amLeague - Performance & Risk Review 31/12/2013
26
January 2 nd , 2014 PERFORMANCE REVIEW
-
Upload
admin-aml -
Category
Economy & Finance
-
view
73 -
download
2
description
The asset managers with the best 6 months performance are*: Euro Equities - Invesco (J. Taylor & M. Perowne) Europe Equities - AllianceBernstein (Europe Strategic Value Team) Global Equities - Petercam (B. Baetens & G. Lerminiaux) Multi Asset Class - CCR AM (F. Foy, R. Lahoste & E. Regnier) The asset managers with the best 1 year performance are*: Euro Equities - Invesco (J. Taylor & M. Perowne) Europe Equities - BNP Paribas IP (THEAM) Global Equities - AllianceBernstein (Global Value Team) Multi Asset Class - CCR AM (F. Foy, R. Lahoste & E. Regnier) For the complete Performance & Risk Review go to http://www.am-league.com/newsLetter/2013/December/perf_review_en.html and for more information on asset managers' rankings go to http://www.am-league.com *Results are based on the performance data of the 31st December 2013
Transcript of amLeague - Performance & Risk Review 31/12/2013
January 2nd, 2014
PERFORMANCE
REVIEW
i. Euro Equities
ii. Europe Equities
iii. Global Equities
iv. Multi Asset Class
Note: All the performance and data are calculated until December 31st, 2013
Contents
Euro Equities
Since Inception
Asset Management Company Manager Performance Volatility Tracking
Error Sharpe Ratio IR Beta Alpha
Max
Drawdown
Inception
Date
Invesco AM J. Taylor, M. Perowne 58.58% 21.28 4.93 0.75 0.83 1.02 3.45 -32.15% 06/30/2010
Allianz GI C. Garrigues, T. Le Clercq 51.59% 20.11 4.37 0.7 0.55 0.97 2.52 -28.89% 06/30/2010
Ed. de Rothschild AM O. Huet, P. Lecoq 49.36% 18.40 5.26 0.72 0.29 0.88 2.83 -26.66% 06/30/2010
CM-CIC AM C. Besson 44.68% 19.94 3.63 0.63 0.24 0.97 1.18 -29.94% 06/30/2010
ECOFI Investissements M. Baillargeon, O. Plaisant 42.35% 20.38 4.54 0.60 0.10 0.98 0.67 -32.31% 06/30/2010
AVERAGE 40.76% n.a. n.a. n.a. n.a. n.a. n.a. n.a. -
EUROSTOXX NET RETURN 40.33% 20.33 n.a. 0.58 n.a. n.a. n.a. -30.66% -
ING IM N. Simar, M. Vandenbulck 31.65% 20.35 5.34 0.48 -0.37 0.97 -1.38 -32.55% 06/30/2010
Federal Finance Team managed 26.23% 21.67 5.12 0.41 -0.58 1.04 -3.04 -36.62% 06/30/2010
CCR AM B. Bazi, F. Allain 21.64% 23.50 6.50 0.35 -0.56 1.12 -4.53 -39.66% 06/30/2010
BNP Paribas IP THEAM n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 08/31/2012
Vivienne Investissement Team managed n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 12/31/2012
Roche-Brune AM B. Fine, G. Laverne n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 03/30/2012
SmartAlpha Euro n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 12/20/2013
AllianceBernstein Eurozone Strategic Value Team n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 12/31/2010
Petercam G. Lerminiaux, D. Van De Veire n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 03/31/2011
Aberdeen AM J. Whitley - Team Managed n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 03/31/2011
Swiss Life Asset Managers P. Guillemin, D. Corbet n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 03/31/2011
TOBAM Team managed n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 12/30/2011
Somangest V. Lequertier, P. Pailloux n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 03/30/2012
Dexia AM G. Goenen & Team Europe n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 03/30/2012
1-Year & Year-to-Date
Euro Equities
Asset Management Company Manager Performance Volatility Tracking
Error Sharpe Ratio IR Beta Alpha
Max
Drawdown
Inception
Date
Invesco AM J. Taylor, M. Perowne 38.70% 15.25 3.81 2.56 3.90 1.02 11.49 -8.82% 06/30/2010
Roche-Brune AM B. Fine, G. Laverne 31.40% 12.74 5.42 2.47 1.33 0.82 10.14 -8.75% 03/30/2012
AllianceBernstein Eurozone Strategic Value Team 29.67% 15.48 3.94 1.96 1.52 1.03 4.09 -10.14% 12/31/2010
ING IM N. Simar, M. Vandenbulck 27.42% 14.79 4.20 1.89 0.87 0.98 3.46 -10.62% 06/30/2010
Swiss Life Asset Managers P. Guillemin, D. Corbet 26.01% 13.12 3.72 2.00 0.53 0.88 4.39 -9.44% 03/31/2011
ECOFI Investissements M. Baillargeon, O. Plaisant 25.54% 14.26 3.13 1.82 0.55 0.96 2.28 -9.37% 06/30/2010
Federal Finance Team managed 24.36% 13.40 3.65 1.84 0.11 0.89 2.67 -8.77% 06/30/2010
TOBAM Team managed 24.22% 9.78 8.38 2.46 -0.03 0.56 9.87 -8.24% 12/30/2011
EUROSTOXX NET RETURN 23.74% 14.51 n.a. 1.67 n.a. n.a. n.a. -10.63% -
CM-CIC AM C. Besson 23.51% 14.44 2.00 1.66 -0.12 0.99 0.13 -10.33% 06/30/2010
AVERAGE 23.50% n.a. n.a. n.a. n.a. n.a. n.a. n.a. -
Allianz GI C. Garrigues, T. Le Clercq 21.83% 14.30 2.99 1.56 -0.64 0.96 -0.77 -10.28% 06/30/2010
Vivienne Investissement Team managed 21.72% 15.56 2.58 1.44 -0.70 1.06 -2.71 -10.80% 12/31/2012
Somangest V. Lequertier, P. Pailloux 21.08% 14.07 3.79 1.53 -0.71 0.94 -0.79 -9.46% 03/30/2012
CCR AM B. Bazi, F. Allain 21.04% 15.36 4.03 1.42 -0.62 1.02 -2.47 -10.54% 06/30/2010
BNP Paribas IP THEAM 20.46% 10.32 6.48 1.98 -0.59 0.65 4.54 -7.85% 08/31/2012
Ed. de Rothschild AM O. Huet, P. Lecoq 20.24% 13.32 3.79 1.55 -0.96 0.89 -0.51 -9.62% 06/30/2010
Petercam G. Lerminiaux, D. Van De Veire 18.32% 12.74 3.21 1.46 -1.75 0.86 -1.58 -11.09% 03/31/2011
Dexia AM G. Goenen & Team Europe 15.20% 13.85 3.83 1.14 -2.22 0.92 -5.22 -11.11% 03/30/2012
Aberdeen AM J. Whitley - Team Managed 12.23% 12.17 5.84 1.04 -2.00 0.77 -4.73 -10.57% 03/31/2011
SmartAlpha Euro n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 12/20/2013
6 Months
Euro Equities
Asset Management Company Manager Performance Volatility Tracking
Error Sharpe Ratio IR Beta Alpha
Max
Drawdown
Inception
Date
Invesco AM J. Taylor, M. Perowne 29.36% 13.25 3.74 4.88 5.84 1.04 13.72 -4.97% 06/30/2010
AllianceBernstein Eurozone Strategic Value Team 24.62% 12.87 3.40 4.14 3.07 1.01 6.76 -4.36% 12/31/2010
ING IM N. Simar, M. Vandenbulck 23.61% 12.45 3.52 4.08 2.28 0.98 6.52 -5.50% 06/30/2010
Roche-Brune AM B. Fine, G. Laverne 21.43% 10.66 4.38 4.26 0.61 0.82 8.82 -4.03% 03/30/2012
EUROSTOXX NET RETURN 20.14% 12.24 n.a. 3.50 n.a. n.a. n.a. -5.00% -
Swiss Life Asset Managers P. Guillemin, D. Corbet 19.98% 11.41 3.12 3.71 -0.17 0.90 3.20 -4.37% 03/31/2011
CM-CIC AM C. Besson 19.59% 12.31 1.35 3.37 -0.93 1.00 -0.87 -4.57% 06/30/2010
Vivienne Investissement Team managed 19.22% 13.11 1.82 3.12 -1.06 1.06 -3.55 -5.34% 12/31/2012
ECOFI Investissements M. Baillargeon, O. Plaisant 19.03% 12.46 2.73 3.24 -0.90 0.99 -1.49 -5.04% 06/30/2010
CCR AM B. Bazi, F. Allain 18.58% 13.10 3.19 3.01 -1.06 1.04 -3.72 -5.20% 06/30/2010
AVERAGE 17.89% n.a. n.a. n.a. n.a. n.a. n.a. n.a. -
Allianz GI C. Garrigues, T. Le Clercq 16.61% 12.28 2.58 2.84 -3.06 0.98 -4.90 -5.10% 06/30/2010
Federal Finance Team managed 16.39% 11.39 3.19 3.01 -2.68 0.90 -2.53 -4.62% 06/30/2010
TOBAM Team managed 16.37% 8.31 7.30 4.07 -1.23 0.55 9.99 -3.34% 12/30/2011
Petercam G. Lerminiaux, D. Van De Veire 15.31% 10.57 2.52 3.00 -4.39 0.85 -2.71 -4.44% 03/31/2011
Somangest V. Lequertier, P. Pailloux 15.08% 11.80 2.90 2.66 -3.91 0.94 -5.84 -4.51% 03/30/2012
Ed. de Rothschild AM O. Huet, P. Lecoq 14.98% 11.56 3.24 2.69 -3.58 0.91 -5.17 -4.32% 06/30/2010
Dexia AM G. Goenen & Team Europe 12.18% 11.57 3.84 2.17 -4.59 0.90 -9.08 -4.67% 03/30/2012
BNP Paribas IP THEAM 12.17% 8.48 5.75 2.92 -3.14 0.63 -0.24 -3.53% 08/31/2012
Aberdeen AM J. Whitley - Team Managed 7.50% 10.27 4.94 1.48 -5.59 0.77 -12.4 -4.17% 03/31/2011
SmartAlpha Euro n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 12/20/2013
3 Months
Euro Equities
Asset Management Company Manager Performance Volatility Tracking
Error Sharpe Ratio IR Beta Alpha
Max
Drawdown
Inception
Date
Invesco AM J. Taylor, M. Perowne 11.29% 12.38 3.22 4.16 5.76 1.07 11.85 -4.78% 06/30/2010
AllianceBernstein Eurozone Strategic Value Team 9.98% 11.72 3.44 3.81 3.42 1.00 8.93 -4.36% 12/31/2010
CM-CIC AM C. Besson 8.38% 11.34 1.35 3.24 2.82 1.00 2.81 -4.57% 06/30/2010
ING IM N. Simar, M. Vandenbulck 8.38% 11.36 3.16 3.23 1.21 0.97 3.72 -5.50% 06/30/2010
Roche-Brune AM B. Fine, G. Laverne 8.14% 9.64 3.95 3.66 0.61 0.81 7.60 -4.03% 03/30/2012
Swiss Life Asset Managers P. Guillemin, D. Corbet 7.82% 10.49 2.76 3.23 0.36 0.91 3.51 -4.22% 03/31/2011
EUROSTOXX NET RETURN 7.58% 11.23 n.a. 2.93 n.a. n.a. n.a. -5.00% -
Federal Finance Team managed 7.50% 10.49 2.82 3.09 -0.18 0.90 2.37 -4.62% 06/30/2010
TOBAM Team managed 7.48% 7.22 7.42 4.42 -0.13 0.49 14.87 -3.34% 12/30/2011
Vivienne Investissement Team managed 7.33% 12.17 1.64 2.62 -0.63 1.08 -2.91 -5.34% 12/31/2012
ECOFI Investissements M. Baillargeon, O. Plaisant 7.17% 11.59 2.20 2.68 -0.85 1.01 -1.78 -5.04% 06/30/2010
AVERAGE 7.02% n.a. n.a. n.a. n.a. n.a. n.a. n.a. -
Ed. de Rothschild AM O. Huet, P. Lecoq 6.43% 10.87 2.87 2.53 -1.90 0.94 -2.32 -4.29% 06/30/2010
Allianz GI C. Garrigues, T. Le Clercq 5.93% 11.59 2.47 2.18 -3.08 1.01 -5.94 -5.10% 06/30/2010
Somangest V. Lequertier, P. Pailloux 5.80% 11.02 2.95 2.24 -2.81 0.95 -4.78 -4.51% 03/30/2012
CCR AM B. Bazi, F. Allain 5.74% 12.37 3.36 1.99 -2.48 1.06 -7.89 -5.20% 06/30/2010
BNP Paribas IP THEAM 5.48% 7.70 5.94 2.97 -1.69 0.60 3.76 -3.53% 08/31/2012
Petercam G. Lerminiaux, D. Van De Veire 5.48% 9.70 2.46 2.38 -4.00 0.85 -3.32 -4.44% 03/31/2011
Dexia AM G. Goenen & Team Europe 5.25% 10.58 3.75 2.09 -2.87 0.89 -5.11 -4.67% 03/30/2012
Aberdeen AM J. Whitley - Team Managed 2.81% 9.78 5.10 1.18 -4.18 0.78 -10.50 -4.14% 03/31/2011
SmartAlpha Euro n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 12/20/2013
Monthly
Euro Equities
Asset Management Company Manager Performance Volatility Tracking
Error Sharpe Ratio IR Beta Alpha
Max
Drawdown
Inception
Date
TOBAM Team managed 1.73% n.a. n.a. n.a. n.a. n.a. n.a. -3.04% 12/30/2011
Invesco AM J. Taylor, M. Perowne 1.67% n.a. n.a. n.a. n.a. n.a. n.a. -4.70% 06/30/2010
Roche-Brune AM B. Fine, G. Laverne 1.63% n.a. n.a. n.a. n.a. n.a. n.a. -4.03% 03/30/2012
BNP Paribas IP THEAM 1.40% n.a. n.a. n.a. n.a. n.a. n.a. -3.53% 08/31/2012
Swiss Life Asset Managers P. Guillemin, D. Corbet 1.32% n.a. n.a. n.a. n.a. n.a. n.a. -4.21% 03/31/2011
CM-CIC AM C. Besson 1.31% n.a. n.a. n.a. n.a. n.a. n.a. -4.56% 06/30/2010
Petercam G. Lerminiaux, D. Van De Veire 1.24% n.a. n.a. n.a. n.a. n.a. n.a. -4.37% 03/31/2011
Federal Finance Team managed 1.10% n.a. n.a. n.a. n.a. n.a. n.a. -4.62% 06/30/2010
Aberdeen AM J. Whitley - Team Managed 1.09% n.a. n.a. n.a. n.a. n.a. n.a. -4.14% 03/31/2011
Ed. de Rothschild AM O. Huet, P. Lecoq 1.07% n.a. n.a. n.a. n.a. n.a. n.a. -4.15% 06/30/2010
Allianz GI C. Garrigues, T. Le Clercq 1.05% n.a. n.a. n.a. n.a. n.a. n.a. -5.05% 06/30/2010
AVERAGE 1.01% n.a. n.a. n.a. n.a. n.a. n.a. n.a. -
Somangest V. Lequertier, P. Pailloux 0.91% n.a. n.a. n.a. n.a. n.a. n.a. -4.51% 03/30/2012
EUROSTOXX NET RETURN 0.82% n.a. n.a. n.a. n.a. n.a. n.a. -4.93% -
AllianceBernstein Eurozone Strategic Value Team 0.78% n.a. n.a. n.a. n.a. n.a. n.a. -4.36% 12/31/2010
Vivienne Investissement Team managed 0.76% n.a. n.a. n.a. n.a. n.a. n.a. -5.19% 12/31/2012
Dexia AM G. Goenen & Team Europe 0.60% n.a. n.a. n.a. n.a. n.a. n.a. -4.58% 03/30/2012
ECOFI Investissements M. Baillargeon, O. Plaisant 0.28% n.a. n.a. n.a. n.a. n.a. n.a. -5.04% 06/30/2010
CCR AM B. Bazi, F. Allain 0.13% n.a. n.a. n.a. n.a. n.a. n.a. -5.15% 06/30/2010
ING IM N. Simar, M. Vandenbulck 0.03% n.a. n.a. n.a. n.a. n.a. n.a. -5.35% 06/30/2010
SmartAlpha Euro n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 12/20/2013
Note: All the performance and data are calculated until December 31st, 2013
Contents
i. Euro Equities
ii. Europe Equities
iii. Global Equities
iv. Multi Asset Class
Since Inception
Europe Equities
Asset Management Company Manager Performance Volatility Tracking
Error Sharpe Ratio IR Beta Alpha
Max
Drawdown
Inception
Date
Invesco AM M. Kolrep, M. Von Ditfurth 72.69% 12.61 6.82 1.34 0.60 0.71 7.46 -16.31% 06/30/2010
Roche-Brune AM B. Fine, G. Laverne 68.75% 16.21 4.28 1.04 0.92 0.95 4.12 -23.06% 06/30/2010
Aberdeen AM J. Whitley - Team Managed 54.12% 15.27 4.40 0.90 0.20 0.89 2.09 -19.66% 06/30/2010
AVERAGE 54.01% n.a. n.a. n.a. n.a. n.a. n.a. n.a. -
Ed. de Rothschild AM P. Lecoq, O. Huet 51.17% 16.03 4.58 0.82 0.08 0.94 1.15 -24.99% 06/30/2010
Petercam G. Lerminiaux, D. Van De Veire 50.42% 16.54 3.25 0.80 0.10 0.99 0.47 -22.15% 06/30/2010
STOXX 600 NET RETURN 48.97% 16.46 n.a. 0.78 n.a. n.a. n.a. -24.41% -
ING IM R. Radelaar, J. Luschen 45.97% 17.46 3.09 0.71 -0.15 1.05 -0.95 -26.23% 06/30/2010
CCR AM E. Bleines, S. Pasqualetti 34.94% 21.45 7.66 0.50 -0.26 1.24 -4.70 -38.11% 06/30/2010
Vivienne Investissement Team managed n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 12/31/2012
BNP Paribas IP THEAM n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 06/29/2012
Schroders R. Bateman, S. Twidale n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 06/28/2013
Delubac AM T. Malphettes, S. Alluin n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 11/30/2012
bfinance PMI n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 06/29/2012
SmartAlpha Europe n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 12/20/2013
Dexia AM G. Goenen & Team Europe n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 03/30/2012
Low Beta_EUROPE n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 02/28/2011
Bestinver Team managed n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 03/31/2011
Federal Finance Team managed n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 03/31/2011
La Francaise AM M. Lefebvre, J. Breuil n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 03/31/2011
Allianz GI C. Garrigues, T. Le Clercq n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 03/31/2011
AllianceBernstein Europe Strategic Value Team n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 03/31/2011
Swiss Life Asset Managers J. Corcos n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 06/30/2011
Sycomore AM A. d'Aligny, E. Préaubert n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 12/30/2011
TOBAM Team managed n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 12/30/2011
CM-CIC AM C. Besson n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 03/31/2011
Ossiam Europe Minimum Variance Team managed n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 03/30/2012
1-Year & Year-to-Date
Europe Equities
Asset Management Company Manager Performance Volatility Tracking
Error Sharpe Ratio IR Beta Alpha
Max
Drawdown
Inception
Date
BNP Paribas IP THEAM 28.06% 11.99 4.28 2.34 1.66 0.94 7.17 -9.46% 06/29/2012
Invesco AM M. Kolrep, M. Von Ditfurth 27.78% 10.29 4.77 2.68 1.38 0.79 9.80 -8.56% 06/30/2010
AllianceBernstein Europe Strategic Value Team 27.77% 12.90 3.37 2.17 2.07 1.04 4.96 -10.60% 03/31/2011
Roche-Brune AM B. Fine, G. Laverne 27.74% 11.58 3.55 2.39 1.90 0.92 7.13 -8.97% 06/30/2010
Bestinver Team managed 27.27% 11.93 4.92 2.29 1.29 0.91 7.04 -9.28% 03/31/2011
Federal Finance Team managed 22.67% 12.64 4.92 1.81 0.40 0.97 2.14 -9.83% 03/31/2011
CM-CIC AM C. Besson 22.49% 12.32 2.87 1.84 0.60 1.00 1.42 -9.92% 03/31/2011
ING IM R. Radelaar, J. Luschen 21.42% 12.52 2.04 1.73 0.35 1.03 -0.03 -10.83% 06/30/2010
bfinance PMI 21.11% 11.20 1.94 1.89 0.11 0.92 1.64 -10.33% 06/29/2012
Allianz GI C. Garrigues, T. Le Clercq 20.94% 12.77 2.43 1.66 0.11 1.05 -0.69 -11.47% 03/31/2011
AVERAGE 20.91% n.a. n.a. n.a. n.a. n.a. n.a. n.a. -
STOXX 600 NET RETURN 20.79% 11.98 n.a. 1.75 n.a. n.a. n.a. -11.01% -
Swiss Life Asset Managers J. Corcos 19.71% 8.51 6.33 2.29 -0.23 0.61 6.39 -8.58% 06/30/2011
Low Beta_EUROPE 19.34% 8.39 5.61 2.28 -0.33 0.64 5.60 -9.05% 02/28/2011
Delubac AM T. Malphettes, S. Alluin 19.30% 11.30 5.92 1.72 -0.26 0.82 2.12 -8.59% 11/30/2012
Dexia AM G. Goenen & Team Europe 19.29% 12.84 3.93 1.53 -0.34 1.02 -1.50 -11.37% 03/30/2012
Vivienne Investissement Team managed 19.24% 12.09 1.33 1.61 -1.13 1.00 -1.29 -11.10% 12/31/2012
TOBAM Team managed 18.66% 8.84 6.37 2.09 -0.39 0.63 5.15 -10.37% 12/30/2011
Ed. de Rothschild AM P. Lecoq, O. Huet 18.46% 11.39 3.89 1.63 -0.61 0.90 -0.03 -9.01% 06/30/2010
CCR AM E. Bleines, S. Pasqualetti 17.16% 11.83 3.18 1.47 -1.13 0.95 -2.06 -9.38% 06/30/2010
Aberdeen AM J. Whitley - Team Managed 16.87% 11.44 3.70 1.49 -1.06 0.91 -1.51 -12.10% 06/30/2010
Ossiam Europe Minimum Variance Team managed 16.66% 8.58 5.83 1.92 -0.76 0.64 3.25 -8.77% 03/30/2012
Petercam G. Lerminiaux, D. Van De Veire 16.48% 11.82 2.23 1.41 -1.90 0.97 -2.93 -11.48% 06/30/2010
La Francaise AM M. Lefebvre, J. Breuil 16.29% 12.90 4.06 1.29 -1.05 1.02 -3.95 -10.86% 03/31/2011
Sycomore AM A. d'Aligny, E. Préaubert 14.88% 13.69 4.83 1.13 -1.15 1.07 -5.88 -12.53% 12/30/2011
Schroders R. Bateman, S. Twidale n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 06/28/2013
SmartAlpha Europe n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 12/20/2013
6 Months
Europe Equities
Asset Management Company Manager Performance Volatility Tracking
Error Sharpe Ratio IR Beta Alpha
Max
Drawdown
Inception
Date
AllianceBernstein Europe Strategic Value Team 20.76% 11.18 3.02 3.93 3.53 1.03 7.12 -4.55% 03/31/2011
Bestinver Team managed 19.21% 10.82 5.00 3.74 1.42 0.92 7.79 -4.98% 03/31/2011
BNP Paribas IP THEAM 18.89% 10.77 4.04 3.69 1.57 0.95 6.18 -4.33% 06/29/2012
Roche-Brune AM B. Fine, G. Laverne 18.60% 10.01 3.26 3.89 1.71 0.91 7.01 -4.17% 06/30/2010
Federal Finance Team managed 18.36% 11.62 4.93 3.33 1.07 1.00 3.86 -5.65% 03/31/2011
ING IM R. Radelaar, J. Luschen 17.76% 10.78 1.67 3.45 2.30 1.02 2.40 -4.77% 06/30/2010
Schroders R. Bateman, S. Twidale 17.00% 11.01 1.99 3.23 1.09 1.03 0.65 -4.42% 06/28/2013
Invesco AM M. Kolrep, M. Von Ditfurth 16.58% 9.09 4.10 3.78 0.24 0.80 6.75 -3.40% 06/30/2010
TOBAM Team managed 16.06% 7.65 5.69 4.32 -0.05 0.62 11.40 -3.77% 12/30/2011
STOXX 600 NET RETURN 16.05% 10.48 n.a. 3.18 n.a. n.a. n.a. -4.71% -
CCR AM E. Bleines, S. Pasqualetti 15.97% 10.45 2.95 3.18 -0.06 0.96 1.11 -4.56% 06/30/2010
Allianz GI C. Garrigues, T. Le Clercq 15.92% 11.17 2.38 2.97 -0.08 1.04 -1.35 -4.73% 03/31/2011
AVERAGE 15.10% n.a. n.a. n.a. n.a. n.a. n.a. n.a. -
Vivienne Investissement Team managed 14.84% 10.51 1.06 2.92 -2.50 1.00 -1.91 -4.88% 12/31/2012
La Francaise AM M. Lefebvre, J. Breuil 14.78% 10.88 3.37 2.82 -0.81 0.99 -1.67 -4.61% 03/31/2011
Sycomore AM A. d'Aligny, E. Préaubert 14.72% 11.74 4.47 2.61 -0.61 1.04 -3.08 -5.63% 12/30/2011
CM-CIC AM C. Besson 14.61% 10.55 2.69 2.87 -1.16 0.97 -1.58 -4.11% 03/31/2011
Petercam G. Lerminiaux, D. Van De Veire 14.21% 10.01 2.07 2.92 -1.97 0.94 -1.25 -4.30% 06/30/2010
bfinance PMI 14.11% 10.05 1.53 2.89 -2.79 0.95 -1.76 -4.37% 06/29/2012
Low Beta_EUROPE 12.22% 6.87 4.98 3.59 -1.74 0.60 4.93 -2.91% 02/28/2011
Ed. de Rothschild AM P. Lecoq, O. Huet 11.93% 10.69 3.55 2.29 -2.50 0.96 -5.64 -5.37% 06/30/2010
Swiss Life Asset Managers J. Corcos 11.59% 6.86 5.57 3.40 -1.80 0.57 4.66 -2.50% 06/30/2011
Dexia AM G. Goenen & Team Europe 11.32% 10.95 3.82 2.12 -2.65 0.98 -7.03 -5.08% 03/30/2012
Aberdeen AM J. Whitley - Team Managed 10.25% 10.29 2.92 2.03 -4.27 0.94 -7.85 -5.21% 06/30/2010
Delubac AM T. Malphettes, S. Alluin 9.59% 10.10 5.02 1.93 -2.77 0.85 -6.43 -3.72% 11/30/2012
Ossiam Europe Minimum Variance Team managed 9.30% 7.17 5.06 2.59 -2.92 0.62 -0.66 -3.46% 03/30/2012
SmartAlpha Europe n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 12/20/2013
3 Months
Europe Equities
Asset Management Company Manager Performance Volatility Tracking
Error Sharpe Ratio IR Beta Alpha
Max
Drawdown
Inception
Date
Invesco AM M. Kolrep, M. Von Ditfurth 9.39% 8.34 3.52 4.94 4.40 0.80 17.52 -3.37% 06/30/2010
BNP Paribas IP THEAM 9.25% 9.54 3.18 4.27 4.69 0.93 13.78 -3.97% 06/29/2012
La Francaise AM M. Lefebvre, J. Breuil 7.98% 10.11 2.96 3.42 2.98 0.99 7.20 -4.21% 03/31/2011
AllianceBernstein Europe Strategic Value Team 7.86% 10.10 2.66 3.37 3.13 1.00 6.58 -4.55% 03/31/2011
ING IM R. Radelaar, J. Luschen 7.13% 10.19 1.55 3.01 3.15 1.04 3.03 -4.77% 06/30/2010
Roche-Brune AM B. Fine, G. Laverne 6.72% 9.23 2.53 3.10 1.12 0.92 4.25 -4.17% 06/30/2010
CCR AM E. Bleines, S. Pasqualetti 6.68% 9.90 2.77 2.88 0.99 0.98 2.73 -4.56% 06/30/2010
Swiss Life Asset Managers J. Corcos 6.60% 6.33 5.68 4.39 0.36 0.54 12.93 -1.95% 06/30/2011
Allianz GI C. Garrigues, T. Le Clercq 6.46% 10.56 2.48 2.61 0.73 1.06 0.12 -4.73% 03/31/2011
CM-CIC AM C. Besson 6.31% 9.68 2.57 2.77 0.41 0.96 1.76 -4.11% 03/31/2011
STOXX 600 NET RETURN 6.08% 9.73 n.a. 2.65 n.a. n.a. n.a. -4.71% -
Schroders R. Bateman, S. Twidale 5.87% 9.85 1.72 2.52 -0.55 1.00 -0.67 -4.42% 06/28/2013
Vivienne Investissement Team managed 5.85% 9.89 1.02 2.50 -1.00 1.01 -1.06 -4.88% 12/31/2012
AVERAGE 5.75% n.a. n.a. n.a. n.a. n.a. n.a. n.a. -
TOBAM Team managed 5.63% 6.98 5.62 3.36 -0.41 0.59 7.85 -3.77% 12/30/2011
Low Beta_EUROPE 5.32% 6.47 5.01 3.41 -0.74 0.59 6.69 -2.91% 02/28/2011
bfinance PMI 5.06% 9.49 1.49 2.23 -3.10 0.96 -2.87 -4.37% 06/29/2012
Petercam G. Lerminiaux, D. Van De Veire 5.05% 9.18 2.02 2.30 -2.31 0.92 -2.01 -4.30% 06/30/2010
Bestinver Team managed 4.77% 9.18 4.50 2.16 -1.31 0.84 -1.07 -4.98% 03/31/2011
Dexia AM G. Goenen & Team Europe 4.01% 10.16 4.04 1.64 -2.24 0.96 -6.32 -5.02% 03/30/2012
Ossiam Europe Minimum Variance Team managed 3.81% 7.17 5.05 2.16 -2.03 0.64 -0.13 -3.27% 03/30/2012
Federal Finance Team managed 3.80% 10.58 3.78 1.50 -2.63 1.02 -8.22 -5.65% 03/31/2011
Sycomore AM A. d'Aligny, E. Préaubert 3.68% 11.48 4.34 1.35 -2.38 1.10 -10.22 -5.31% 12/30/2011
Ed. de Rothschild AM P. Lecoq, O. Huet 3.49% 10.54 3.81 1.38 -2.96 1.01 -9.17 -5.37% 06/30/2010
Aberdeen AM J. Whitley - Team Managed 3.23% 10.05 2.97 1.33 -4.18 0.99 -9.61 -5.21% 06/30/2010
Delubac AM T. Malphettes, S. Alluin 2.94% 9.51 5.05 1.27 -2.71 0.84 -7.58 -3.47% 11/30/2012
SmartAlpha Europe n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 12/20/2013
Monthly
Europe Equities
Asset Management Company Manager Performance Volatility Tracking
Error Sharpe Ratio IR Beta Alpha
Max
Drawdown
Inception
Date
Invesco AM M. Kolrep, M. Von Ditfurth 2.76% n.a. n.a. n.a. n.a. n.a. n.a. -3.36% 06/30/2010
Swiss Life Asset Managers J. Corcos 2.52% n.a. n.a. n.a. n.a. n.a. n.a. -1.95% 06/30/2011
Roche-Brune AM B. Fine, G. Laverne 2.08% n.a. n.a. n.a. n.a. n.a. n.a. -4.17% 06/30/2010
Ed. de Rothschild AM P. Lecoq, O. Huet 1.97% n.a. n.a. n.a. n.a. n.a. n.a. -4.11% 06/30/2010
BNP Paribas IP THEAM 1.93% n.a. n.a. n.a. n.a. n.a. n.a. -3.97% 06/29/2012
Sycomore AM A. d'Aligny, E. Préaubert 1.86% n.a. n.a. n.a. n.a. n.a. n.a. -5.31% 12/30/2011
Delubac AM T. Malphettes, S. Alluin 1.85% n.a. n.a. n.a. n.a. n.a. n.a. -3.27% 11/30/2012
La Francaise AM M. Lefebvre, J. Breuil 1.84% n.a. n.a. n.a. n.a. n.a. n.a. -4.17% 03/31/2011
Schroders R. Bateman, S. Twidale 1.66% n.a. n.a. n.a. n.a. n.a. n.a. -4.36% 06/28/2013
Petercam G. Lerminiaux, D. Van De Veire 1.61% n.a. n.a. n.a. n.a. n.a. n.a. -4.13% 06/30/2010
Low Beta_EUROPE 1.57% n.a. n.a. n.a. n.a. n.a. n.a. -2.91% 02/28/2011
Allianz GI C. Garrigues, T. Le Clercq 1.50% n.a. n.a. n.a. n.a. n.a. n.a. -4.68% 03/31/2011
bfinance PMI 1.43% n.a. n.a. n.a. n.a. n.a. n.a. -4.37% 06/29/2012
AVERAGE 1.41% n.a. n.a. n.a. n.a. n.a. n.a. n.a. -
Ossiam Europe Minimum Variance Team managed 1.37% n.a. n.a. n.a. n.a. n.a. n.a. -3.27% 03/30/2012
ING IM R. Radelaar, J. Luschen 1.34% n.a. n.a. n.a. n.a. n.a. n.a. -4.69% 06/30/2010
CM-CIC AM C. Besson 1.23% n.a. n.a. n.a. n.a. n.a. n.a. -4.11% 03/31/2011
STOXX 600 NET RETURN 1.03% n.a. n.a. n.a. n.a. n.a. n.a. -4.70% -
Aberdeen AM J. Whitley - Team Managed 1.02% n.a. n.a. n.a. n.a. n.a. n.a. -4.80% 06/30/2010
CCR AM E. Bleines, S. Pasqualetti 1.02% n.a. n.a. n.a. n.a. n.a. n.a. -4.56% 06/30/2010
Dexia AM G. Goenen & Team Europe 0.85% n.a. n.a. n.a. n.a. n.a. n.a. -4.67% 03/30/2012
TOBAM Team managed 0.84% n.a. n.a. n.a. n.a. n.a. n.a. -3.49% 12/30/2011
Vivienne Investissement Team managed 0.77% n.a. n.a. n.a. n.a. n.a. n.a. -4.82% 12/31/2012
AllianceBernstein Europe Strategic Value Team 0.55% n.a. n.a. n.a. n.a. n.a. n.a. -4.55% 03/31/2011
Federal Finance Team managed 0.52% n.a. n.a. n.a. n.a. n.a. n.a. -5.21% 03/31/2011
Bestinver Team managed -0.07% n.a. n.a. n.a. n.a. n.a. n.a. -4.62% 03/31/2011
SmartAlpha Europe n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 12/20/2013
Note: All the performance and data are calculated until December 31st, 2013
Contents
i. Euro Equities
ii. Europe Equities
iii. Global Equities
iv. Multi Asset Class
Since Inception
Mandate set up by the Groupement des institutions de prévoyance (Switzerland)
Global Equities
Asset Management Company Manager Performance Volatility Tracking
Error Sharpe Ratio IR Beta Alpha
Max
Drawdown
Inception
Date
AllianzGI High Alpha Strategy L. Macdonald & Team 47.48% 10.25 2.89 2.08 1.30 1.01 3.03 -8.95% 12/30/2011
AllianceBernstein Global Value Team 45.94% 10.47 3.21 1.98 0.98 1.02 2.30 -11.02% 12/30/2011
Petercam B. Baetens, G. Lerminiaux 42.76% 10.50 4.18 1.85 0.45 0.99 1.77 -10.58% 12/30/2011
Ed. de Rothschild AM T. Gerhardt, L. Vauthier 39.93% 10.55 5.82 1.73 0.12 0.91 2.13 -12.30% 12/30/2011
STOXX 1800 NET RETURN 38.47% 9.75 n.a. 1.80 n.a. n.a. n.a. -9.36% -
AVERAGE 38.31% n.a. n.a. n.a. n.a. n.a. n.a. n.a. -
ECOFI Investissements O. Plaisant, M. Baillargeon 38.15% 9.96 3.17 1.76 -0.03 0.97 0.42 -8.69% 12/30/2011
ING IM B. Springael, H. Klein 36.08% 9.74 3.15 1.70 -0.32 0.95 0.02 -8.96% 12/30/2011
Roche-Brune AM B. Fine, G. Laverne 34.61% 9.90 4.91 1.62 -0.32 0.89 0.45 -9.14% 12/30/2011
TOBAM Team managed 30.42% 8.78 6.33 1.61 -0.55 0.69 2.01 -9.03% 12/30/2011
Swiss Life Asset Managers P. Guillemin, D. Corbet 29.39% 8.42 4.02 1.62 -0.99 0.79 0.03 -8.84% 12/30/2011
SmartAlpha Global n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 12/20/2013
Ossiam Global Minimum Variance Team managed n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 05/30/2012
BNP Paribas IP THEAM n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 02/29/2012
AllianzGI Best Styles Global strategy Team managed n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 03/30/2012
1 – Year & Year-to-Date
Mandate set up by the Groupement des institutions de prévoyance (Switzerland)
Global Equities
Asset Management Company Manager Performance Volatility Tracking
Error Sharpe Ratio IR Beta Alpha
Max
Drawdown
Inception
Date
AllianceBernstein Global Value Team 30.24% 10.28 3.12 2.91 2.86 1.01 7.11 -7.81% 12/30/2011
AllianzGI High Alpha Strategy L. Macdonald & Team 24.52% 10.09 2.90 2.41 1.15 1.00 2.77 -8.95% 12/30/2011
AllianzGI Best Styles Global strategy Team managed 24.10% 9.54 2.30 2.50 1.24 0.96 3.17 -8.81% 03/30/2012
Petercam B. Baetens, G. Lerminiaux 21.42% 10.15 4.03 2.10 0.07 0.96 0.94 -10.58% 12/30/2011
STOXX 1800 NET RETURN 21.17% 9.67 n.a. 2.17 n.a. n.a. n.a. -9.36% -
Ed. de Rothschild AM T. Gerhardt, L. Vauthier 21.15% 9.60 5.17 2.19 -0.01 0.85 2.91 -10.02% 12/30/2011
TOBAM Team managed 20.54% 9.10 5.59 2.24 -0.12 0.78 3.83 -9.03% 12/30/2011
AVERAGE 20.47% n.a. n.a. n.a. n.a. n.a. n.a. n.a. -
ECOFI Investissements O. Plaisant, M. Baillargeon 19.65% 9.96 3.26 1.97 -0.44 0.97 -0.68 -8.69% 12/30/2011
ING IM B. Springael, H. Klein 19.37% 9.74 3.00 1.98 -0.59 0.96 -0.66 -8.96% 12/30/2011
Roche-Brune AM B. Fine, G. Laverne 18.47% 9.66 4.47 1.90 -0.59 0.89 -0.13 -8.47% 12/30/2011
Swiss Life Asset Managers P. Guillemin, D. Corbet 17.35% 8.97 3.52 1.92 -1.08 0.86 -0.57 -8.84% 12/30/2011
Ossiam Global Minimum Variance Team managed 16.34% 9.74 6.28 1.68 -0.8 0.8 -0.05 -9.39% 05/30/2012
BNP Paribas IP THEAM 12.53% 8.25 5.23 1.51 -1.6 0.72 -1.91 -9.86% 02/29/2012
SmartAlpha Global n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 12/20/2013
6 Months
Mandate set up by the Groupement des institutions de prévoyance (Switzerland)
Global Equities
Asset Management Company Manager Performance Volatility Tracking
Error Sharpe Ratio IR Beta Alpha
Max
Drawdown
Inception
Date
Petercam B. Baetens, G. Lerminiaux 13.94% 8.51 3.41 3.35 2.27 0.93 7.81 -4.33% 12/30/2011
AllianzGI High Alpha Strategy L. Macdonald & Team 12.88% 8.89 2.21 2.96 2.50 1.03 4.04 -4.36% 12/30/2011
AllianceBernstein Global Value Team 12.66% 8.76 2.36 2.95 2.13 1.01 4.06 -3.88% 12/30/2011
Ed. de Rothschild AM T. Gerhardt, L. Vauthier 12.61% 8.04 4.63 3.19 1.05 0.81 7.92 -3.96% 12/30/2011
AllianzGI Best Styles Global strategy Team managed 11.27% 8.41 1.46 2.71 1.39 0.99 1.94 -4.50% 03/30/2012
STOXX 1800 NET RETURN 10.30% 8.39 n.a. 2.47 n.a. n.a. n.a. -4.04% -
ING IM B. Springael, H. Klein 9.81% 8.62 2.34 2.29 -0.42 0.99 -0.61 -4.10% 12/30/2011
ECOFI Investissements O. Plaisant, M. Baillargeon 9.52% 8.89 2.48 2.16 -0.64 1.02 -1.63 -4.23% 12/30/2011
AVERAGE 9.20% n.a. n.a. n.a. n.a. n.a. n.a. n.a. -
Roche-Brune AM B. Fine, G. Laverne 8.73% 8.18 3.41 2.14 -0.96 0.89 -0.71 -4.82% 12/30/2011
TOBAM Team managed 7.26% 7.65 4.16 1.89 -1.52 0.79 -1.41 -3.97% 12/30/2011
Swiss Life Asset Managers P. Guillemin, D. Corbet 5.78% 7.69 2.84 1.48 -3.29 0.86 -5.29 -4.70% 12/30/2011
BNP Paribas IP THEAM 3.90% 6.76 3.8 1.12 -3.5 0.72 -6.03 -5.07% 02/29/2012
Ossiam Global Minimum Variance Team managed 2.05% 8.33 4.48 0.49 -3.7 0.85 -11.3 -6.11% 05/30/2012
SmartAlpha Global n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 12/20/2013
3 Months
Mandate set up by the Groupement des institutions de prévoyance (Switzerland)
Global Equities
Asset Management Company Manager Performance Volatility Tracking
Error Sharpe Ratio IR Beta Alpha
Max
Drawdown
Inception
Date
AllianzGI Best Styles Global strategy Team managed 7.96% 8.07 1.21 4.25 7.56 0.99 7.55 -3.63% 03/30/2012
AllianzGI High Alpha Strategy L. Macdonald & Team 7.28% 8.81 2.19 3.54 2.76 1.06 3.39 -3.29% 12/30/2011
AllianceBernstein Global Value Team 6.49% 8.22 2.48 3.34 0.94 0.97 2.47 -3.88% 12/30/2011
Ed. de Rothschild AM T. Gerhardt, L. Vauthier 6.09% 7.50 5.18 3.40 0.09 0.73 6.72 -3.18% 12/30/2011
STOXX 1800 NET RETURN 5.98% 8.05 n.a. 3.12 n.a. n.a. n.a. -3.91% -
ING IM B. Springael, H. Klein 5.96% 8.48 1.99 2.96 -0.01 1.02 -0.55 -4.10% 12/30/2011
Petercam B. Baetens, G. Lerminiaux 5.70% 7.87 3.03 3.03 -0.41 0.91 1.10 -4.33% 12/30/2011
ECOFI Investissements O. Plaisant, M. Baillargeon 5.69% 8.69 2.25 2.75 -0.55 1.04 -1.93 -4.17% 12/30/2011
AVERAGE 5.00% n.a. n.a. n.a. n.a. n.a. n.a. n.a. -
TOBAM Team managed 3.75% 7.15 4.18 2.13 -2.36 0.76 -2.74 -2.93% 12/30/2011
Swiss Life Asset Managers P. Guillemin, D. Corbet 3.71% 7.43 2.63 2.04 -3.79 0.87 -5.29 -4.70% 12/30/2011
Ossiam Global Minimum Variance Team managed 3.09% 7.38 3.93 1.69 -3.20 0.80 -5.95 -4.86% 05/30/2012
BNP Paribas IP THEAM 2.56% 6.88 3.73 1.49 -4 0.76 -6.91 -5.07% 02/29/2012
Roche-Brune AM B. Fine, G. Laverne 1.75% 7.78 3.71 0.9 -4.9 0.86 -11.7 -4.82% 12/30/2011
SmartAlpha Global n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 12/20/2013
Global Equities
Monthly
Mandate set up by the Groupement des institutions de prévoyance (Switzerland)
Asset Management Company Manager Performance Volatility Tracking
Error Sharpe Ratio IR Beta Alpha
Max
Drawdown
Inception
Date
AllianzGI High Alpha Strategy L. Macdonald & Team 1.64% n.a. n.a. n.a. n.a. n.a. n.a. -3.09% 12/30/2011
Ed. de Rothschild AM T. Gerhardt, L. Vauthier 1.22% n.a. n.a. n.a. n.a. n.a. n.a. -2.52% 12/30/2011
AllianzGI Best Styles Global strategy Team managed 1.20% n.a. n.a. n.a. n.a. n.a. n.a. -3.27% 03/30/2012
ING IM B. Springael, H. Klein 0.99% n.a. n.a. n.a. n.a. n.a. n.a. -3.45% 12/30/2011
TOBAM Team managed 0.92% n.a. n.a. n.a. n.a. n.a. n.a. -2.71% 12/30/2011
STOXX 1800 NET RETURN 0.84% n.a. n.a. n.a. n.a. n.a. n.a. -3.39% -
AVERAGE 0.50% n.a. n.a. n.a. n.a. n.a. n.a. n.a. -
Petercam B. Baetens, G. Lerminiaux 0.41% n.a. n.a. n.a. n.a. n.a. n.a. -4.26% 12/30/2011
ECOFI Investissements O. Plaisant, M. Baillargeon 0.35% n.a. n.a. n.a. n.a. n.a. n.a. -4.01% 12/30/2011
Swiss Life Asset Managers P. Guillemin, D. Corbet 0.16% n.a. n.a. n.a. n.a. n.a. n.a. -3.21% 12/30/2011
BNP Paribas IP THEAM -0.01% n.a. n.a. n.a. n.a. n.a. n.a. -3.11% 02/29/2012
AllianceBernstein Global Value Team -0.07% n.a. n.a. n.a. n.a. n.a. n.a. -3.88% 12/30/2011
Roche-Brune AM B. Fine, G. Laverne -0.22% n.a. n.a. n.a. n.a. n.a. n.a. -4.60% 12/30/2011
Ossiam Global Minimum Variance Team managed -0.58% n.a. n.a. n.a. n.a. n.a. n.a. -2.76% 05/30/2012
SmartAlpha Global n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 12/20/2013
Note: All the performance and data are calculated until December 31st, 2013
Contents
i. Euro Equities
ii. Europe Equities
iii. Global Equities
iv. Multi Asset Class
Since Inception
Multi Asset Class
Asset Management Company Manager Performance Volatility Tracking
Error Sharpe Ratio IR Beta Alpha
Max
Drawdown
Inception
Date
ECOFI Investissements O. Guillou 8.22% 6.71 n.a. 0.36 n.a. n.a. n.a. -12.14% 12/31/2010
Allianz GI M. Pivovard, S. Atallah 7.28% 6.74 n.a. 0.32 n.a. n.a. n.a. -11.30% 12/31/2010
CCR AM F. Foy, R. Lahoste, E. Regnier 7.02% 7.31 n.a. 0.29 n.a. n.a. n.a. -16.50% 12/31/2010
La Francaise AM A. Garcia, J. Konop 6.96% 6.81 n.a. 0.30 n.a. n.a. n.a. -12.19% 12/31/2010
AVERAGE 6.57% n.a. n.a. n.a. n.a. n.a. n.a. n.a. -
Swiss Life Asset Managers P. Guillemin 3.36% 7.62 n.a. 0.13 n.a. n.a. n.a. -13.53% 12/31/2010
Federal Finance Team managed n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 03/31/2011
Primonial AM C. Inbona n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 11/29/2013
Petercam Y. Ceelen, M. Geerdink n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 05/31/2013
Vivienne Investissement G. Perrin, L. Jaffrès n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 09/28/2012
Sycomore AM S. de Bailliencourt, E. de Sinety n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 12/30/2011
1-Year & Year-to-Date
Multi Asset Class
Asset Management Company Manager Performance Volatility Tracking
Error Sharpe Ratio IR Beta Alpha
Max
Drawdown
Inception
Date
CCR AM F. Foy, R. Lahoste, E. Regnier 15.84% 8.01 n.a. 1.96 n.a. n.a. n.a. -7.41% 12/31/2010
Vivienne Investissement G. Perrin, L. Jaffrès 13.85% 8.48 n.a. 1.62 n.a. n.a. n.a. -9.13% 09/28/2012
AVERAGE 5.43% n.a. n.a. n.a. n.a. n.a. n.a. n.a. -
ECOFI Investissements O. Guillou 4.72% 5.73 n.a. 0.81 n.a. n.a. n.a. -7.78% 12/31/2010
La Francaise AM A. Garcia, J. Konop 4.64% 7.14 n.a. 0.65 n.a. n.a. n.a. -7.33% 12/31/2010
Swiss Life Asset Managers P. Guillemin 3.10% 7.13 n.a. 0.44 n.a. n.a. n.a. -5.55% 12/31/2010
Federal Finance Team managed 0.94% 5.46 n.a. 0.17 n.a. n.a. n.a. -5.77% 03/31/2011
Sycomore AM S. de Bailliencourt, E. de Sinety 0.38% 4.68 n.a. 0.07 n.a. n.a. n.a. -6.85% 12/30/2011
Allianz GI M. Pivovard, S. Atallah -0.05% 5.62 n.a. -0.01 n.a. n.a. n.a. -7.65% 12/31/2010
Petercam Y. Ceelen, M. Geerdink n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 05/31/2013
Primonial AM C. Inbona n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 11/29/2013
6 Months
Multi Asset Class
Asset Management Company Manager Performance Volatility Tracking
Error Sharpe Ratio IR Beta Alpha
Max
Drawdown
Inception
Date
CCR AM F. Foy, R. Lahoste, E. Regnier 9.56% 7.04 n.a. 2.71 n.a. n.a. n.a. -3.23% 12/31/2010
Vivienne Investissement G. Perrin, L. Jaffrès 8.72% 7.59 n.a. 2.29 n.a. n.a. n.a. -3.21% 09/28/2012
Petercam Y. Ceelen, M. Geerdink 6.72% 5.75 n.a. 2.29 n.a. n.a. n.a. -2.52% 05/31/2013
ECOFI Investissements O. Guillou 5.63% 5.06 n.a. 2.16 n.a. n.a. n.a. -2.18% 12/31/2010
AVERAGE 5.45% n.a. n.a. n.a. n.a. n.a. n.a. n.a. -
La Francaise AM A. Garcia, J. Konop 5.41% 5.91 n.a. 1.78 n.a. n.a. n.a. -3.04% 12/31/2010
Swiss Life Asset Managers P. Guillemin 4.54% 4.34 n.a. 2.01 n.a. n.a. n.a. -1.96% 12/31/2010
Allianz GI M. Pivovard, S. Atallah 3.27% 4.74 n.a. 1.31 n.a. n.a. n.a. -2.76% 12/31/2010
Sycomore AM S. de Bailliencourt, E. de Sinety 2.68% 3.71 n.a. 1.35 n.a. n.a. n.a. -2.14% 12/30/2011
Federal Finance Team managed 2.57% 3.60 n.a. 1.33 n.a. n.a. n.a. -2.10% 03/31/2011
Primonial AM C. Inbona n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 11/29/2013
3 Months
Multi Asset Class
Asset Management Company Manager Performance Volatility Tracking
Error Sharpe Ratio IR Beta Alpha
Max
Drawdown
Inception
Date
CCR AM F. Foy, R. Lahoste, E. Regnier 6.43% 7.61 n.a. 3.56 n.a. n.a. n.a. -3.11% 12/31/2010
Vivienne Investissement G. Perrin, L. Jaffrès 4.38% 7.70 n.a. 2.34 n.a. n.a. n.a. -3.21% 09/28/2012
Petercam Y. Ceelen, M. Geerdink 3.97% 5.54 n.a. 2.90 n.a. n.a. n.a. -2.52% 05/31/2013
La Francaise AM A. Garcia, J. Konop 3.90% 6.27 n.a. 2.53 n.a. n.a. n.a. -3.04% 12/31/2010
AVERAGE 3.31% n.a. n.a. n.a. n.a. n.a. n.a. n.a. -
Federal Finance Team managed 3.29% 4.61 n.a. 2.86 n.a. n.a. n.a. -2.10% 03/31/2011
Swiss Life Asset Managers P. Guillemin 2.12% 4.47 n.a. 1.86 n.a. n.a. n.a. -1.44% 12/31/2010
ECOFI Investissements O. Guillou 2.08% 4.30 n.a. 10.9 n.a. n.a. n.a. -2.16% 12/31/2010
Sycomore AM S. de Bailliencourt, E. de Sinety 2.06% 3.56 n.a. 2.26 n.a. n.a. n.a. -2.14% 12/30/2011
Allianz GI M. Pivovard, S. Atallah 1.51% 4.51 n.a. 1.31 n.a. n.a. n.a. -2.76% 12/31/2010
Primonial AM C. Inbona n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 11/29/2013
Multi Asset Class
Monthly
Asset Management Company Manager Performance Volatility Tracking
Error Sharpe Ratio IR Beta Alpha
Max
Drawdown
Inception
Date
CCR AM F. Foy, R. Lahoste, E. Regnier 0.94% n.a. n.a. n.a. n.a. n.a. n.a. -3.11% 12/31/2010
Federal Finance Team managed 0.78% n.a. n.a. n.a. n.a. n.a. n.a. -2.06% 03/31/2011
Vivienne Investissement G. Perrin, L. Jaffrès 0.67% n.a. n.a. n.a. n.a. n.a. n.a. -3.21% 09/28/2012
Swiss Life Asset Managers P. Guillemin 0.42% n.a. n.a. n.a. n.a. n.a. n.a. -1.00% 12/31/2010
Primonial AM C. Inbona 0.38% n.a. n.a. n.a. n.a. n.a. n.a. -2.42% 11/29/2013
AVERAGE 0.24% n.a. n.a. n.a. n.a. n.a. n.a. n.a. -
Sycomore AM S. de Bailliencourt, E. de Sinety 0.07% n.a. n.a. n.a. n.a. n.a. n.a. -1.77% 12/30/2011
Petercam Y. Ceelen, M. Geerdink 0.06% n.a. n.a. n.a. n.a. n.a. n.a. -2.39% 05/31/2013
La Francaise AM A. Garcia, J. Konop -0.11% n.a. n.a. n.a. n.a. n.a. n.a. -2.98% 12/31/2010
ECOFI Investissements O. Guillou -0.33% n.a. n.a. n.a. n.a. n.a. n.a. -2.03% 12/31/2010
Allianz GI M. Pivovard, S. Atallah -0.49% n.a. n.a. n.a. n.a. n.a. n.a. -2.31% 12/31/2010
Antoine Briant – CEO : [email protected]
Vincent Zeller – Investors Relationship : [email protected]
Marija Gogunova – Head of Operations: [email protected] Do not hesitate to contact us should you need any further information, or visit our website www.am-league.com
amLeague – rue du Cendrier, 24 – 1201 Geneva
Tel.: +41 (0) 22 839 71 20 – [email protected] – www.am-league.com
Contacts
