01.07.2021 - 30.06.2022 | Volatility | Sharpe Ratio | Tracking Error Ex post (ex ante) | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in days) | Modified Duration (in %) |
---|---|---|---|---|---|---|---|---|---|
Aktien Schweiz SBD 100 | 14.44% | -0.91 | 1.84% | -2.75 | 0.90 | -0.06 | -18.98 | n.a. | |
Benchmark | 14.65% | ||||||||
BVG-Mix | 5.08% | -1.13 | 0.40% | -1.38 | 0.92 | -0.01 | -9.95 | n.a. | 6.73 |
Benchmark | 5.06% | ||||||||
BVG-Mix Plus 35 | 5.33% | -0.91 | 0.76% | -1.38 | 0.90 | -0.01 | -9.29 | n.a. | 6.72 |
Benchmark | 5.37% | ||||||||
Immobilien Schweiz | 2.05% | ||||||||
Benchmark | 0.42% | ||||||||
Immobilien Romandie | 1.54% | ||||||||
Benchmark | 0.42% | ||||||||
Hypotheken Schweiz | 1.32% | ||||||||
Benchmark | 3.45% |
01.07.2019 - 30.06.2022 | Volatility | Sharpe Ratio | Tracking Error Ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in Days) |
---|---|---|---|---|---|---|---|---|
Aktien Schweiz SBD 100 | 15.20% | 0.28 | 5.16% | -0.47 | 1.04 | -0.03 | -18.98 | n.a. |
Benchmark | 13.38% | |||||||
BVG-Mix | 6.59% | 0.43 | 0.57% | -0.86 | 0.99 | 0.00 | -9.95 | n.a. |
Benchmark | 6.46% | |||||||
BVG-Mix Plus 35 | 6.38% | 0.57 | 1.64% | -0.63 | 1.04 | -0.01 | -9.29 | n.a. |
Benchmark | 5.77% | |||||||
Immobilien Schweiz | 1.79% | |||||||
Benchmark | 0.47% | |||||||
Immobilien Romandie | 1.86% | |||||||
Benchmark | 0.47% | |||||||
Hypotheken Schweiz | 1.19% | |||||||
Benchmark | 4.07% |
01.07.2017 - 30.06.2022 | Volatility | Sharpe Ratio | Tracking Error Ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in days) |
---|---|---|---|---|---|---|---|---|
Aktien Schweiz SBD 100 | 13.87% | 0.48 | 4.95% | -0.32 | 1.02 | -0.02 | -18.98 | n.a. |
Benchmark | 12.44% | |||||||
BVG-Mix | 5.60% | 0.73 | 0.60% | -1.18 | 1.00 | -0.01 | -9.95 | n.a. |
Benchmark | 5.49% | |||||||
BVG-Mix Plus 35 | 5.84% | 0.76 | 1.74% | -0.86 | 1.08 | -0.02 | -9.29 | n.a. |
Benchmark | 5.09% | |||||||
Immobilien Schweiz | 1.69% | |||||||
Benchmark | 0.43% | |||||||
Immobilien Romandie | 1.76% | |||||||
Benchmark | 0.43% | |||||||
Hypotheken Schweiz | N.a. | |||||||
Benchmark | N.a. |
01.07.2012 - 30.06.2022 | Volatility | Sharpe Ratio | Tracking Error Ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in days) |
---|---|---|---|---|---|---|---|---|
Aktien Schweiz SBD 100 | N.a. | |||||||
Benchmark | N.a. | |||||||
BVG-Mix | 4.83% | 1.14 | 0.46% | -1.39 | 1.00 | -0.01 | -12.50 | 1309 |
Benchmark | 4.76% | |||||||
BVG-Mix Plus 35 | N.a. | |||||||
Benchmark | N.a. | |||||||
Immobilien Schweiz | N.a. | |||||||
Benchmark | N.a. | |||||||
Immobilien Romandie | N.a. | |||||||
Benchmark | N.a. | |||||||
Hypotheken Schweiz | N.a. | |||||||
Benchmark | N.a. |