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amLeague Performance Review
September 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 S. Bauchart 7.59 %
Volatility Finaltis EfficientVol Euro Team managed 8.76
Tracking Error CM-CIC AM C. Besson 1.50
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed 0.74
Information Ratio SANSO IS M. Menigoz 1.59
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 8.50
Max Drawdown Degroof Petercam Guy Lerminiaux, Koen Bosquet, Hans Van Audenaerde -7.63 %
Performance AVERAGE MANDATE   1.11 %
Performance EUROSTOXX NR   -0.43 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance SANSO IS M. Menigoz 6.22 %
Volatility Finaltis EfficientVol Euro Team managed 7.54
Tracking Error CM-CIC AM C. Besson 1.45
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed 1.69
Information Ratio CM-CIC AM C. Besson 2.46
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 12.78
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -3.10 %
Performance AVERAGE MANDATE   3.24 %
Performance EUROSTOXX NR   3.11 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Iris Europe D. Pouliquen 12.37 %
Volatility Vivienne Investissement Team managed 7.77
Tracking Error Allianz GI C. Garrigues, T. Le Clercq 2.54
Sharpe Ratio Iris Europe D. Pouliquen 0.99
Information Ratio Iris Europe D. Pouliquen 1.69
Black-Treynor Ratio Vivienne Investissement Team managed 11.38
Max Drawdown Vivienne Investissement Team managed -5.98 %
Performance AVERAGE MANDATE   2.99 %
Performance STOXX 600 NR   1.48 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Bright Cap Momentum Comfort - Finexis C. Prat 15.37 %
Volatility Vivienne Investissement Team managed 7.02
Tracking Error Allianz GI C. Garrigues, T. Le Clercq 2.71
Sharpe Ratio Bright Cap Momentum Comfort - Finexis C. Prat 2.55
Information Ratio Bright Cap Momentum Comfort - Finexis C. Prat 3.38
Black-Treynor Ratio Vivienne Investissement Team managed 24.28
Max Drawdown Swiss Life Asset Managers Team Managed -2.27 %
Performance AVERAGE MANDATE   5.91 %
Performance STOXX 600 NR   5.28 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Federal Finance L. Lecluze, S. Le Gall 6.95 %
Volatility BNPPAM BNP Paribas Low Vol Team Managed 9.23
Tracking Error Swiss Life Asset Managers Team Managed 2.29
Sharpe Ratio Federal Finance L. Lecluze, S. Le Gall 0.70
Information Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 1.60
Black-Treynor Ratio Federal Finance L. Lecluze, S. Le Gall 5.36
Max Drawdown OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli -7.52 %
Performance AVERAGE MANDATE   1.88 %
Performance STOXX 600 NR   1.48 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP Paribas Low Vol Team Managed 9.00 %
Volatility BNPPAM BNP Paribas Low Vol Team Managed 8.16
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.36
Sharpe Ratio BNPPAM BNP Paribas Low Vol Team Managed 2.36
Information Ratio BNPPAM BNP Paribas Low Vol Team Managed 1.80
Black-Treynor Ratio BNPPAM BNP Paribas Low Vol Team Managed 13.03
Max Drawdown BNPPAM BNP Paribas Low Vol Team Managed -3.31 %
Performance AVERAGE MANDATE   5.06 %
Performance STOXX 600 NR   5.28 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Ed. de Rothschild AM L. Vauthier, M. Halperin 23.68 %
Volatility Swiss Life Asset Managers Team Managed 8.20
Tracking Error AllianzGI Best Styles Global strategy Team managed 4.25
Sharpe Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 2.21
Information Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 1.72
Black-Treynor Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 12.38
Max Drawdown Ed. de Rothschild AM L. Vauthier, M. Halperin -6.50 %
Performance AVERAGE MANDATE   11.37 %
Performance STOXX 1800 NR   12.87 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Ed. de Rothschild AM L. Vauthier, M. Halperin 17.79 %
Volatility BNPPAM BNP PARIBAS GROUP Team Managed 6.57
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.61
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed 4.36
Information Ratio Ed. de Rothschild AM L. Vauthier, M. Halperin 2.45
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 12.26
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -1.94 %
Performance AVERAGE MANDATE   10.64 %
Performance STOXX 1800 NR   12.67 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance RBC Global Equities - ‎Fonds d'Avenir Team managed 21.06 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 9.09
Tracking Error Impax Smart Carbon Team Managed 0.40
Sharpe Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 2.13
Information Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 2.78
Black-Treynor Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 7.56
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 Amundi Asset Management I. O'Reilly, C. Zimmermann 6
Carbon Risk Mgmt ECOFI GLOBAL LOW CARBON Team managed 6.49
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 22.49
Emissions / MEUR turnov. adj Amundi Asset Management I. O'Reilly, C. Zimmermann 28.30
Emissions / MEUR mkt cap EDR Global Equities Low Carbon M. Halperin, C. Moullot, L. Vauthier 23.32
Emissions / MEUR mkt cap adj EDR Global Equities Low Carbon M. Halperin, C. Moullot, L. Vauthier 29.95
Performance AVERAGE MANDATE   11.96 %
Performance MSCI WORLD in EUR   13.22 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance LionTrust asset management M. Jones, C. Foster 17.12 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 7.44
Tracking Error Impax Smart Carbon Team Managed 0.33
Sharpe Ratio AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 4.00
Information Ratio LionTrust asset management M. Jones, C. Foster 2.21
Black-Treynor Ratio AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 5.39
Max Drawdown AXA IM Global SmartBeta Equity ESG Low Carbon Team managed -2.55 %
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 6.49
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 22.49
Emissions / MEUR turnov. adj Amundi Asset Management I. O'Reilly, C. Zimmermann 28.30
Emissions / MEUR mkt cap EDR Global Equities Low Carbon M. Halperin, C. Moullot, L. Vauthier 23.32
Emissions / MEUR mkt cap adj EDR Global Equities Low Carbon M. Halperin, C. Moullot, L. Vauthier 29.95
Performance AVERAGE MANDATE   11.87 %
Performance MSCI WORLD in EUR   13.16 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified B. SYRMEN 9.32 %
Volatility UBS FLEX E. Richard 4.00
Sharpe Ratio Seven Diversified B. SYRMEN 0.99
Max Drawdown UBS FLEX E. Richard -3.03 %
Performance AVERAGE MANDATE   2.08 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified B. SYRMEN 8.26 %
Volatility Swiss Life Asset Managers Team Managed 3.12
Sharpe Ratio La Francaise AM M. Rouyer 2.14
Max Drawdown Swiss Life Asset Managers Team Managed -1.47 %
Performance AVERAGE MANDATE   3.64 %

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