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amLeague Performance Review
February 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 Allianz GI C. Garrigues, C. Hanna 12.46%
Volatility Finaltis EfficientVol Euro Team managed 10.51
Tracking Error CM-CIC AM C. Besson 1.41
Sharpe Ratio Allianz GI C. Garrigues, C. Hanna 1.02
Information Ratio Allianz GI C. Garrigues, C. Hanna 3.51
Black-Treynor Ratio Allianz GI C. Garrigues, C. Hanna 9.27
Max Drawdown Finaltis EfficientVol Euro Team managed -11.73%
Performance AVERAGE MANDATE   3.76%
Performance EUROSTOXX NR   3.29%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Allianz GI C. Garrigues, C. Hanna 3.41%
Volatility Finaltis EfficientVol Euro Team managed 11.55
Tracking Error CM-CIC AM C. Besson 1.3
Sharpe Ratio Allianz GI C. Garrigues, C. Hanna 0.6
Information Ratio Allianz GI C. Garrigues, C. Hanna 3.57
Black-Treynor Ratio Allianz GI C. Garrigues, C. Hanna 9.59
Max Drawdown Finaltis EfficientVol Euro Team managed -11.73%
Performance AVERAGE MANDATE   -0.6%
Performance EUROSTOXX NR   -1.11%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Candriam Innovation G. Goenen, A. Hamoir 13.94%
Volatility Vivienne Investissement Team managed 9.62
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 2.59
Sharpe Ratio Candriam Innovation G. Goenen, A. Hamoir 1.15
Information Ratio Allianz GI C. Garrigues, C. Hanna 2.79
Black-Treynor Ratio Candriam Innovation G. Goenen, A. Hamoir 10.34
Max Drawdown Vivienne Investissement Team managed -9.52%
Performance AVERAGE MANDATE   4.35%
Performance STOXX 600 NR   3.73%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Vivienne Investissement Team managed 4.86%
Volatility Vivienne Investissement Team managed 11.16
Tracking Error CM-CIC AM C. Besson 2.49
Sharpe Ratio Vivienne Investissement Team managed 0.99
Information Ratio Allianz GI C. Garrigues, C. Hanna 2.25
Black-Treynor Ratio Vivienne Investissement Team managed 17.38
Max Drawdown Vivienne Investissement Team managed -9.52%
Performance AVERAGE MANDATE   0.29%
Performance STOXX 600 NR   -0.32%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Allianz GI C. Clet-Messadi, C. Garrigues 8.81%
Volatility BNPPAM BNP Paribas Low Vol Team Managed 10.84
Tracking Error Allianz GI C. Clet-Messadi, C. Garrigues 2.07
Sharpe Ratio BNPPAM BNP Paribas Low Vol Team Managed 0.88
Information Ratio Allianz GI C. Clet-Messadi, C. Garrigues 2.44
Black-Treynor Ratio BNPPAM BNP Paribas Low Vol Team Managed 6.79
Max Drawdown Roche-Brune AM Team managed -11.61%
Performance AVERAGE MANDATE   3.71%
Performance STOXX 600 NR   3.73%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 2.63%
Volatility BNPPAM BNP Paribas Low Vol Team Managed 12.2
Tracking Error Allianz GI C. Clet-Messadi, C. Garrigues 1.98
Sharpe Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 0.48
Information Ratio Allianz GI C. Clet-Messadi, C. Garrigues 2.56
Black-Treynor Ratio OFI SMART BETA Europe SRI S. Youmbi, M. Fay & C. Iseli 6.17
Max Drawdown Roche-Brune AM Team managed -11.61%
Performance AVERAGE MANDATE   0.39%
Performance STOXX 600 NR   -0.32%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements O. Ken, O. Plaisant 17.35%
Volatility Ossiam Global Minimum Variance Team managed 9.05
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.38
Sharpe Ratio ECOFI Investissements O. Ken, O. Plaisant 1.36
Information Ratio ECOFI Investissements O. Ken, O. Plaisant 1.54
Black-Treynor Ratio ECOFI Investissements O. Ken, O. Plaisant 7.78
Max Drawdown Ossiam Global Minimum Variance Team managed -10.95%
Performance AVERAGE MANDATE   7.51%
Performance STOXX 1800 NR   8.52%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements O. Ken, O. Plaisant 5.08%
Volatility Ossiam Global Minimum Variance Team managed 9.88
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.29
Sharpe Ratio ECOFI Investissements O. Ken, O. Plaisant 0.85
Information Ratio VIA AM World L. Pla, G. Dolisi 1.56
Black-Treynor Ratio ECOFI Investissements O. Ken, O. Plaisant 8.14
Max Drawdown Ossiam Global Minimum Variance Team managed -10.95%
Performance AVERAGE MANDATE   0.19%
Performance STOXX 1800 NR   1.07%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance La Française Inflection Point Global Low Carbon Team managed 14.64%
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 10.44
Tracking Error Impax Smart Carbon Team Managed 0.42
Sharpe Ratio La Française Inflection Point Global Low Carbon Team managed 1.24
Information Ratio La Française Inflection Point Global Low Carbon Team managed 2.02
Black-Treynor Ratio La Française Inflection Point Global Low Carbon Team managed 5.54
Max Drawdown ECOFI GLOBAL LOW CARBON Team managed -12.27%
ESG J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann 7
Environment LionTrust asset management M. Jones, C. Foster 7
Social J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann 6
Governance SANSO Global Low Carbon M. Menigoz 6
Carbon Risk Mgmt HSBC Global Low Carbon B. Hubbard 6.46
Emissions / MEUR turnov. OFI Global Low Carbon ISR S. Youmbi, M. Fay 27.33
Emissions / MEUR turnov. adj OFI Global Low Carbon ISR S. Youmbi, M. Fay 24.66
Emissions / MEUR mkt cap Amundi Asset Management I. O'Reilly, C. Zimmermann 16.21
Emissions / MEUR mkt cap adj Amundi Asset Management I. O'Reilly, C. Zimmermann 18.7
Performance AVERAGE MANDATE   9.26%
Performance MSCI WORLD in EUR   8.47%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance LionTrust asset management M. Jones, C. Foster 6.36%
Volatility Invesco Global Low Carbon M. Kolrep, M. Von Ditfurth 11.62
Tracking Error Impax Smart Carbon Team Managed 0.5
Sharpe Ratio LionTrust asset management M. Jones, C. Foster 1.01
Information Ratio Candriam SRI Global LC T. Cornet, B. Paredis 2.68
Black-Treynor Ratio LionTrust asset management M. Jones, C. Foster 9.9
Max Drawdown ECOFI GLOBAL LOW CARBON Team managed -12.27%
ESG J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann 7
Environment LionTrust asset management M. Jones, C. Foster 7
Social J. Safra Sarasin Sustainable Low Carbon R. Mannle, P. Fritschmann 6
Governance SANSO Global Low Carbon M. Menigoz 6
Carbon Risk Mgmt HSBC Global Low Carbon B. Hubbard 6.46
Emissions / MEUR turnov. OFI Global Low Carbon ISR S. Youmbi, M. Fay 27.33
Emissions / MEUR turnov. adj OFI Global Low Carbon ISR S. Youmbi, M. Fay 24.66
Emissions / MEUR mkt cap Amundi Asset Management I. O'Reilly, C. Zimmermann 16.21
Emissions / MEUR mkt cap adj Amundi Asset Management I. O'Reilly, C. Zimmermann 18.7
Performance AVERAGE MANDATE   1.8%
Performance MSCI WORLD in EUR   1.14%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified B. SYRMEN 16.14%
Volatility UBS FLEX E. Richard 3.72
Sharpe Ratio Seven Diversified B. SYRMEN 1.81
Max Drawdown UBS FLEX E. Richard -2.73%
Performance AVERAGE MANDATE   5.48%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified B. SYRMEN 3.48%
Volatility UBS FLEX E. Richard 3.85
Sharpe Ratio Seven Diversified B. SYRMEN 0.97
Max Drawdown UBS FLEX E. Richard -2.73%
Performance AVERAGE MANDATE   0.17%

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