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amLeague Performance Review
August 2018

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 13.15 %
Volatility Finaltis EfficientVol Euro Team managed 8.66
Tracking Error CM-CIC AM C. Besson 1.48
Sharpe Ratio Seven European Equity Fund J. Nouveau 1.09
Information Ratio Seven European Equity Fund J. Nouveau 1.60
Black-Treynor Ratio Seven European Equity Fund J. Nouveau 7.48
Max Drawdown Degroof Petercam Guy Lerminiaux, Koen Bosquet, Hans Van Audenaerde -7.63 %
Performance AVERAGE MANDATE   5.53 %
Performance EUROSTOXX NR   4.31 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP PARIBAS GROUP Team Managed 6.51 %
Volatility Finaltis EfficientVol Euro Team managed 8.64
Tracking Error CM-CIC AM C. Besson 1.51
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed 1.60
Information Ratio SANSO IS M. Menigoz 2.53
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 16.93
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -4.18 %
Performance AVERAGE MANDATE   1.37 %
Performance EUROSTOXX NR   1.16 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Iris Europe D. Pouliquen 18.46 %
Volatility Vivienne Investissement Team managed 7.74
Tracking Error Allianz GI C. Garrigues, T. Le Clercq 2.50
Sharpe Ratio Iris Europe D. Pouliquen 1.44
Information Ratio Iris Europe D. Pouliquen 2.10
Black-Treynor Ratio Iris Europe D. Pouliquen 10.00
Max Drawdown Vivienne Investissement Team managed -5.98 %
Performance AVERAGE MANDATE   7.26 %
Performance STOXX 600 NR   5.10 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Bright Cap Momentum Comfort - Finexis C. Prat 11.17 %
Volatility Vivienne Investissement Team managed 7.06
Tracking Error Allianz GI C. Garrigues, T. Le Clercq 2.53
Sharpe Ratio Candriam Innovation G. Goenen, K. Popleu, A. Hamoir 2.02
Information Ratio Candriam Innovation G. Goenen, K. Popleu, A. Hamoir 3.08
Black-Treynor Ratio Candriam Innovation G. Goenen, K. Popleu, A. Hamoir 16.86
Max Drawdown Vivienne Investissement Team managed -2.96 %
Performance AVERAGE MANDATE   4.47 %
Performance STOXX 600 NR   2.85 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Federal Finance L. Lecluze, S. Le Gall 11.52 %
Volatility BNPPAM BNP Paribas Low Vol Team Managed 9.06
Tracking Error Swiss Life Asset Managers Team Managed 2.21
Sharpe Ratio Federal Finance L. Lecluze, S. Le Gall 1.12
Information Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 1.87
Black-Treynor Ratio Federal Finance L. Lecluze, S. Le Gall 6.05
Max Drawdown OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli -7.52 %
Performance AVERAGE MANDATE   5.28 %
Performance STOXX 600 NR   5.10 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP Paribas Low Vol Team Managed 8.16 %
Volatility BNPPAM BNP Paribas Low Vol Team Managed 9.05
Tracking Error Swiss Life Asset Managers Team Managed 2.37
Sharpe Ratio BNPPAM BNP Paribas Low Vol Team Managed 1.92
Information Ratio BNPPAM BNP Paribas Low Vol Team Managed 2.52
Black-Treynor Ratio BNPPAM BNP Paribas Low Vol Team Managed 15.24
Max Drawdown OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli -4.16 %
Performance AVERAGE MANDATE   2.19 %
Performance STOXX 600 NR   2.85 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Ed. de Rothschild AM L. Vauthier, M. Halperin 25.00 %
Volatility Swiss Life Asset Managers Team Managed 8.22
Tracking Error AllianzGI Best Styles Global strategy Team managed 4.20
Sharpe Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 2.36
Information Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 1.57
Black-Treynor Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 11.93
Max Drawdown Ed. de Rothschild AM L. Vauthier, M. Halperin -6.50 %
Performance AVERAGE MANDATE   14.35 %
Performance STOXX 1800 NR   15.23 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Ed. de Rothschild AM L. Vauthier, M. Halperin 15.79 %
Volatility BNPPAM BNP PARIBAS GROUP Team Managed 7.95
Tracking Error AllianzGI Best Styles Global strategy Team managed 5.77
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed 3.05
Information Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 2.17
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 22.76
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -3.77 %
Performance AVERAGE MANDATE   7.53 %
Performance STOXX 1800 NR   8.50 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance RBC Global Equities - ‎Fonds d'Avenir Team managed 24.72 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 9.08
Tracking Error Impax Smart Carbon Team Managed 0.40
Sharpe Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 2.47
Information Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 3.20
Black-Treynor Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 8.66
Max Drawdown EDR Global Equities Low Carbon M. Halperin, C. Moullot, L. Vauthier -7.37 %
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 6.33
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 26.66
Emissions / MEUR turnov. adj Amundi Asset Management I. O'Reilly, C. Zimmermann 27.94
Emissions / MEUR mkt cap LionTrust asset management M. Jones, C. Foster 22.65
Emissions / MEUR mkt cap adj EDR Global Equities Low Carbon M. Halperin, C. Moullot, L. Vauthier 30.31
Performance AVERAGE MANDATE   14.46 %
Performance MSCI WORLD in EUR   15.57 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance LionTrust asset management M. Jones, C. Foster 15.60 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 8.86
Tracking Error Impax Smart Carbon Team Managed 0.36
Sharpe Ratio LionTrust asset management M. Jones, C. Foster 2.98
Information Ratio LionTrust asset management M. Jones, C. Foster 3.81
Black-Treynor Ratio LionTrust asset management M. Jones, C. Foster 11.01
Max Drawdown Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth -3.87 %
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 6.33
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 26.66
Emissions / MEUR turnov. adj Amundi Asset Management I. O'Reilly, C. Zimmermann 27.94
Emissions / MEUR mkt cap LionTrust asset management M. Jones, C. Foster 22.65
Emissions / MEUR mkt cap adj EDR Global Equities Low Carbon M. Halperin, C. Moullot, L. Vauthier 30.31
Performance AVERAGE MANDATE   8.38 %
Performance MSCI WORLD in EUR   8.91 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified J. Nouveau 6.69 %
Volatility UBS FLEX E. Richard 3.95
Sharpe Ratio Allianz GI M. Pivovard, S. Atallah 0.84
Max Drawdown UBS FLEX E. Richard -3.03 %
Performance AVERAGE MANDATE   2.80 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified J. Nouveau 8.26 %
Volatility Swiss Life Asset Managers Team Managed 3.89
Sharpe Ratio Seven Diversified J. Nouveau 1.69
Max Drawdown UBS FLEX E. Richard -1.56 %
Performance AVERAGE MANDATE   1.96 %

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