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amLeague Performance Review
April 2019

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 6.79 %
Volatility Finaltis EfficientVol Euro Team managed 9.79
Tracking Error CM-CIC AM C. Besson 1.74
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed 0.77
Information Ratio BNPPAM BNP PARIBAS GROUP Team Managed 1.03
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 8.64
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -12.63 %
Performance AVERAGE MANDATE   -0.24 %
Performance EUROSTOXX NR   0.67 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Allianz GI C. Garrigues, C. Hanna 11.37 %
Volatility BNPPAM BNP PARIBAS GROUP Team Managed 10.32
Tracking Error CM-CIC AM C. Besson 1.96
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed 2.17
Information Ratio Allianz GI C. Garrigues, C. Hanna 1.26
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 8.98
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -7.39 %
Performance AVERAGE MANDATE   8.01 %
Performance EUROSTOXX NR   9.73 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Candriam Innovation G. Goenen, A. Hamoir 13.11 %
Volatility Vivienne Investissement Team managed 7.73
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.85
Sharpe Ratio Candriam Innovation G. Goenen, A. Hamoir 1.16
Information Ratio Candriam Innovation G. Goenen, A. Hamoir 1.66
Black-Treynor Ratio Candriam Innovation G. Goenen, A. Hamoir 9.03
Max Drawdown Vivienne Investissement Team managed -7.62 %
Performance AVERAGE MANDATE   1.38 %
Performance STOXX 600 NR   4.49 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Candriam Innovation G. Goenen, A. Hamoir 14.02 %
Volatility Vivienne Investissement Team managed 7.53
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.77
Sharpe Ratio Candriam Innovation G. Goenen, A. Hamoir 2.53
Information Ratio Candriam Innovation G. Goenen, A. Hamoir 2.07
Black-Treynor Ratio Candriam Innovation G. Goenen, A. Hamoir 10.24
Max Drawdown Vivienne Investissement Team managed -7.39 %
Performance AVERAGE MANDATE   6.99 %
Performance STOXX 600 NR   9.78 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP Paribas Low Vol Team Managed 9.44 %
Volatility BNPPAM BNP Paribas Low Vol Team Managed 10.09
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.47
Sharpe Ratio BNPPAM BNP Paribas Low Vol Team Managed 1.02
Information Ratio BNPPAM BNP Paribas Low Vol Team Managed 1.04
Black-Treynor Ratio BNPPAM BNP Paribas Low Vol Team Managed 7.00
Max Drawdown BNPPAM BNP Paribas Low Vol Team Managed -12.30 %
Performance AVERAGE MANDATE   2.81 %
Performance STOXX 600 NR   4.49 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Allianz GI C. Clet-Messadi, C. Garrigues 10.37 %
Volatility BNPPAM BNP Paribas Low Vol Team Managed 10.86
Tracking Error Swiss Life Asset Managers Team Managed 2.58
Sharpe Ratio Allianz GI C. Clet-Messadi, C. Garrigues 1.91
Information Ratio Allianz GI C. Clet-Messadi, C. Garrigues 0.47
Black-Treynor Ratio Allianz GI C. Clet-Messadi, C. Garrigues 2.18
Max Drawdown BNPPAM BNP Paribas Low Vol Team Managed -8.61 %
Performance AVERAGE MANDATE   8.29 %
Performance STOXX 600 NR   9.78 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP PARIBAS GROUP Team Managed 21.71 %
Volatility BNPPAM BNP PARIBAS GROUP Team Managed 8.25
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.60
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed 2.69
Information Ratio BNPPAM BNP PARIBAS GROUP Team Managed 1.25
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 18.38
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -8.55 %
Performance AVERAGE MANDATE   9.94 %
Performance STOXX 1800 NR   14.14 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP PARIBAS GROUP Team Managed 12.95 %
Volatility BNPPAM BNP PARIBAS GROUP Team Managed 8.71
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.54
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed 3.32
Information Ratio AllianzGI High Alpha Strategy L. Macdonald & Team 1.77
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 22.46
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -8.55 %
Performance AVERAGE MANDATE   8.75 %
Performance STOXX 1800 NR   9.92 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance LionTrust asset management M. Jones, C. Foster 22.52 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 9.45
Tracking Error Impax Smart Carbon Team Managed 0.44
Sharpe Ratio AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 1.89
Information Ratio LionTrust asset management M. Jones, C. Foster 1.57
Black-Treynor Ratio AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 6.51
Max Drawdown AXA IM Global SmartBeta Equity ESG Low Carbon Team managed -12.65 %
ESG ECOFI GLOBAL LOW CARBON Team managed 8
Environment EDR Global Equities Low Carbon M. Halperin, C. Moullot 7
Social ECOFI GLOBAL LOW CARBON Team managed 6
Governance ECOFI GLOBAL LOW CARBON Team managed 6
Carbon Risk Mgmt Amundi Asset Management I. O'Reilly, C. Zimmermann 6.33
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 25.47
Emissions / MEUR turnov. adj OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli 28.08
Emissions / MEUR mkt cap Amundi Asset Management I. O'Reilly, C. Zimmermann 27.00
Emissions / MEUR mkt cap adj OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli 24.74
Performance AVERAGE MANDATE   12.53 %
Performance MSCI WORLD in EUR   14.79 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance LionTrust asset management M. Jones, C. Foster 16.08 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 10.17
Tracking Error Impax Smart Carbon Team Managed 0.47
Sharpe Ratio LionTrust asset management M. Jones, C. Foster 2.69
Information Ratio RBC Global Equities - ‎Fonds d'Avenir Team managed 3.30
Black-Treynor Ratio LionTrust asset management M. Jones, C. Foster 12.53
Max Drawdown ECOFI GLOBAL LOW CARBON Team managed -10.32 %
ESG ECOFI GLOBAL LOW CARBON Team managed 8
Environment EDR Global Equities Low Carbon M. Halperin, C. Moullot 7
Social ECOFI GLOBAL LOW CARBON Team managed 6
Governance ECOFI GLOBAL LOW CARBON Team managed 6
Carbon Risk Mgmt Amundi Asset Management I. O'Reilly, C. Zimmermann 6.33
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 25.47
Emissions / MEUR turnov. adj OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli 28.08
Emissions / MEUR mkt cap Amundi Asset Management I. O'Reilly, C. Zimmermann 27.00
Emissions / MEUR mkt cap adj OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli 24.74
Performance AVERAGE MANDATE   10.50 %
Performance MSCI WORLD in EUR   10.03 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Allianz GI M. Pivovard, S. Atallah 7.46 %
Volatility UBS FLEX E. Richard 3.45
Sharpe Ratio Degroof Petercam Y. Ceelen, M. Broes 1.24
Max Drawdown UBS FLEX E. Richard -2.19 %
Performance AVERAGE MANDATE   3.54 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Allianz GI M. Pivovard, S. Atallah 7.71 %
Volatility Swiss Life Asset Managers Team Managed 2.75
Sharpe Ratio fLAB Core L. Homberg 2.37
Max Drawdown UBS FLEX E. Richard -1.34 %
Performance AVERAGE MANDATE   4.62 %

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