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amLeague Performance Review
March 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 7.35 %
Volatility Finaltis EfficientVol Euro Team managed 9.95
Tracking Error CM-CIC AM C. Besson 1.72
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed 0.81
Information Ratio BNPPAM BNP PARIBAS GROUP Team Managed 1.15
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 9.37
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -12.63 %
Performance AVERAGE MANDATE   -0.32 %
Performance EUROSTOXX NR   0.60 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP PARIBAS GROUP Team Managed 1.07 %
Volatility CBT Gestion Euro Sélection V. Danesi 11.69
Tracking Error CM-CIC AM C. Besson 1.96
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed 0.27
Information Ratio BNPPAM BNP PARIBAS GROUP Team Managed 1.16
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 7.78
Max Drawdown CBT Gestion Euro Sélection V. Danesi -11.34 %
Performance AVERAGE MANDATE   -3.27 %
Performance EUROSTOXX NR   -2.43 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Candriam Innovation G. Goenen, A. Hamoir 8.88 %
Volatility Vivienne Investissement Team managed 7.81
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.82
Sharpe Ratio Swiss Life Asset Managers Team Managed 0.85
Information Ratio Candriam Innovation G. Goenen, A. Hamoir 0.70
Black-Treynor Ratio Vivienne Investissement Team managed 4.69
Max Drawdown Vivienne Investissement Team managed -7.62 %
Performance AVERAGE MANDATE   2.73 %
Performance STOXX 600 NR   5.22 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Swiss Life Asset Managers Team Managed 1.63 %
Volatility Vivienne Investissement Team managed 8.53
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.91
Sharpe Ratio Swiss Life Asset Managers Team Managed 0.39
Information Ratio Allianz GI C. Garrigues, C. Hanna 0.64
Black-Treynor Ratio Swiss Life Asset Managers Team Managed 4.37
Max Drawdown Vivienne Investissement Team managed -7.50 %
Performance AVERAGE MANDATE   -2.97 %
Performance STOXX 600 NR   -0.05 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP Paribas Low Vol Team Managed 10.76 %
Volatility BNPPAM BNP Paribas Low Vol Team Managed 10.35
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.54
Sharpe Ratio BNPPAM BNP Paribas Low Vol Team Managed 1.12
Information Ratio BNPPAM BNP Paribas Low Vol Team Managed 1.20
Black-Treynor Ratio BNPPAM BNP Paribas Low Vol Team Managed 7.69
Max Drawdown BNPPAM BNP Paribas Low Vol Team Managed -12.30 %
Performance AVERAGE MANDATE   3.56 %
Performance STOXX 600 NR   5.22 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP Paribas Low Vol Team Managed 1.62 %
Volatility BNPPAM BNP Paribas Low Vol Team Managed 12.16
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.71
Sharpe Ratio BNPPAM BNP Paribas Low Vol Team Managed 0.36
Information Ratio BNPPAM BNP Paribas Low Vol Team Managed 0.69
Black-Treynor Ratio BNPPAM BNP Paribas Low Vol Team Managed 3.93
Max Drawdown BNPPAM BNP Paribas Low Vol Team Managed -11.69 %
Performance AVERAGE MANDATE   -1.45 %
Performance STOXX 600 NR   -0.05 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP PARIBAS GROUP Team Managed 22.75 %
Volatility BNPPAM BNP PARIBAS GROUP Team Managed 8.53
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.58
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed 2.73
Information Ratio BNPPAM BNP PARIBAS GROUP Team Managed 1.58
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 20.08
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -8.55 %
Performance AVERAGE MANDATE   9.94 %
Performance STOXX 1800 NR   13.34 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP PARIBAS GROUP Team Managed 8.28 %
Volatility BNPPAM BNP PARIBAS GROUP Team Managed 10.11
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.54
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed 1.79
Information Ratio BNPPAM BNP PARIBAS GROUP Team Managed 2.25
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 25.52
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -8.55 %
Performance AVERAGE MANDATE   -0.67 %
Performance STOXX 1800 NR   0.59 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance LionTrust asset management M. Jones, C. Foster 19.44 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 9.73
Tracking Error Impax Smart Carbon Team Managed 0.44
Sharpe Ratio AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 1.82
Information Ratio AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 1.52
Black-Treynor Ratio AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 6.90
Max Drawdown AXA IM Global SmartBeta Equity ESG Low Carbon Team managed -12.65 %
ESG ECOFI GLOBAL LOW CARBON Team managed 8
Environment LionTrust asset management M. Jones, C. Foster 7
Social ECOFI GLOBAL LOW CARBON Team managed 6
Governance BNPPAM DEFI Decarb50 Team managed 6
Carbon Risk Mgmt Amundi Asset Management I. O'Reilly, C. Zimmermann 6.32
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 26.73
Emissions / MEUR turnov. adj Amundi Asset Management I. O'Reilly, C. Zimmermann 30.60
Emissions / MEUR mkt cap OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli 25.31
Emissions / MEUR mkt cap adj OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli 21.74
Performance AVERAGE MANDATE   11.98 %
Performance MSCI WORLD in EUR   14.00 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 4.34 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 11.57
Tracking Error Impax Smart Carbon Team Managed 0.53
Sharpe Ratio AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 0.76
Information Ratio AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 1.99
Black-Treynor Ratio AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 8.46
Max Drawdown AXA IM Global SmartBeta Equity ESG Low Carbon Team managed -12.65 %
ESG ECOFI GLOBAL LOW CARBON Team managed 8
Environment LionTrust asset management M. Jones, C. Foster 7
Social ECOFI GLOBAL LOW CARBON Team managed 6
Governance BNPPAM DEFI Decarb50 Team managed 6
Carbon Risk Mgmt Amundi Asset Management I. O'Reilly, C. Zimmermann 6.32
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 26.73
Emissions / MEUR turnov. adj Amundi Asset Management I. O'Reilly, C. Zimmermann 30.60
Emissions / MEUR mkt cap OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli 25.31
Emissions / MEUR mkt cap adj OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli 21.74
Performance AVERAGE MANDATE   0.07 %
Performance MSCI WORLD in EUR   0.74 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Futur Dynamique Réactif A. Fraysse-Soulier, N. Charvet 8.52 %
Volatility UBS FLEX E. Richard 3.57
Sharpe Ratio Futur Dynamique Réactif A. Fraysse-Soulier, N. Charvet 1.43
Max Drawdown UBS FLEX E. Richard -2.19 %
Performance AVERAGE MANDATE   4.04 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Futur Dynamique Réactif A. Fraysse-Soulier, N. Charvet 3.37 %
Volatility UBS FLEX E. Richard 3.55
Sharpe Ratio UBS FLEX E. Richard 1.47
Max Drawdown UBS FLEX E. Richard -1.37 %
Performance AVERAGE MANDATE   0.41 %

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