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amLeague Performance Review
May 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 14.18 %
Volatility Finaltis EfficientVol Euro Team managed 9.09
Tracking Error CM-CIC AM C. Besson 1.40
Sharpe Ratio Seven European Equity Fund J. Nouveau 1.20
Information Ratio Seven European Equity Fund J. Nouveau 2.48
Black-Treynor Ratio Seven European Equity Fund J. Nouveau 11.37
Max Drawdown Degroof Petercam Guy Lerminiaux, Koen Bosquet, Hans Van Audenaerde -7.63 %
Performance AVERAGE MANDATE   2.32 %
Performance EUROSTOXX NR   1.64 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven European Equity Fund J. Nouveau 6.76 %
Volatility Finaltis EfficientVol Euro Team managed 10.47
Tracking Error CM-CIC AM C. Besson 1.59
Sharpe Ratio Seven European Equity Fund J. Nouveau 1.09
Information Ratio Seven European Equity Fund J. Nouveau 2.86
Black-Treynor Ratio Seven European Equity Fund J. Nouveau 14.49
Max Drawdown Degroof Petercam Guy Lerminiaux, Koen Bosquet, Hans Van Audenaerde -7.63 %
Performance AVERAGE MANDATE   -0.06 %
Performance EUROSTOXX NR   -0.46 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ALPHA EUROPE D. Pouliquen 15.72 %
Volatility Vivienne Investissement Team managed 8.13
Tracking Error Allianz GI C. Garrigues, T. Le Clercq 2.30
Sharpe Ratio ALPHA EUROPE D. Pouliquen 1.29
Information Ratio ALPHA EUROPE D. Pouliquen 2.49
Black-Treynor Ratio ALPHA EUROPE D. Pouliquen 12.77
Max Drawdown Vivienne Investissement Team managed -6.45 %
Performance AVERAGE MANDATE   3.39 %
Performance STOXX 600 NR   0.98 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ALPHA EUROPE D. Pouliquen 10.32 %
Volatility Vivienne Investissement Team managed 8.64
Tracking Error Allianz GI C. Garrigues, T. Le Clercq 2.31
Sharpe Ratio ALPHA EUROPE D. Pouliquen 1.55
Information Ratio ALPHA EUROPE D. Pouliquen 2.90
Black-Treynor Ratio ALPHA EUROPE D. Pouliquen 16.95
Max Drawdown Vivienne Investissement Team managed -5.98 %
Performance AVERAGE MANDATE   3.13 %
Performance STOXX 600 NR   1.00 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 5.82 %
Volatility BNPPAM BNP Paribas Low Vol Team Managed 9.50
Tracking Error Swiss Life Asset Managers Team Managed 2.29
Sharpe Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 0.63
Information Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 1.59
Black-Treynor Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 4.85
Max Drawdown OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli -7.52 %
Performance AVERAGE MANDATE   1.37 %
Performance STOXX 600 NR   0.98 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 4.05 %
Volatility BNPPAM BNP Paribas Low Vol Team Managed 10.68
Tracking Error Swiss Life Asset Managers Team Managed 2.22
Sharpe Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 0.80
Information Ratio Swiss Life Asset Managers Team Managed 2.28
Black-Treynor Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 6.40
Max Drawdown OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli -7.52 %
Performance AVERAGE MANDATE   0.45 %
Performance STOXX 600 NR   1.00 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Ed. de Rothschild AM L. Vauthier, M. Halperin 13.17 %
Volatility Swiss Life Asset Managers Team Managed 8.41
Tracking Error AllianzGI Best Styles Global strategy Team managed 4.18
Sharpe Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 1.25
Information Ratio AllianzGI High Alpha Strategy L. Macdonald & Team 0.99
Black-Treynor Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 7.13
Max Drawdown Ed. de Rothschild AM L. Vauthier, M. Halperin -6.50 %
Performance AVERAGE MANDATE   7.76 %
Performance STOXX 1800 NR   7.41 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ALPHA MONDE D. Pouliquen 13.47 %
Volatility Swiss Life Asset Managers Team Managed 9.39
Tracking Error AllianzGI Best Styles Global strategy Team managed 5.87
Sharpe Ratio ALPHA MONDE D. Pouliquen 2.10
Information Ratio ALPHA MONDE D. Pouliquen 2.55
Black-Treynor Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 21.09
Max Drawdown Ed. de Rothschild AM L. Vauthier, M. Halperin -6.50 %
Performance AVERAGE MANDATE   4.37 %
Performance STOXX 1800 NR   3.88 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance RBC Global Equities - ‎Fonds d'Avenir Team managed 15.95 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 9.51
Tracking Error Impax Smart Carbon Team Managed 0.41
Sharpe Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 1.56
Information Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 2.99
Black-Treynor Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 8.09
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 ECOFI GLOBAL LOW CARBON Team managed 6
Governance BNPPAM DEFI Decarb50 Team managed 6
Carbon Risk Mgmt ECOFI GLOBAL LOW CARBON Team managed 6.11
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 22.54
Emissions / MEUR turnov. adj Amundi Asset Management I. O'Reilly, C. Zimmermann 28.01
Emissions / MEUR mkt cap La Française Inflection Point Global Low Carbon Team managed 28.24
Emissions / MEUR mkt cap adj OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli 25.66
Performance AVERAGE MANDATE   6.89 %
Performance MSCI WORLD in EUR   7.48 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance RBC Global Equities - ‎Fonds d'Avenir Team managed 8.77 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 10.47
Tracking Error Impax Smart Carbon Team Managed 0.46
Sharpe Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 1.67
Information Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 3.51
Black-Treynor Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 10.54
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 ECOFI GLOBAL LOW CARBON Team managed 6
Governance BNPPAM DEFI Decarb50 Team managed 6
Carbon Risk Mgmt ECOFI GLOBAL LOW CARBON Team managed 6.11
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 22.54
Emissions / MEUR turnov. adj Amundi Asset Management I. O'Reilly, C. Zimmermann 28.01
Emissions / MEUR mkt cap La Française Inflection Point Global Low Carbon Team managed 28.24
Emissions / MEUR mkt cap adj OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli 25.66
Performance AVERAGE MANDATE   3.78 %
Performance MSCI WORLD in EUR   4.02 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified J. Nouveau 4.74 %
Volatility UBS FLEX E. Richard 4.22
Sharpe Ratio Allianz GI M. Pivovard, S. Atallah 0.55
Max Drawdown UBS FLEX E. Richard -3.03 %
Performance AVERAGE MANDATE   1.06 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified J. Nouveau 3.67 %
Volatility UBS FLEX E. Richard 4.24
Sharpe Ratio Seven Diversified J. Nouveau 0.79
Max Drawdown UBS FLEX E. Richard -2.60 %
Performance AVERAGE MANDATE   0.23 %

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