Audenaerde 1.58
Black-Treynor Ratio Seven European Equity Fund J. Nouveau 9.59
Max Drawdown NN Investment Partners N. Simar, M. Vandenbulck -3.94 %
Performance AVERAGE MANDATE   23.38 %
Performance EUROSTOXX NR   23.71 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven European Equity Fund J. Nouveau 12.63 %
Volatility Finaltis Team managed 7.89
Tracking Error CM-CIC AM C. Besson 1.19
Sharpe Ratio Seven European Equity Fund J. Nouveau 2.57
Information Ratio Seven European Equity Fund J. Nouveau 3.32
Black-Treynor Ratio Seven European Equity Fund J. Nouveau 12.08
Max Drawdown NN Investment Partners N. Simar, M. Vandenbulck -3.94 %
Performance AVERAGE MANDATE   6.12 %
Performance EUROSTOXX NR   5.84 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Degroof Petercam G. Lerminiaux, K. Bosquet 24.91 %
Volatility Ossiam Europe Minimum Variance Team managed 7.87
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.53
Sharpe Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 2.72
Information Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 2.02
Black-Treynor Ratio Swiss Life Asset Managers Team Managed 5.94
Max Drawdown Swiss Life Asset Managers Team Managed -5.08 %
Performance AVERAGE MANDATE   19.89 %
Performance STOXX 600 NR   19.74 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance THEAM BNP PARIBAS GROUP Team managed 5.78 %
Volatility Vivienne Investissement Team managed 7.32
Tracking Error Allianz GI C. Garrigues, T. Le Clercq 2.16
Sharpe Ratio THEAM BNP PARIBAS GROUP Team managed 1.33
Information Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 1.91
Black-Treynor Ratio VIA AM Europe L. Pla, G. Dolisi 4.14
Max Drawdown Swiss Life Asset Managers Team Managed -5.08 %
Performance AVERAGE MANDATE   3.79 %
Performance STOXX 600 NR   3.52 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements T. Boisseau 24.22 %
Volatility THEAM BNP Paribas Low Vol Team Managed 7.96
Tracking Error Swiss Life Asset Managers Team Managed 2.39
Sharpe Ratio Roche-Brune AM B. Fine, M. Fouilloux 2.60
Information Ratio ECOFI Investissements T. Boisseau 1.02
Black-Treynor Ratio Roche-Brune AM B. Fine, M. Fouilloux 3.42
Max Drawdown ECOFI Investissements T. Boisseau -4.42 %
Performance AVERAGE MANDATE   20.60 %
Performance STOXX 600 NR   19.74 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements T. Boisseau 6.57 %
Volatility THEAM BNP Paribas Low Vol Team Managed 8.12
Tracking Error Swiss Life Asset Managers Team Managed 2.20
Sharpe Ratio Allianz GI C. Clet-Messadi, C. Garrigues 1.54
Information Ratio Allianz GI C. Clet-Messadi, C. Garrigues 2.55
Black-Treynor Ratio Allianz GI C. Clet-Messadi, C. Garrigues 5.33
Max Drawdown ECOFI Investissements T. Boisseau -4.42 %
Performance AVERAGE MANDATE   4.45 %
Performance STOXX 600 NR   3.52 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements O. Ken, O. Plaisant 27.45 %
Volatility Swiss Life Asset Managers Team Managed 7.58
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.18
Sharpe Ratio ECOFI Investissements O. Ken, O. Plaisant 2.75
Information Ratio AllianzGI High Alpha Strategy L. Macdonald & Team 1.93
Black-Treynor Ratio ECOFI Investissements O. Ken, O. Plaisant 13.63
Max Drawdown SANSO IS M. Menigoz, D. Kalfon -4.50 %
Performance AVERAGE MANDATE   17.50 %
Performance STOXX 1800 NR   15.69 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements O. Ken, O. Plaisant 10.00 %
Volatility Swiss Life Asset Managers Team Managed 7.00
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.24
Sharpe Ratio ECOFI Investissements O. Ken, O. Plaisant 2.11
Information Ratio ECOFI Investissements O. Ken, O. Plaisant 2.81
Black-Treynor Ratio ECOFI Investissements O. Ken, O. Plaisant 15.03
Max Drawdown SANSO IS M. Menigoz, D. Kalfon -4.50 %
Performance AVERAGE MANDATE   3.72 %
Performance STOXX 1800 NR   2.49 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI GLOBAL LOW CARBON Team managed 24.39 %
Volatility Deutsche AM S. Penarrubia, S. Werner 8.47
Tracking Error Impax Smart Carbon Team Managed 0.46
Sharpe Ratio ECOFI GLOBAL LOW CARBON Team managed 2.74
Information Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 1.65
Black-Treynor Ratio ECOFI GLOBAL LOW CARBON Team managed 13.98
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 6.27
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 19.88
Emissions / MEUR turnov. adj Amundi Asset Management I. O'Reilly, C. Zimmermann 26.74
Emissions / MEUR mkt cap AllianzGI Global Sustainability P. Schofield, J. Kent 23.07
Emissions / MEUR mkt cap adj OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli 25.41
Performance AVERAGE MANDATE   16.49 %
Performance MSCI WORLD in EUR   15.53 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI GLOBAL LOW CARBON Team managed 8.41 %
Volatility Deutsche AM S. Penarrubia, S. Werner 8.02
Tracking Error Impax Smart Carbon Team Managed 0.38
Sharpe Ratio ECOFI GLOBAL LOW CARBON Team managed 1.98
Information Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 2.92
Black-Treynor Ratio ECOFI GLOBAL LOW CARBON Team managed 14.43
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 6.27
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 19.88
Emissions / MEUR turnov. adj Amundi Asset Management I. O'Reilly, C. Zimmermann 26.74
Emissions / MEUR mkt cap AllianzGI Global Sustainability P. Schofield, J. Kent 23.07
Emissions / MEUR mkt cap adj OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli 25.41
Performance AVERAGE MANDATE   3.00 %
Performance MSCI WORLD in EUR   2.36 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified J. Nouveau 11.11 %
Volatility Swiss Life Asset Managers Team Managed 3.85
Sharpe Ratio ECOFI Investissements O. Guillou 1.98
Max Drawdown ECOFI Investissements O. Guillou -1.77 %
Performance AVERAGE MANDATE   7.01 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified J. Nouveau 3.42 %
Volatility Swiss Life Asset Managers Team Managed 3.76
Sharpe Ratio ECOFI Investissements O. Guillou 1.66
Max Drawdown ECOFI Investissements O. Guillou -1.77 %
Performance AVERAGE MANDATE   1.73 %

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