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amLeague Performance Review
March 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 -6.22%
Volatility Finaltis EfficientVol Euro Team managed 20.34
Tracking Error CM-CIC AM C. Besson 1.69
Sharpe Ratio Seven European Equity Fund S. Bauchart -0.14
Information Ratio Allianz GI C. Garrigues, C. Hanna 2.25
Black-Treynor Ratio Seven European Equity Fund S. Bauchart 9.49
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -31.97%
Performance AVERAGE MANDATE   -14.55%
Performance EUROSTOXX NR   -15.33%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven European Equity Fund S. Bauchart -12.53%
Volatility BNPPAM BNP PARIBAS GROUP Team Managed 26.86
Tracking Error CM-CIC AM C. Besson 1.91
Sharpe Ratio Seven European Equity Fund S. Bauchart -0.63
Information Ratio Allianz GI C. Garrigues, C. Hanna 2.18
Black-Treynor Ratio Seven European Equity Fund S. Bauchart 17.49
Max Drawdown BNPPAM BNP PARIBAS GROUP Team Managed -31.97%
Performance AVERAGE MANDATE   -19.58%
Performance EUROSTOXX NR   -20.72%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Candriam Innovation G. Goenen, A. Hamoir 2.21%
Volatility Vivienne Investissement Team managed 18.38
Tracking Error Degroof Petercam G. Lerminiaux, K. Bosquet 3.15
Sharpe Ratio Candriam Innovation G. Goenen, A. Hamoir 0.23
Information Ratio Candriam Innovation G. Goenen, A. Hamoir 2.06
Black-Treynor Ratio Candriam Innovation G. Goenen, A. Hamoir 17.2
Max Drawdown Vivienne Investissement Team managed -25.95%
Performance AVERAGE MANDATE   -11.98%
Performance STOXX 600 NR   -13.11%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Vivienne Investissement Team managed -5.45%
Volatility Vivienne Investissement Team managed 24.63
Tracking Error CM-CIC AM C. Besson 3.67
Sharpe Ratio Vivienne Investissement Team managed -0.29
Information Ratio Candriam Innovation G. Goenen, A. Hamoir 2.18
Black-Treynor Ratio Candriam Innovation G. Goenen, A. Hamoir 24.9
Max Drawdown Vivienne Investissement Team managed -25.95%
Performance AVERAGE MANDATE   -15.81%
Performance STOXX 600 NR   -17.83%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP Paribas Low Vol Team Managed -7.61%
Volatility BNPPAM BNP Paribas Low Vol Team Managed 19.79
Tracking Error Allianz GI C. Clet-Messadi, C. Garrigues 2.47
Sharpe Ratio Allianz GI C. Clet-Messadi, C. Garrigues -0.22
Information Ratio Allianz GI C. Clet-Messadi, C. Garrigues 1.98
Black-Treynor Ratio Allianz GI C. Clet-Messadi, C. Garrigues 5.35
Max Drawdown BNPPAM BNP Paribas Low Vol Team Managed -30.72%
Performance AVERAGE MANDATE   -13.07%
Performance STOXX 600 NR   -13.11%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance BNPPAM BNP Paribas Low Vol Team Managed -12.81%
Volatility BNPPAM BNP Paribas Low Vol Team Managed 26.39
Tracking Error Allianz GI C. Clet-Messadi, C. Garrigues 2.83
Sharpe Ratio BNPPAM BNP Paribas Low Vol Team Managed -0.77
Information Ratio Allianz GI C. Clet-Messadi, C. Garrigues 1.55
Black-Treynor Ratio BNPPAM BNP Paribas Low Vol Team Managed 5.84
Max Drawdown BNPPAM BNP Paribas Low Vol Team Managed -30.72%
Performance AVERAGE MANDATE   -17.59%
Performance STOXX 600 NR   -17.83%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance ECOFI Investissements O. Ken, O. Plaisant 0.53%
Volatility Degroof Petercam A. Roose, G. Lerminiaux 20.25
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.63
Sharpe Ratio ECOFI Investissements O. Ken, O. Plaisant 0.16
Information Ratio ECOFI Investissements O. Ken, O. Plaisant 1.06
Black-Treynor Ratio ECOFI Investissements O. Ken, O. Plaisant 9.08
Max Drawdown Ossiam Global Minimum Variance Team managed -30.1%
Performance AVERAGE MANDATE   -8.51%
Performance STOXX 1800 NR   -7.95%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance SANSO IS M. Menigoz, D. Kalfon -8.93%
Volatility Degroof Petercam A. Roose, G. Lerminiaux 26.78
Tracking Error AllianzGI Best Styles Global strategy Team managed 1.77
Sharpe Ratio SANSO IS M. Menigoz, D. Kalfon -0.39
Information Ratio SANSO IS M. Menigoz, D. Kalfon 1.9
Black-Treynor Ratio SANSO IS M. Menigoz, D. Kalfon 11.6
Max Drawdown Ossiam Global Minimum Variance Team managed -30.1%
Performance AVERAGE MANDATE   -14.99%
Performance STOXX 1800 NR   -14.58%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance La Française Inflection Point Global Low Carbon Team managed 0.11%
Volatility Amundi Asset Management I. O'Reilly, C. Zimmermann 22.37
Tracking Error Impax Smart Carbon Team Managed 0.67
Sharpe Ratio La Française Inflection Point Global Low Carbon Team managed 0.15
Information Ratio La Française Inflection Point Global Low Carbon Team managed 2.22
Black-Treynor Ratio La Française Inflection Point Global Low Carbon Team managed 8.93
Max Drawdown La Française Inflection Point Global Low Carbon Team managed -29.88%
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 OFI Global Low Carbon ISR S. Youmbi, M. Fay 6.48
Emissions / MEUR turnov. OFI Global Low Carbon ISR S. Youmbi, M. Fay 26.58
Emissions / MEUR turnov. adj OFI Global Low Carbon ISR S. Youmbi, M. Fay 24.26
Emissions / MEUR mkt cap Amundi Asset Management I. O'Reilly, C. Zimmermann 22.57
Emissions / MEUR mkt cap adj Amundi Asset Management I. O'Reilly, C. Zimmermann 24.88
Performance AVERAGE MANDATE   -6.85%
Performance MSCI WORLD in EUR   -8.3%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance NN Investment Partners Global Low Carbon Equity H. Boer -5.25%
Volatility Amundi Asset Management I. O'Reilly, C. Zimmermann 29.63
Tracking Error Impax Smart Carbon Team Managed 0.9
Sharpe Ratio NN Investment Partners Global Low Carbon Equity H. Boer -0.13
Information Ratio NN Investment Partners Global Low Carbon Equity H. Boer 3.78
Black-Treynor Ratio NN Investment Partners Global Low Carbon Equity H. Boer 23.05
Max Drawdown La Française Inflection Point Global Low Carbon Team managed -29.88%
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 OFI Global Low Carbon ISR S. Youmbi, M. Fay 6.48
Emissions / MEUR turnov. OFI Global Low Carbon ISR S. Youmbi, M. Fay 26.58
Emissions / MEUR turnov. adj OFI Global Low Carbon ISR S. Youmbi, M. Fay 24.26
Emissions / MEUR mkt cap Amundi Asset Management I. O'Reilly, C. Zimmermann 22.57
Emissions / MEUR mkt cap adj Amundi Asset Management I. O'Reilly, C. Zimmermann 24.88
Performance AVERAGE MANDATE   -13.11%
Performance MSCI WORLD in EUR   -14.85%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified B. SYRMEN 6.61%
Volatility UBS FLEX E. Richard 5.11
Sharpe Ratio Seven Diversified B. SYRMEN 0.68
Max Drawdown UBS FLEX E. Richard -6.27%
Performance AVERAGE MANDATE   -3.61%
Performance Indicator Best Asset Managers Best Portfolio Managers Result
Performance Seven Diversified B. SYRMEN -1.97%
Volatility UBS FLEX E. Richard 6.28
Sharpe Ratio Seven Diversified B. SYRMEN -0.23
Max Drawdown UBS FLEX E. Richard -6.27%
Performance AVERAGE MANDATE   -7.89%

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