Website

amLeague Performance Review
November 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	-3.25 %
Volatility	Finaltis EfficientVol Euro	Team managed	9.86
Tracking Error	CM-CIC AM	C. Besson	1.55
Sharpe Ratio	BNPPAM BNP PARIBAS GROUP	Team Managed	-0.22
Information Ratio	BNPPAM BNP PARIBAS GROUP	Team Managed	0.95
Black-Treynor Ratio	BNPPAM BNP PARIBAS GROUP	Team Managed	4.42
Max Drawdown	BNPPAM BNP PARIBAS GROUP	Team Managed	-8.83 %
Performance	AVERAGE MANDATE		-8.03 %
Performance	EUROSTOXX NR		-8.30 %

Performance Indicator	Best Asset Managers	Best Portfolio Managers	Result
Performance	BNPPAM BNP PARIBAS GROUP	Team Managed	-3.54 %
Volatility	Finaltis EfficientVol Euro	Team managed	9.25
Tracking Error	CM-CIC AM	C. Besson	1.51
Sharpe Ratio	BNPPAM BNP PARIBAS GROUP	Team Managed	-0.60
Information Ratio	BNPPAM BNP PARIBAS GROUP	Team Managed	1.45
Black-Treynor Ratio	BNPPAM BNP PARIBAS GROUP	Team Managed	6.55
Max Drawdown	Finaltis EfficientVol Euro	Team managed	-8.35 %
Performance	AVERAGE MANDATE		-7.94 %
Performance	EUROSTOXX NR		-7.87 %

Performance Indicator	Best Asset Managers	Best Portfolio Managers	Result
Performance	Vivienne Investissement	Team managed	1.80 %
Volatility	Vivienne Investissement	Team managed	8.54
Tracking Error	Degroof Petercam	G. Lerminiaux, K. Bosquet	2.71
Sharpe Ratio	Vivienne Investissement	Team managed	0.29
Information Ratio	Ossiam Europe Minimum Variance	Team managed	1.41
Black-Treynor Ratio	Vivienne Investissement	Team managed	9.51
Max Drawdown	Vivienne Investissement	Team managed	-5.98 %
Performance	AVERAGE MANDATE		-5.67 %
Performance	STOXX 600 NR		-4.94 %

Performance Indicator	Best Asset Managers	Best Portfolio Managers	Result
Performance	Vivienne Investissement	Team managed	-1.06 %
Volatility	Swiss Life Asset Managers	Team Managed	8.33
Tracking Error	Degroof Petercam	G. Lerminiaux, K. Bosquet	2.84
Sharpe Ratio	Vivienne Investissement	Team managed	-0.16
Information Ratio	Ossiam Europe Minimum Variance	Team managed	1.61
Black-Treynor Ratio	Vivienne Investissement	Team managed	7.16
Max Drawdown	Vivienne Investissement	Team managed	-4.10 %
Performance	AVERAGE MANDATE		-8.45 %
Performance	STOXX 600 NR		-5.88 %

Performance Indicator	Best Asset Managers	Best Portfolio Managers	Result
Performance	Federal Finance	L. Lecluze, S. Le Gall	0.71 %
Volatility	BNPPAM BNP Paribas Low Vol	Team Managed	10.10
Tracking Error	Degroof Petercam	G. Lerminiaux, K. Bosquet	2.39
Sharpe Ratio	Federal Finance	L. Lecluze, S. Le Gall	0.15
Information Ratio	Federal Finance	L. Lecluze, S. Le Gall	1.15
Black-Treynor Ratio	Federal Finance	L. Lecluze, S. Le Gall	6.00
Max Drawdown	BNPPAM BNP Paribas Low Vol	Team Managed	-9.02 %
Performance	AVERAGE MANDATE		-4.80 %
Performance	STOXX 600 NR		-4.94 %

Performance Indicator	Best Asset Managers	Best Portfolio Managers	Result
Performance	BNPPAM BNP Paribas Low Vol	Team Managed	-1.41 %
Volatility	BNPPAM BNP Paribas Low Vol	Team Managed	9.52
Tracking Error	Degroof Petercam	G. Lerminiaux, K. Bosquet	2.28
Sharpe Ratio	BNPPAM BNP Paribas Low Vol	Team Managed	-0.20
Information Ratio	BNPPAM BNP Paribas Low Vol	Team Managed	1.86
Black-Treynor Ratio	BNPPAM BNP Paribas Low Vol	Team Managed	8.48
Max Drawdown	BNPPAM BNP Paribas Low Vol	Team Managed	-6.99 %
Performance	AVERAGE MANDATE		-5.32 %
Performance	STOXX 600 NR		-5.88 %

Performance Indicator	Best Asset Managers	Best Portfolio Managers	Result
Performance	Ed. de Rothschild AM	L. Vauthier, M. Halperin	12.85 %
Volatility	BNPPAM BNP PARIBAS GROUP	Team Managed	8.89
Tracking Error	AllianzGI Best Styles Global strategy	Team managed	4.27
Sharpe Ratio	BNPPAM BNP PARIBAS GROUP	Team Managed	1.14
Information Ratio	Ed. de Rothschild AM	L. Vauthier, M. Halperin	1.15
Black-Treynor Ratio	BNPPAM BNP PARIBAS GROUP	Team Managed	9.27
Max Drawdown	Swiss Life Asset Managers	Team Managed	-7.87 %
Performance	AVERAGE MANDATE		2.48 %
Performance	STOXX 1800 NR		5.00 %

Performance Indicator	Best Asset Managers	Best Portfolio Managers	Result
Performance	BNPPAM BNP PARIBAS GROUP	Team Managed	7.61 %
Volatility	BNPPAM BNP PARIBAS GROUP	Team Managed	7.99
Tracking Error	AllianzGI Best Styles Global strategy	Team managed	1.69
Sharpe Ratio	BNPPAM BNP PARIBAS GROUP	Team Managed	1.99
Information Ratio	BNPPAM BNP PARIBAS GROUP	Team Managed	2.28
Black-Treynor Ratio	BNPPAM BNP PARIBAS GROUP	Team Managed	21.33
Max Drawdown	Ossiam Global Minimum Variance	Team managed	-5.25 %
Performance	AVERAGE MANDATE		-1.71 %
Performance	STOXX 1800 NR		1.08 %

Performance Indicator	Best Asset Managers	Best Portfolio Managers	Result
Performance	LionTrust asset management	M. Jones, C. Foster	10.87 %
Volatility	Invesco Global Low Carbon	M. Kolrep, M. Von Ditfurth	9.85
Tracking Error	Impax Smart Carbon	Team Managed	0.45
Sharpe Ratio	LionTrust asset management	M. Jones, C. Foster	0.91
Information Ratio	RBC Global Equities - ‎Fonds d'Avenir	Team managed	1.30
Black-Treynor Ratio	LionTrust asset management	M. Jones, C. Foster	4.51
Max Drawdown	BNPPAM Index Decarb50	Team managed	-8.43 %
ESG	ECOFI GLOBAL LOW CARBON	Team managed	8
Environment	AllianzGI Global Sustainability	P. Schofield, J. Kent	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	6.45
Emissions / MEUR turnov.	Amundi Asset Management	I. O'Reilly, C. Zimmermann	27.73
Emissions / MEUR turnov. adj	Amundi Asset Management	I. O'Reilly, C. Zimmermann	29.31
Emissions / MEUR mkt cap	LionTrust asset management	M. Jones, C. Foster	25.25
Emissions / MEUR mkt cap adj	OFI Global Low Carbon ISR	S. Youmbi, M. Fay & C. Iseli	26.21
Performance	AVERAGE MANDATE		3.55 %
Performance	MSCI WORLD in EUR		5.45 %

Performance Indicator	Best Asset Managers	Best Portfolio Managers	Result
Performance	AXA IM Global SmartBeta Equity ESG Low Carbon	Team managed	5.83 %
Volatility	Invesco Global Low Carbon	M. Kolrep, M. Von Ditfurth	9.20
Tracking Error	Impax Smart Carbon	Team Managed	0.44
Sharpe Ratio	AXA IM Global SmartBeta Equity ESG Low Carbon	Team managed	1.27
Information Ratio	AXA IM Global SmartBeta Equity ESG Low Carbon	Team managed	2.73
Black-Treynor Ratio	AXA IM Global SmartBeta Equity ESG Low Carbon	Team managed	10.56
Max Drawdown	AXA IM Global SmartBeta Equity ESG Low Carbon	Team managed	-6.25 %
ESG	ECOFI GLOBAL LOW CARBON	Team managed	8
Environment	AllianzGI Global Sustainability	P. Schofield, J. Kent	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	6.45
Emissions / MEUR turnov.	Amundi Asset Management	I. O'Reilly, C. Zimmermann	27.73
Emissions / MEUR turnov. adj	Amundi Asset Management	I. O'Reilly, C. Zimmermann	29.31
Emissions / MEUR mkt cap	LionTrust asset management	M. Jones, C. Foster	25.25
Emissions / MEUR mkt cap adj	OFI Global Low Carbon ISR	S. Youmbi, M. Fay & C. Iseli	26.21
Performance	AVERAGE MANDATE		-0.24 %
Performance	MSCI WORLD in EUR		1.37 %

Performance Indicator	Best Asset Managers	Best Portfolio Managers	Result
Performance	UBS FLEX	E. Richard	1.31 %
Volatility	UBS FLEX	E. Richard	3.87
Sharpe Ratio	UBS FLEX	E. Richard	0.45
Max Drawdown	UBS FLEX	E. Richard	-2.60 %
Performance	AVERAGE MANDATE		-1.38 %

Performance Indicator	Best Asset Managers	Best Portfolio Managers	Result
Performance	UBS FLEX	E. Richard	0.06 %
Volatility	UBS FLEX	E. Richard	3.48
Sharpe Ratio	UBS FLEX	E. Richard	0.16
Max Drawdown	UBS FLEX	E. Richard	-2.13 %
Performance	AVERAGE MANDATE		-1.60 %

More Advanced Performance Indicators:
Click here to visit our website !

Click here to see amLeague news

amLeague
rue du Cendrier, 24 - CH 1201 Geneva
Phone : +41 (0)22 518 09 70

info@am-league.com - www.am-league.com