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amLeague Performance Review
October 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 -2.53 %
Volatility Finaltis EfficientVol Euro Team managed 9.62
Tracking Error CM-CIC AM C. Besson 1.53
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed -0.16
Information Ratio BNPPAM BNP PARIBAS GROUP Team Managed 1.25
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 6.34
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -8.59 %
Performance AVERAGE MANDATE   -8.03 %
Performance EUROSTOXX NR   -9.13 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP PARIBAS GROUP Team Managed -2.94 %
Volatility Finaltis EfficientVol Euro Team managed 9.04
Tracking Error CM-CIC AM C. Besson 1.50
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed -0.51
Information Ratio BNPPAM BNP PARIBAS GROUP Team Managed 1.77
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 8.85
Max Drawdown Finaltis EfficientVol Euro Team managed -8.41 %
Performance AVERAGE MANDATE   -8.13 %
Performance EUROSTOXX NR   -8.26 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Vivienne Investissement Team managed 1.90 %
Volatility Vivienne Investissement Team managed 8.30
Tracking Error Allianz GI C. Garrigues, T. Le Clercq 2.71
Sharpe Ratio Vivienne Investissement Team managed 0.31
Information Ratio Ossiam Europe Minimum Variance Team managed 1.24
Black-Treynor Ratio Vivienne Investissement Team managed 10.99
Max Drawdown Vivienne Investissement Team managed -5.98 %
Performance AVERAGE MANDATE   -5.83 %
Performance STOXX 600 NR   -5.93 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Vivienne Investissement Team managed -0.52 %
Volatility Vivienne Investissement Team managed 7.91
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.92
Sharpe Ratio Vivienne Investissement Team managed -0.04
Information Ratio Ossiam Europe Minimum Variance Team managed 1.57
Black-Treynor Ratio Candriam Innovation G. Goenen, K. Popleu, A. Hamoir 8.33
Max Drawdown Vivienne Investissement Team managed -4.10 %
Performance AVERAGE MANDATE   -5.14 %
Performance STOXX 600 NR   -4.81 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP Paribas Low Vol Team Managed -1.95 %
Volatility BNPPAM BNP Paribas Low Vol Team Managed 9.99
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.33
Sharpe Ratio Federal Finance L. Lecluze, S. Le Gall -0.08
Information Ratio BNPPAM BNP Paribas Low Vol Team Managed 0.93
Black-Treynor Ratio Federal Finance L. Lecluze, S. Le Gall 4.11
Max Drawdown BNPPAM BNP Paribas Low Vol Team Managed -9.02 %
Performance AVERAGE MANDATE   -6.02 %
Performance STOXX 600 NR   -5.93 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP Paribas Low Vol Team Managed 0.91 %
Volatility BNPPAM BNP Paribas Low Vol Team Managed 9.28
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.20
Sharpe Ratio BNPPAM BNP Paribas Low Vol Team Managed 0.28
Information Ratio BNPPAM BNP Paribas Low Vol Team Managed 2.46
Black-Treynor Ratio BNPPAM BNP Paribas Low Vol Team Managed 12.21
Max Drawdown BNPPAM BNP Paribas Low Vol Team Managed -6.96 %
Performance AVERAGE MANDATE   -5.06 %
Performance STOXX 600 NR   -4.81 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Ed. de Rothschild AM L. Vauthier, M. Halperin 10.52 %
Volatility BNPPAM BNP PARIBAS GROUP Team Managed 8.85
Tracking Error AllianzGI Best Styles Global strategy Team managed 4.25
Sharpe Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 0.90
Information Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 1.02
Black-Treynor Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 7.16
Max Drawdown Swiss Life Asset Managers Team Managed -7.87 %
Performance AVERAGE MANDATE   1.65 %
Performance STOXX 1800 NR   3.58 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Ossiam Global Minimum Variance Team managed 8.08 %
Volatility BNPPAM BNP PARIBAS GROUP Team Managed 7.77
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.65
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed 2.08
Information Ratio BNPPAM BNP PARIBAS GROUP Team Managed 1.52
Black-Treynor Ratio Ossiam Global Minimum Variance Team managed 16.09
Max Drawdown Ossiam Global Minimum Variance Team managed -5.25 %
Performance AVERAGE MANDATE   1.06 %
Performance STOXX 1800 NR   3.84 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance LionTrust asset management M. Jones, C. Foster 7.64 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 9.76
Tracking Error Impax Smart Carbon Team Managed 0.43
Sharpe Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 0.69
Information Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 1.01
Black-Treynor Ratio LionTrust asset management M. Jones, C. Foster 3.18
Max Drawdown BNPPAM Index Decarb50 Team managed -8.26 %
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 Amundi Asset Management I. O'Reilly, C. Zimmermann 6
Carbon Risk Mgmt ECOFI GLOBAL LOW CARBON Team managed 6.46
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 20.82
Emissions / MEUR turnov. adj Amundi Asset Management I. O'Reilly, C. Zimmermann 26.19
Emissions / MEUR mkt cap Amundi Asset Management I. O'Reilly, C. Zimmermann 10.39
Emissions / MEUR mkt cap adj Amundi Asset Management I. O'Reilly, C. Zimmermann 11.32
Performance AVERAGE MANDATE   1.90 %
Performance MSCI WORLD in EUR   4.01 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 6.94 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 8.70
Tracking Error Impax Smart Carbon Team Managed 0.40
Sharpe Ratio AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 1.60
Information Ratio AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 1.84
Black-Treynor Ratio AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 7.10
Max Drawdown AXA IM Global SmartBeta Equity ESG Low Carbon Team managed -6.25 %
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 Amundi Asset Management I. O'Reilly, C. Zimmermann 6
Carbon Risk Mgmt ECOFI GLOBAL LOW CARBON Team managed 6.46
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 20.82
Emissions / MEUR turnov. adj Amundi Asset Management I. O'Reilly, C. Zimmermann 26.19
Emissions / MEUR mkt cap Amundi Asset Management I. O'Reilly, C. Zimmermann 10.39
Emissions / MEUR mkt cap adj Amundi Asset Management I. O'Reilly, C. Zimmermann 11.32
Performance AVERAGE MANDATE   1.86 %
Performance MSCI WORLD in EUR   4.32 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified B. SYRMEN 2.15 %
Volatility UBS FLEX E. Richard 3.97
Sharpe Ratio Seven Diversified B. SYRMEN 0.28
Max Drawdown UBS FLEX E. Richard -3.03 %
Performance AVERAGE MANDATE   -2.29 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified B. SYRMEN 1.47 %
Volatility UBS FLEX E. Richard 3.59
Sharpe Ratio UBS FLEX E. Richard 0.46
Max Drawdown UBS FLEX E. Richard -2.19 %
Performance AVERAGE MANDATE   -1.01 %

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