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amLeague Performance Review
June 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 12.44 %
Volatility Finaltis EfficientVol Euro Team managed 9.02
Tracking Error CM-CIC AM C. Besson 1.44
Sharpe Ratio Seven European Equity Fund J. Nouveau 1.04
Information Ratio Seven European Equity Fund J. Nouveau 1.68
Black-Treynor Ratio Seven European Equity Fund J. Nouveau 7.85
Max Drawdown Degroof Petercam Guy Lerminiaux, Koen Bosquet, Hans Van Audenaerde -7.63 %
Performance AVERAGE MANDATE   3.86 %
Performance EUROSTOXX NR   3.50 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance SANSO IS M. Menigoz 3.92 %
Volatility Finaltis EfficientVol Euro Team managed 10.67
Tracking Error CM-CIC AM C. Besson 1.56
Sharpe Ratio SANSO IS M. Menigoz 0.70
Information Ratio SANSO IS M. Menigoz 2.03
Black-Treynor Ratio SANSO IS M. Menigoz 8.87
Max Drawdown Degroof Petercam Guy Lerminiaux, Koen Bosquet, Hans Van Audenaerde -7.63 %
Performance AVERAGE MANDATE   -0.68 %
Performance EUROSTOXX NR   -0.30 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ALPHA EUROPE D. Pouliquen 18.11 %
Volatility Vivienne Investissement Team managed 7.90
Tracking Error Allianz GI C. Garrigues, T. Le Clercq 2.39
Sharpe Ratio ALPHA EUROPE D. Pouliquen 1.42
Information Ratio ALPHA EUROPE D. Pouliquen 2.49
Black-Treynor Ratio ALPHA EUROPE D. Pouliquen 12.49
Max Drawdown Vivienne Investissement Team managed -5.98 %
Performance AVERAGE MANDATE   5.53 %
Performance STOXX 600 NR   2.94 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ALPHA EUROPE D. Pouliquen 7.07 %
Volatility Vivienne Investissement Team managed 8.60
Tracking Error Allianz GI C. Garrigues, T. Le Clercq 2.55
Sharpe Ratio ALPHA EUROPE D. Pouliquen 1.00
Information Ratio La Française Digital Trends V. Lemoine 2.38
Black-Treynor Ratio ALPHA EUROPE D. Pouliquen 13.51
Max Drawdown Vivienne Investissement Team managed -5.98 %
Performance AVERAGE MANDATE   1.46 %
Performance STOXX 600 NR   -0.35 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 9.85 %
Volatility BNPPAM BNP Paribas Low Vol Team Managed 9.49
Tracking Error Swiss Life Asset Managers Team Managed 2.25
Sharpe Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 1.00
Information Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 2.34
Black-Treynor Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 6.92
Max Drawdown OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli -7.52 %
Performance AVERAGE MANDATE   3.55 %
Performance STOXX 600 NR   2.94 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 4.14 %
Volatility BNPPAM BNP Paribas Low Vol Team Managed 11.05
Tracking Error Swiss Life Asset Managers Team Managed 2.31
Sharpe Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 0.77
Information Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 3.18
Black-Treynor Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 9.38
Max Drawdown OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli -7.52 %
Performance AVERAGE MANDATE   -0.58 %
Performance STOXX 600 NR   -0.35 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Ed. de Rothschild AM L. Vauthier, M. Halperin 16.74 %
Volatility Swiss Life Asset Managers Team Managed 8.42
Tracking Error AllianzGI Best Styles Global strategy Team managed 4.19
Sharpe Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 1.58
Information Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 1.38
Black-Treynor Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 9.95
Max Drawdown Ed. de Rothschild AM L. Vauthier, M. Halperin -6.50 %
Performance AVERAGE MANDATE   8.74 %
Performance STOXX 1800 NR   8.34 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Ed. de Rothschild AM L. Vauthier, M. Halperin 12.72 %
Volatility Swiss Life Asset Managers Team Managed 9.60
Tracking Error AllianzGI Best Styles Global strategy Team managed 5.84
Sharpe Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 2.18
Information Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 2.87
Black-Treynor Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 24.10
Max Drawdown Ed. de Rothschild AM L. Vauthier, M. Halperin -6.50 %
Performance AVERAGE MANDATE   3.14 %
Performance STOXX 1800 NR   3.03 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance RBC Global Equities - ‎Fonds d'Avenir Team managed 16.96 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 9.46
Tracking Error Impax Smart Carbon Team Managed 0.41
Sharpe Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 1.66
Information Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 3.04
Black-Treynor Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 8.15
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 BNPPAM DEFI Decarb50 Team managed 6
Carbon Risk Mgmt ECOFI GLOBAL LOW CARBON Team managed 6.19
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 18.66
Emissions / MEUR turnov. adj Amundi Asset Management I. O'Reilly, C. Zimmermann 22.27
Emissions / MEUR mkt cap EDR Global Equities Low Carbon M. Halperin, C. Moullot, L. Vauthier 25.87
Emissions / MEUR mkt cap adj OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli 26.51
Performance AVERAGE MANDATE   8.18 %
Performance MSCI WORLD in EUR   8.52 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance LionTrust asset management M. Jones, C. Foster 9.25 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 10.55
Tracking Error Impax Smart Carbon Team Managed 0.47
Sharpe Ratio LionTrust asset management M. Jones, C. Foster 1.57
Information Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 3.35
Black-Treynor Ratio LionTrust asset management M. Jones, C. Foster 11.70
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 BNPPAM DEFI Decarb50 Team managed 6
Carbon Risk Mgmt ECOFI GLOBAL LOW CARBON Team managed 6.19
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 18.66
Emissions / MEUR turnov. adj Amundi Asset Management I. O'Reilly, C. Zimmermann 22.27
Emissions / MEUR mkt cap EDR Global Equities Low Carbon M. Halperin, C. Moullot, L. Vauthier 25.87
Emissions / MEUR mkt cap adj OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli 26.51
Performance AVERAGE MANDATE   3.37 %
Performance MSCI WORLD in EUR   3.29 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified J. Nouveau 9.01 %
Volatility UBS FLEX E. Richard 4.21
Sharpe Ratio Seven Diversified J. Nouveau 0.94
Max Drawdown UBS FLEX E. Richard -3.03 %
Performance AVERAGE MANDATE   2.03 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified J. Nouveau 5.48 %
Volatility UBS FLEX E. Richard 4.35
Sharpe Ratio Seven Diversified J. Nouveau 1.01
Max Drawdown UBS FLEX E. Richard -2.60 %
Performance AVERAGE MANDATE   -0.02 %

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