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amLeague Performance Review
September 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 29.79 %
Volatility Finaltis Team managed 8.61
Tracking Error CM-CIC AM C. Besson 1.33
Sharpe Ratio NN Investment Partners N. Simar, M. Vandenbulck 2.68
Information Ratio NN Investment Partners N. Simar, M. Vandenbulck 2.20
Black-Treynor Ratio NN Investment Partners N. Simar, M. Vandenbulck 4.76
Max Drawdown Invesco AM J. Taylor, M. Perowne -4.40 %
Performance AVERAGE MANDATE   21.37 %
Performance EUROSTOXX NR   22.35 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven European Equity Fund J. Nouveau 11.56 %
Volatility Finaltis Team managed 8.39
Tracking Error CM-CIC AM C. Besson 1.21
Sharpe Ratio Seven European Equity Fund J. Nouveau 2.26
Information Ratio Degroof Petercam Guy Lerminiaux, Koen Bosquet, Hans Van Audenaerde 3.11
Black-Treynor Ratio Seven European Equity Fund J. Nouveau 11.93
Max Drawdown NN Investment Partners N. Simar, M. Vandenbulck -3.94 %
Performance AVERAGE MANDATE   6.65 %
Performance EUROSTOXX NR   5.86 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Degroof Petercam G. Lerminiaux, K. Bosquet 23.31 %
Volatility Ossiam Europe Minimum Variance Team managed 8.16
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.53
Sharpe Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 2.50
Information Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 2.74
Black-Treynor Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 5.66
Max Drawdown Degroof Petercam G. Lerminiaux, K. Bosquet -5.11 %
Performance AVERAGE MANDATE   14.92 %
Performance STOXX 600 NR   16.28 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Degroof Petercam G. Lerminiaux, K. Bosquet 7.72 %
Volatility Vivienne Investissement Team managed 7.48
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.32
Sharpe Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 1.74
Information Ratio Degroof Petercam G. Lerminiaux, K. Bosquet 3.75
Black-Treynor Ratio Swiss Life Asset Managers Team Managed 8.42
Max Drawdown Swiss Life Asset Managers Team Managed -5.08 %
Performance AVERAGE MANDATE   4.76 %
Performance STOXX 600 NR   3.58 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements T. Boisseau 23.85 %
Volatility THEAM BNP Paribas Low Vol Team Managed 8.34
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.42
Sharpe Ratio Roche-Brune AM B. Fine, M. Fouilloux 2.23
Information Ratio ECOFI Investissements T. Boisseau 1.69
Black-Treynor Ratio ECOFI Investissements T. Boisseau 4.07
Max Drawdown ECOFI Investissements T. Boisseau -4.42 %
Performance AVERAGE MANDATE   17.68 %
Performance STOXX 600 NR   16.28 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Roche-Brune AM B. Fine, M. Fouilloux 6.94 %
Volatility THEAM BNP Paribas Low Vol Team Managed 8.28
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.26
Sharpe Ratio Roche-Brune AM B. Fine, M. Fouilloux 1.64
Information Ratio Allianz GI C. Clet-Messadi, C. Garrigues 2.45
Black-Treynor Ratio Roche-Brune AM B. Fine, M. Fouilloux 7.03
Max Drawdown ECOFI Investissements T. Boisseau -4.42 %
Performance AVERAGE MANDATE   4.83 %
Performance STOXX 600 NR   3.58 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements O. Ken, O. Plaisant 20.34 %
Volatility Swiss Life Asset Managers Team Managed 7.50
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.18
Sharpe Ratio ECOFI Investissements O. Ken, O. Plaisant 2.06
Information Ratio AllianzGI Best Styles Global strategy Team managed 1.97
Black-Treynor Ratio ECOFI Investissements O. Ken, O. Plaisant 9.20
Max Drawdown AllianzGI High Alpha Strategy L. Macdonald & Team -5.17 %
Performance AVERAGE MANDATE   13.50 %
Performance STOXX 1800 NR   12.49 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements O. Ken, O. Plaisant 7.66 %
Volatility Swiss Life Asset Managers Team Managed 6.73
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.23
Sharpe Ratio ECOFI Investissements O. Ken, O. Plaisant 1.64
Information Ratio AllianzGI High Alpha Strategy L. Macdonald & Team 3.59
Black-Treynor Ratio ECOFI Investissements O. Ken, O. Plaisant 18.63
Max Drawdown SANSO IS M. Menigoz, D. Kalfon -4.50 %
Performance AVERAGE MANDATE   1.01 %
Performance STOXX 1800 NR   -1.14 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann 19.65 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 8.43
Tracking Error Impax Smart Carbon Team Managed 0.46
Sharpe Ratio J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann 2.15
Information Ratio J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann 1.38
Black-Treynor Ratio J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann 9.66
Max Drawdown J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann -4.20 %
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 19.84
Emissions / MEUR turnov. adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 27.61
Emissions / MEUR mkt cap AllianzGI Global Sustainability P. Schofield, J. Kent 24.12
Emissions / MEUR mkt cap adj AllianzGI Global Sustainability P. Schofield, J. Kent 30.84
Performance AVERAGE MANDATE   12.56 %
Performance MSCI WORLD in EUR   12.33 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI GLOBAL LOW CARBON Team managed 6.10 %
Volatility AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 7.78
Tracking Error Impax Smart Carbon Team Managed 0.41
Sharpe Ratio ECOFI GLOBAL LOW CARBON Team managed 1.46
Information Ratio RBC Global Equities - ā€ˇFonds d'Avenir Team managed 3.03
Black-Treynor Ratio ECOFI GLOBAL LOW CARBON Team managed 17.44
Max Drawdown J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann -4.20 %
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 19.84
Emissions / MEUR turnov. adj Pioneer Global Low Carbon Equity I. O'Reilly, C. Zimmermann 27.61
Emissions / MEUR mkt cap AllianzGI Global Sustainability P. Schofield, J. Kent 24.12
Emissions / MEUR mkt cap adj AllianzGI Global Sustainability P. Schofield, J. Kent 30.84
Performance AVERAGE MANDATE   0.20 %
Performance MSCI WORLD in EUR   -1.33 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified J. Nouveau 8.12 %
Volatility ECOFI Investissements O. Guillou 3.94
Sharpe Ratio ECOFI Investissements O. Guillou 1.85
Max Drawdown ECOFI Investissements O. Guillou -2.00 %
Performance AVERAGE MANDATE   5.44 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified J. Nouveau 3.15 %
Volatility fLAB Core L. Homberg 3.90
Sharpe Ratio ECOFI Investissements O. Guillou 1.50
Max Drawdown ECOFI Investissements O. Guillou -1.77 %
Performance AVERAGE MANDATE   0.50 %

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