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amLeague Performance Review
December 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 BNPPAM BNP PARIBAS GROUP Team Managed -6.81 %
Volatility Finaltis EfficientVol Euro Team managed 10.82
Tracking Error CM-CIC AM C. Besson 1.54
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed -0.52
Information Ratio BNPPAM BNP PARIBAS GROUP Team Managed 1.07
Black-Treynor Ratio SANSO IS M. Menigoz 4.45
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -12.63 %
Performance AVERAGE MANDATE   -12.94 %
Performance EUROSTOXX NR   -12.72 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP PARIBAS GROUP Team Managed -7.76 %
Volatility CBT Gestion Euro Sélection V. Danesi 10.94
Tracking Error CM-CIC AM C. Besson 1.51
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed -1.24
Information Ratio CBT Gestion Euro Sélection V. Danesi 1.60
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 5.12
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -12.63 %
Performance AVERAGE MANDATE   -12.08 %
Performance EUROSTOXX NR   -12.47 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Vivienne Investissement Team managed -5.32 %
Volatility Vivienne Investissement Team managed 8.71
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.74
Sharpe Ratio Iris Europe D. Pouliquen -0.50
Information Ratio Ossiam Europe Minimum Variance Team managed 0.77
Black-Treynor Ratio Iris Europe D. Pouliquen 2.92
Max Drawdown Vivienne Investissement Team managed -7.62 %
Performance AVERAGE MANDATE   -11.26 %
Performance STOXX 600 NR   -10.77 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Vivienne Investissement Team managed -5.45 %
Volatility Vivienne Investissement Team managed 8.80
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.82
Sharpe Ratio Vivienne Investissement Team managed -1.10
Information Ratio Swiss Life Asset Managers Team Managed 1.30
Black-Treynor Ratio Swiss Life Asset Managers Team Managed 3.06
Max Drawdown Vivienne Investissement Team managed -7.62 %
Performance AVERAGE MANDATE   -12.53 %
Performance STOXX 600 NR   -10.46 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP Paribas Low Vol Team Managed -6.16 %
Volatility BNPPAM BNP Paribas Low Vol Team Managed 11.21
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.40
Sharpe Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli -0.42
Information Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 1.41
Black-Treynor Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 4.57
Max Drawdown BNPPAM BNP Paribas Low Vol Team Managed -12.30 %
Performance AVERAGE MANDATE   -10.60 %
Performance STOXX 600 NR   -10.77 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP Paribas Low Vol Team Managed -6.36 %
Volatility BNPPAM BNP Paribas Low Vol Team Managed 11.35
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.18
Sharpe Ratio BNPPAM BNP Paribas Low Vol Team Managed -0.98
Information Ratio BNPPAM BNP Paribas Low Vol Team Managed 1.61
Black-Treynor Ratio BNPPAM BNP Paribas Low Vol Team Managed 6.50
Max Drawdown BNPPAM BNP Paribas Low Vol Team Managed -12.30 %
Performance AVERAGE MANDATE   -10.37 %
Performance STOXX 600 NR   -10.46 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Ed. de Rothschild AM M. Halperin 4.60 %
Volatility BNPPAM BNP PARIBAS GROUP Team Managed 9.57
Tracking Error AllianzGI Best Styles Global strategy Team managed 4.28
Sharpe Ratio Ed. de Rothschild AM M. Halperin 0.41
Information Ratio Ed. de Rothschild AM M. Halperin 1.32
Black-Treynor Ratio Ed. de Rothschild AM M. Halperin 9.60
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -8.55 %
Performance AVERAGE MANDATE   -6.35 %
Performance STOXX 1800 NR   -4.47 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP PARIBAS GROUP Team Managed 0.16 %
Volatility BNPPAM BNP PARIBAS GROUP Team Managed 9.31
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.70
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed 0.12
Information Ratio BNPPAM BNP PARIBAS GROUP Team Managed 2.08
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 15.80
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -8.55 %
Performance AVERAGE MANDATE   -9.17 %
Performance STOXX 1800 NR   -7.28 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance LionTrust asset management M. Jones, C. Foster 1.90 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 10.61
Tracking Error Impax Smart Carbon Team Managed 0.49
Sharpe Ratio LionTrust asset management M. Jones, C. Foster 0.23
Information Ratio EDR Global Equities Low Carbon M. Halperin, C. Moullot 1.33
Black-Treynor Ratio LionTrust asset management M. Jones, C. Foster 6.30
Max Drawdown AXA IM Global SmartBeta Equity ESG Low Carbon Team managed -12.65 %
ESG ECOFI GLOBAL LOW CARBON Team managed 8
Environment LionTrust asset management M. Jones, C. Foster 7
Social ECOFI GLOBAL LOW CARBON Team managed 6
Governance Amundi Asset Management I. O'Reilly, C. Zimmermann 6
Carbon Risk Mgmt ECOFI GLOBAL LOW CARBON Team managed 6.43
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 29.16
Emissions / MEUR turnov. adj Amundi Asset Management I. O'Reilly, C. Zimmermann 30.46
Emissions / MEUR mkt cap EDR Global Equities Low Carbon M. Halperin, C. Moullot 27.28
Emissions / MEUR mkt cap adj OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli 29.03
Performance AVERAGE MANDATE   -5.34 %
Performance MSCI WORLD in EUR   -4.11 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance AXA IM Global SmartBeta Equity ESG Low Carbon Team managed -2.61 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 10.59
Tracking Error Impax Smart Carbon Team Managed 0.50
Sharpe Ratio AXA IM Global SmartBeta Equity ESG Low Carbon Team managed -0.32
Information Ratio AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 2.50
Black-Treynor Ratio AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 8.88
Max Drawdown AXA IM Global SmartBeta Equity ESG Low Carbon Team managed -12.65 %
ESG ECOFI GLOBAL LOW CARBON Team managed 8
Environment LionTrust asset management M. Jones, C. Foster 7
Social ECOFI GLOBAL LOW CARBON Team managed 6
Governance Amundi Asset Management I. O'Reilly, C. Zimmermann 6
Carbon Risk Mgmt ECOFI GLOBAL LOW CARBON Team managed 6.43
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 29.16
Emissions / MEUR turnov. adj Amundi Asset Management I. O'Reilly, C. Zimmermann 30.46
Emissions / MEUR mkt cap EDR Global Equities Low Carbon M. Halperin, C. Moullot 27.28
Emissions / MEUR mkt cap adj OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli 29.03
Performance AVERAGE MANDATE   -8.43 %
Performance MSCI WORLD in EUR   -7.16 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance UBS FLEX E. Richard 0.21 %
Volatility UBS FLEX E. Richard 3.97
Sharpe Ratio UBS FLEX E. Richard 0.16
Max Drawdown UBS FLEX E. Richard -2.60 %
Performance AVERAGE MANDATE   -4.20 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance UBS FLEX E. Richard -0.12 %
Volatility UBS FLEX E. Richard 3.57
Sharpe Ratio UBS FLEX E. Richard 0.05
Max Drawdown UBS FLEX E. Richard -2.13 %
Performance AVERAGE MANDATE   -4.17 %

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