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amLeague Performance Review
July 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 12.83 %
Volatility Finaltis EfficientVol Euro Team managed 8.84
Tracking Error CM-CIC AM C. Besson 1.46
Sharpe Ratio SANSO IS M. Menigoz 1.09
Information Ratio SANSO IS M. Menigoz 1.19
Black-Treynor Ratio SANSO IS M. Menigoz 4.89
Max Drawdown Degroof Petercam Guy Lerminiaux, Koen Bosquet, Hans Van Audenaerde -7.63 %
Performance AVERAGE MANDATE   6.52 %
Performance EUROSTOXX NR   6.68 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP PARIBAS GROUP Team Managed 2.90 %
Volatility Finaltis EfficientVol Euro Team managed 10.50
Tracking Error CM-CIC AM C. Besson 1.52
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed 0.63
Information Ratio SANSO IS M. Menigoz 1.13
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 7.68
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -6.25 %
Performance AVERAGE MANDATE   -0.48 %
Performance EUROSTOXX NR   -0.06 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Iris Europe D. Pouliquen 19.59 %
Volatility Vivienne Investissement Team managed 7.69
Tracking Error Allianz GI C. Garrigues, T. Le Clercq 2.46
Sharpe Ratio Iris Europe D. Pouliquen 1.51
Information Ratio Iris Europe D. Pouliquen 2.08
Black-Treynor Ratio Iris Europe D. Pouliquen 9.51
Max Drawdown Vivienne Investissement Team managed -5.98 %
Performance AVERAGE MANDATE   7.76 %
Performance STOXX 600 NR   6.55 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Bright Cap Momentum Comfort - Finexis C. Prat 7.23 %
Volatility Vivienne Investissement Team managed 8.54
Tracking Error Allianz GI C. Garrigues, T. Le Clercq 2.55
Sharpe Ratio Bright Cap Momentum Comfort - Finexis C. Prat 1.05
Information Ratio Bright Cap Momentum Comfort - Finexis C. Prat 1.92
Black-Treynor Ratio Bright Cap Momentum Comfort - Finexis C. Prat 10.93
Max Drawdown Vivienne Investissement Team managed -4.70 %
Performance AVERAGE MANDATE   2.02 %
Performance STOXX 600 NR   1.10 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Federal Finance L. Lecluze, S. Le Gall 14.00 %
Volatility BNPPAM BNP Paribas Low Vol Team Managed 9.31
Tracking Error Swiss Life Asset Managers Team Managed 2.23
Sharpe Ratio Federal Finance L. Lecluze, S. Le Gall 1.35
Information Ratio Federal Finance L. Lecluze, S. Le Gall 1.85
Black-Treynor Ratio Federal Finance L. Lecluze, S. Le Gall 7.22
Max Drawdown OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli -7.52 %
Performance AVERAGE MANDATE   6.51 %
Performance STOXX 600 NR   6.55 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Federal Finance L. Lecluze, S. Le Gall 4.89 %
Volatility BNPPAM BNP Paribas Low Vol Team Managed 11.00
Tracking Error Swiss Life Asset Managers Team Managed 2.45
Sharpe Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 0.87
Information Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 2.55
Black-Treynor Ratio Federal Finance L. Lecluze, S. Le Gall 7.82
Max Drawdown OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli -5.79 %
Performance AVERAGE MANDATE   0.44 %
Performance STOXX 600 NR   1.10 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Ed. de Rothschild AM L. Vauthier, M. Halperin 20.70 %
Volatility Swiss Life Asset Managers Team Managed 8.41
Tracking Error AllianzGI Best Styles Global strategy Team managed 4.20
Sharpe Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 1.93
Information Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 1.33
Black-Treynor Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 9.93
Max Drawdown Ed. de Rothschild AM L. Vauthier, M. Halperin -6.50 %
Performance AVERAGE MANDATE   12.18 %
Performance STOXX 1800 NR   12.51 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Ed. de Rothschild AM L. Vauthier, M. Halperin 11.11 %
Volatility Swiss Life Asset Managers Team Managed 9.49
Tracking Error AllianzGI Best Styles Global strategy Team managed 5.85
Sharpe Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 1.89
Information Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 1.92
Black-Treynor Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 16.74
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -5.45 %
Performance AVERAGE MANDATE   4.06 %
Performance STOXX 1800 NR   4.47 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance RBC Global Equities - ‎Fonds d'Avenir Team managed 20.78 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 9.34
Tracking Error Impax Smart Carbon Team Managed 0.40
Sharpe Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 2.03
Information Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 2.82
Black-Treynor Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 7.68
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 ECOFI GLOBAL LOW CARBON Team managed 6.26
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 21.06
Emissions / MEUR turnov. adj Amundi Asset Management I. O'Reilly, C. Zimmermann 23.22
Emissions / MEUR mkt cap LionTrust asset management M. Jones, C. Foster 23.46
Emissions / MEUR mkt cap adj OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli 30.79
Performance AVERAGE MANDATE   11.82 %
Performance MSCI WORLD in EUR   12.74 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance LionTrust asset management M. Jones, C. Foster 8.97 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 10.22
Tracking Error Impax Smart Carbon Team Managed 0.44
Sharpe Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 1.57
Information Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 2.56
Black-Treynor Ratio EDR Global Equities Low Carbon M. Halperin, C. Moullot, L. Vauthier 8.17
Max Drawdown OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli -5.54 %
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 ECOFI GLOBAL LOW CARBON Team managed 6.26
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 21.06
Emissions / MEUR turnov. adj Amundi Asset Management I. O'Reilly, C. Zimmermann 23.22
Emissions / MEUR mkt cap LionTrust asset management M. Jones, C. Foster 23.46
Emissions / MEUR mkt cap adj OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli 30.79
Performance AVERAGE MANDATE   4.35 %
Performance MSCI WORLD in EUR   4.74 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified J. Nouveau 7.56 %
Volatility UBS FLEX E. Richard 4.11
Sharpe Ratio La Francaise AM M. Rouyer 0.83
Max Drawdown UBS FLEX E. Richard -3.03 %
Performance AVERAGE MANDATE   3.18 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified J. Nouveau 4.60 %
Volatility UBS FLEX E. Richard 4.11
Sharpe Ratio Seven Diversified J. Nouveau 0.84
Max Drawdown UBS FLEX E. Richard -1.56 %
Performance AVERAGE MANDATE   0.25 %

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