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amLeague Performance Review
May 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 4.22 %
Volatility Finaltis EfficientVol Euro Team managed 9.98
Tracking Error CM-CIC AM C. Besson 1.72
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed 0.49
Information Ratio BNPPAM BNP PARIBAS GROUP Team Managed 1.31
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 9.51
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -12.63 %
Performance AVERAGE MANDATE   -3.66 %
Performance EUROSTOXX NR   -3.62 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP PARIBAS GROUP Team Managed 8.05 %
Volatility Finaltis EfficientVol Euro Team managed 10.67
Tracking Error CM-CIC AM C. Besson 1.91
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed 1.67
Information Ratio Allianz GI C. Garrigues, C. Hanna 1.26
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 13.80
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -5.84 %
Performance AVERAGE MANDATE   4.27 %
Performance EUROSTOXX NR   4.62 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Swiss Life Asset Managers Team Managed 4.27 %
Volatility Vivienne Investissement Team managed 7.63
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.78
Sharpe Ratio Swiss Life Asset Managers Team Managed 0.55
Information Ratio Candriam Innovation G. Goenen, A. Hamoir 1.01
Black-Treynor Ratio Swiss Life Asset Managers Team Managed 6.74
Max Drawdown Vivienne Investissement Team managed -7.62 %
Performance AVERAGE MANDATE   -4.48 %
Performance STOXX 600 NR   -0.80 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Candriam Innovation G. Goenen, A. Hamoir 10.24 %
Volatility Vivienne Investissement Team managed 6.69
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.72
Sharpe Ratio Candriam Innovation G. Goenen, A. Hamoir 1.76
Information Ratio Candriam Innovation G. Goenen, A. Hamoir 2.33
Black-Treynor Ratio Candriam Innovation G. Goenen, A. Hamoir 10.86
Max Drawdown Vivienne Investissement Team managed -4.68 %
Performance AVERAGE MANDATE   4.52 %
Performance STOXX 600 NR   5.40 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP Paribas Low Vol Team Managed 4.73 %
Volatility BNPPAM BNP Paribas Low Vol Team Managed 10.27
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.45
Sharpe Ratio BNPPAM BNP Paribas Low Vol Team Managed 0.54
Information Ratio BNPPAM BNP Paribas Low Vol Team Managed 1.13
Black-Treynor Ratio BNPPAM BNP Paribas Low Vol Team Managed 6.67
Max Drawdown BNPPAM BNP Paribas Low Vol Team Managed -12.30 %
Performance AVERAGE MANDATE   -2.46 %
Performance STOXX 600 NR   -0.80 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP Paribas Low Vol Team Managed 6.23 %
Volatility BNPPAM BNP Paribas Low Vol Team Managed 10.99
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.58
Sharpe Ratio BNPPAM BNP Paribas Low Vol Team Managed 1.27
Information Ratio BNPPAM BNP Paribas Low Vol Team Managed 0.31
Black-Treynor Ratio BNPPAM BNP Paribas Low Vol Team Managed 4.99
Max Drawdown BNPPAM BNP Paribas Low Vol Team Managed -7.64 %
Performance AVERAGE MANDATE   3.00 %
Performance STOXX 600 NR   5.40 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP PARIBAS GROUP Team Managed 16.91 %
Volatility BNPPAM BNP PARIBAS GROUP Team Managed 8.37
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.60
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed 2.08
Information Ratio BNPPAM BNP PARIBAS GROUP Team Managed 2.05
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 21.86
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -8.55 %
Performance AVERAGE MANDATE   1.37 %
Performance STOXX 1800 NR   4.16 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP PARIBAS GROUP Team Managed 8.64 %
Volatility BNPPAM BNP PARIBAS GROUP Team Managed 8.75
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.51
Sharpe Ratio BNPPAM BNP PARIBAS GROUP Team Managed 2.17
Information Ratio BNPPAM BNP PARIBAS GROUP Team Managed 1.84
Black-Treynor Ratio BNPPAM BNP PARIBAS GROUP Team Managed 22.36
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -8.55 %
Performance AVERAGE MANDATE   3.07 %
Performance STOXX 1800 NR   3.05 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 11.95 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 9.56
Tracking Error Impax Smart Carbon Team Managed 0.43
Sharpe Ratio AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 1.20
Information Ratio AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 2.27
Black-Treynor Ratio AXA IM Global SmartBeta Equity ESG Low Carbon Team managed 9.00
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 Deutsche AM S. Penarrubia, S. Werner 6.32
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 24.87
Emissions / MEUR turnov. adj Amundi Asset Management I. O'Reilly, C. Zimmermann 28.83
Emissions / MEUR mkt cap Amundi Asset Management I. O'Reilly, C. Zimmermann 28.42
Emissions / MEUR mkt cap adj OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli 26.54
Performance AVERAGE MANDATE   3.56 %
Performance MSCI WORLD in EUR   4.45 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance LionTrust asset management M. Jones, C. Foster 8.31 %
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 9.90
Tracking Error Impax Smart Carbon Team Managed 0.43
Sharpe Ratio LionTrust asset management M. Jones, C. Foster 1.39
Information Ratio CCIT S. IS 2.60
Black-Treynor Ratio LionTrust asset management M. Jones, C. Foster 11.16
Max Drawdown Amundi Asset Management I. O'Reilly, C. Zimmermann -9.16 %
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 Deutsche AM S. Penarrubia, S. Werner 6.32
Emissions / MEUR turnov. Amundi Asset Management I. O'Reilly, C. Zimmermann 24.87
Emissions / MEUR turnov. adj Amundi Asset Management I. O'Reilly, C. Zimmermann 28.83
Emissions / MEUR mkt cap Amundi Asset Management I. O'Reilly, C. Zimmermann 28.42
Emissions / MEUR mkt cap adj OFI Global Low Carbon ISR S. Youmbi, M. Fay & C. Iseli 26.54
Performance AVERAGE MANDATE   3.82 %
Performance MSCI WORLD in EUR   3.03 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Futur Dynamique Réactif A. Fraysse-Soulier, N. Charvet 4.53 %
Volatility UBS FLEX E. Richard 3.44
Sharpe Ratio Futur Dynamique Réactif A. Fraysse-Soulier, N. Charvet 0.84
Max Drawdown UBS FLEX E. Richard -2.13 %
Performance AVERAGE MANDATE   0.95 %
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Futur Dynamique Réactif A. Fraysse-Soulier, N. Charvet 4.78 %
Volatility UBS FLEX E. Richard 3.39
Sharpe Ratio Futur Dynamique Réactif A. Fraysse-Soulier, N. Charvet 1.72
Max Drawdown UBS FLEX E. Richard -1.70 %
Performance AVERAGE MANDATE   2.58 %

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