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amLeague Performance Review
June 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 7.02 %
Volatility Finaltis EfficientVol Euro Team managed 10.01
Tracking Error CM-CIC AM C. Besson 1.71
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed 0.76
Information Ratio CM-CIC AM C. Besson 1.74
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 7.16
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -12.63 %
Performance AVERAGE MANDATE   2.03 %
Performance EUROSTOXX NR   2.26 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements O. Plaisant, O. Ken 19.90 %
Volatility Finaltis EfficientVol Euro Team managed 8.76
Tracking Error CM-CIC AM C. Besson 1.88
Sharpe Ratio Euro50 ISR by Allianz Team Managed 4.11
Information Ratio CM-CIC AM C. Besson 2.51
Black-Treynor Ratio Euro50 ISR by Allianz Team Managed 15.55
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -2.68 %
Performance AVERAGE MANDATE   15.63 %
Performance EUROSTOXX NR   16.83 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Candriam Innovation G. Goenen, A. Hamoir 8.58 %
Volatility Vivienne Investissement Team managed 7.77
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.79
Sharpe Ratio Candriam Innovation G. Goenen, A. Hamoir 0.78
Information Ratio Allianz GI C. Garrigues, C. Hanna 0.92
Black-Treynor Ratio Candriam Innovation G. Goenen, A. Hamoir 4.41
Max Drawdown Vivienne Investissement Team managed -7.62 %
Performance AVERAGE MANDATE   0.16 %
Performance STOXX 600 NR   4.28 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Candriam Innovation G. Goenen, A. Hamoir 21.71 %
Volatility Vivienne Investissement Team managed 6.50
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.74
Sharpe Ratio Candriam Innovation G. Goenen, A. Hamoir 4.38
Information Ratio Candriam Innovation G. Goenen, A. Hamoir 2.87
Black-Treynor Ratio Candriam Innovation G. Goenen, A. Hamoir 10.33
Max Drawdown Swiss Life Asset Managers Team Managed -2.56 %
Performance AVERAGE MANDATE   14.58 %
Performance STOXX 600 NR   16.46 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP Paribas Low Vol Team Managed 8.01 %
Volatility BNPPAM BNP Paribas Low Vol Team Managed 10.23
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.36
Sharpe Ratio BNPPAM BNP Paribas Low Vol Team Managed 0.86
Information Ratio Allianz GI C. Clet-Messadi, C. Garrigues 0.81
Black-Treynor Ratio BNPPAM BNP Paribas Low Vol Team Managed 5.47
Max Drawdown BNPPAM BNP Paribas Low Vol Team Managed -12.30 %
Performance AVERAGE MANDATE   2.53 %
Performance STOXX 600 NR   4.28 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Allianz GI C. Clet-Messadi, C. Garrigues 16.61 %
Volatility BNPPAM BNP Paribas Low Vol Team Managed 8.74
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.52
Sharpe Ratio BNPPAM BNP Paribas Low Vol Team Managed 3.88
Information Ratio Allianz GI C. Clet-Messadi, C. Garrigues 0.15
Black-Treynor Ratio BNPPAM BNP Paribas Low Vol Team Managed 8.56
Max Drawdown BNPPAM BNP Paribas Low Vol Team Managed -2.78 %
Performance AVERAGE MANDATE   14.38 %
Performance STOXX 600 NR   16.46 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP PARIBAS GROUP Team Managed 18.66 %
Volatility BNPPAM BNP PARIBAS GROUP Team Managed 8.35
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.58
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed 2.30
Information Ratio BNPPAM BNP PARIBAS GROUP Team Managed 1.54
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 20.04
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -8.55 %
Performance AVERAGE MANDATE   6.48 %
Performance STOXX 1800 NR   8.83 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements O. Ken, O. Plaisant 22.07 %
Volatility Ossiam Global Minimum Variance Team managed 7.02
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.43
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed 5.81
Information Ratio AllianzGI High Alpha Strategy L. Macdonald & Team 2.69
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 26.12
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -1.86 %
Performance AVERAGE MANDATE   17.23 %
Performance STOXX 1800 NR   17.38 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 15.66 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 9.57
Tracking Error Impax Smart Carbon Team Managed 0.43
Sharpe Ratio AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 1.55
Information Ratio AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 1.92
Black-Treynor Ratio AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 8.68
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 BNPPAM DEFI Decarb50 Team managed 6
Carbon Risk Mgmt Deutsche AM S. Penarrubia, S. Werner 6.32
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 24.28
Emissions / MEUR turnov. adj Amundi Asset Management I. O'Reilly, C. Zimmermann 28.79
Emissions / MEUR mkt cap Amundi Asset Management I. O'Reilly, C. Zimmermann 27.86
Emissions / MEUR mkt cap adj OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli 26.19
Performance AVERAGE MANDATE   8.22 %
Performance MSCI WORLD in EUR   9.02 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance La Française Inflection Point Global Low Carbon Team managed 21.30 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 8.15
Tracking Error Impax Smart Carbon Team Managed 0.34
Sharpe Ratio AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 4.89
Information Ratio CCIT S. IS 4.76
Black-Treynor Ratio AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 11.49
Max Drawdown AXA IM Global SmartBeta Equity ESG Low Carbon Team managed -2.95 %
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 BNPPAM DEFI Decarb50 Team managed 6
Carbon Risk Mgmt Deutsche AM S. Penarrubia, S. Werner 6.32
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 24.28
Emissions / MEUR turnov. adj Amundi Asset Management I. O'Reilly, C. Zimmermann 28.79
Emissions / MEUR mkt cap Amundi Asset Management I. O'Reilly, C. Zimmermann 27.86
Emissions / MEUR mkt cap adj OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli 26.19
Performance AVERAGE MANDATE   18.21 %
Performance MSCI WORLD in EUR   17.43 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Futur Dynamique Réactif A. Fraysse-Soulier, N. Charvet 7.97 %
Volatility UBS FLEX E. Richard 3.41
Sharpe Ratio Futur Dynamique Réactif A. Fraysse-Soulier, N. Charvet 1.48
Max Drawdown UBS FLEX E. Richard -2.13 %
Performance AVERAGE MANDATE   3.61 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Allianz GI M. Pivovard, S. Atallah 11.90 %
Volatility UBS FLEX E. Richard 3.23
Sharpe Ratio Futur Dynamique Réactif A. Fraysse-Soulier, N. Charvet 4.99
Max Drawdown Futur Dynamique Réactif A. Fraysse-Soulier, N. Charvet -1.73 %
Performance AVERAGE MANDATE   8.15 %

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