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amLeague Performance Review
December 2020

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 6.51%
Volatility Finaltis EfficientVol Euro Team managed 23.24
Tracking Error GIP EURO EQUITY Eric Biassette, Alexis Andrieu, François Gobron 2.28
Sharpe Ratio Seven European Equity Fund S. Bauchart 0.41
Information Ratio Allianz GI C. Garrigues, C. Hanna 1.23
Black-Treynor Ratio Seven European Equity Fund S. Bauchart 7.4
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -31.97%
Performance AVERAGE MANDATE   -1.37%
Performance EUROSTOXX NR   0.25%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Invesco AM O. Collin, S. Smith 13.67%
Volatility Finaltis EfficientVol Euro Team managed 13.17
Tracking Error CM-CIC AM C. Besson 2.16
Sharpe Ratio SANSO IS M. Menigoz 1.83
Information Ratio Invesco AM O. Collin, S. Smith 0.21
Black-Treynor Ratio SANSO IS M. Menigoz 10.5
Max Drawdown Finaltis EfficientVol Euro Team managed -7.8%
Performance AVERAGE MANDATE   10.11%
Performance EUROSTOXX NR   13.32%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Candriam Innovation G. Goenen, A. Hamoir 14.22%
Volatility Vivienne Investissement Team managed 20.55
Tracking Error CM-CIC AM C. Besson 4
Sharpe Ratio Candriam Innovation G. Goenen, A. Hamoir 0.76
Information Ratio UBP R. Welchman, R. Welchman 1.47
Black-Treynor Ratio Candriam Innovation G. Goenen, A. Hamoir 19.85
Max Drawdown Vivienne Investissement Team managed -25.95%
Performance AVERAGE MANDATE   1.85%
Performance STOXX 600 NR   -1.99%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance UBP R. Welchman, R. Welchman 18.97%
Volatility Vivienne Investissement Team managed 12.13
Tracking Error BNPPAM BNP PARIBAS GROUP Team managed 3.35
Sharpe Ratio UBP R. Welchman, R. Welchman 2.58
Information Ratio UBP R. Welchman, R. Welchman 3.14
Black-Treynor Ratio Bright Cap Momentum Comfort - Finexis C. Prat 24.66
Max Drawdown Finaltis EfficientVol Europe Team managed -6.48%
Performance AVERAGE MANDATE   11.39%
Performance STOXX 600 NR   11.52%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance OFI SMART BETA Europe SRI S. Youmbi, M. Fay, Olivier Kerjan 8.67%
Volatility BNPPAM BNP Paribas Low Vol Team Managed 23.12
Tracking Error Allianz GI C. Clet-Messadi, C. Garrigues 3.03
Sharpe Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay, Olivier Kerjan 0.48
Information Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay, Olivier Kerjan 2.34
Black-Treynor Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay, Olivier Kerjan 10.87
Max Drawdown BNPPAM BNP Paribas Low Vol Team Managed -30.72%
Performance AVERAGE MANDATE   0.43%
Performance STOXX 600 NR   -1.99%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance OFI SMART BETA Europe SRI S. Youmbi, M. Fay, Olivier Kerjan 17.67%
Volatility Swiss Life Asset Managers Team Managed 13.75
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.38
Sharpe Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay, Olivier Kerjan 2.37
Information Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay, Olivier Kerjan 3.98
Black-Treynor Ratio Federal Finance G. Le Bras 14.93
Max Drawdown Swiss Life Asset Managers Team Managed -7.62%
Performance AVERAGE MANDATE   12.13%
Performance STOXX 600 NR   11.52%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements O. Ken, O. Plaisant 29.13%
Volatility Ossiam Global Minimum Variance Team managed 22.54
Tracking Error AB Global Value Team 4.16
Sharpe Ratio ECOFI Investissements O. Ken, O. Plaisant 1.26
Information Ratio ECOFI Investissements O. Ken, O. Plaisant 2.72
Black-Treynor Ratio ECOFI Investissements O. Ken, O. Plaisant 23.27
Max Drawdown Ossiam Global Minimum Variance Team managed -30.1%
Performance AVERAGE MANDATE   5.4%
Performance STOXX 1800 NR   6.74%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements O. Ken, O. Plaisant 25.48%
Volatility Ossiam Global Minimum Variance Team managed 9.41
Tracking Error Swiss Life Asset Managers Team Managed 3.86
Sharpe Ratio ECOFI Investissements O. Ken, O. Plaisant 4.04
Information Ratio ECOFI Investissements O. Ken, O. Plaisant 4.53
Black-Treynor Ratio ECOFI Investissements O. Ken, O. Plaisant 24.59
Max Drawdown Ossiam Global Minimum Variance Team managed -4%
Performance AVERAGE MANDATE   11.54%
Performance STOXX 1800 NR   12.99%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI GLOBAL LOW CARBON Team managed 21.57%
Volatility Amundi Asset Management I. O'Reilly, C. Zimmermann 26.15
Tracking Error Impax Smart Carbon Team Managed 0.69
Sharpe Ratio ECOFI GLOBAL LOW CARBON Team managed 0.97
Information Ratio La Française Inflection Point Global Low Carbon Team managed 2.77
Black-Treynor Ratio ECOFI GLOBAL LOW CARBON Team managed 16.48
Max Drawdown La Française Inflection Point Global Low Carbon Team managed -29.88%
ESG ECOFI GLOBAL LOW CARBON Team managed 7
Environment LionTrust asset management M. Jones, C. Foster 7
Social ECOFI GLOBAL LOW CARBON Team managed 6
Governance Amundi Asset Management I. O'Reilly, C. Zimmermann 6
Carbon Risk Mgmt Deutsche AM S. Penarrubia, S. Werner 6.37
Emissions / MEUR turnov. OFI Global Low Carbon ISR S. Youmbi, M. Fay, Olivier Kerjan 26.2
Emissions / MEUR turnov. adj OFI Global Low Carbon ISR S. Youmbi, M. Fay, Olivier Kerjan 23.19
Emissions / MEUR mkt cap SANSO Global Low Carbon M. Menigoz 11.77
Emissions / MEUR mkt cap adj SANSO Global Low Carbon M. Menigoz 11.98
Performance AVERAGE MANDATE   8.78%
Performance MSCI WORLD in EUR   6.33%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Amundi Asset Management I. O'Reilly, C. Zimmermann 27.99%
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 10.94
Tracking Error Impax Smart Carbon Team Managed 0.38
Sharpe Ratio Amundi Asset Management I. O'Reilly, C. Zimmermann 4.07
Information Ratio Amundi Asset Management I. O'Reilly, C. Zimmermann 4.11
Black-Treynor Ratio Amundi Asset Management I. O'Reilly, C. Zimmermann 29.59
Max Drawdown BNPPAM DEFI Decarb50 Team managed -6.04%
ESG ECOFI GLOBAL LOW CARBON Team managed 7
Environment LionTrust asset management M. Jones, C. Foster 7
Social ECOFI GLOBAL LOW CARBON Team managed 6
Governance Amundi Asset Management I. O'Reilly, C. Zimmermann 6
Carbon Risk Mgmt Deutsche AM S. Penarrubia, S. Werner 6.37
Emissions / MEUR turnov. OFI Global Low Carbon ISR S. Youmbi, M. Fay, Olivier Kerjan 26.2
Emissions / MEUR turnov. adj OFI Global Low Carbon ISR S. Youmbi, M. Fay, Olivier Kerjan 23.19
Emissions / MEUR mkt cap SANSO Global Low Carbon M. Menigoz 11.77
Emissions / MEUR mkt cap adj SANSO Global Low Carbon M. Menigoz 11.98
Performance AVERAGE MANDATE   13.27%
Performance MSCI WORLD in EUR   12.9%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Stamina AM A. Bienvenu, C. Inbona 5.24%
Volatility UBS FLEX E. Richard 5.52
Sharpe Ratio Stamina AM A. Bienvenu, C. Inbona 0.47
Max Drawdown UBS FLEX E. Richard -6.27%
Performance AVERAGE MANDATE   -0.47%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Stamina AM A. Bienvenu, C. Inbona 9.87%
Volatility UBS FLEX E. Richard 3.66
Sharpe Ratio Stamina AM A. Bienvenu, C. Inbona 2.89
Max Drawdown fLAB Core L. Homberg -2.44%
Performance AVERAGE MANDATE   4.58%

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