01.07.2022 - 30.06.2023 | 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 ESG | 14.11% | 0.25 | 4.17% | 0.19 | 0.96 | 0.01 | -10.61 | 123 | |
Benchmark | 12.94% | ||||||||
BVG-Mix | 7.74% | -0.29 | 0.64% | -0.11 | 0.96 | 0.00 | -5.43 | 273 | 6.74 |
Benchmark | 7.38% | ||||||||
BVG-Mix Plus 35 | 7.23% | -0.38 | 0.56% | -1.97 | 0.92 | -0.01 | -5.26 | 273 | 6.70 |
Benchmark | 7.17% | ||||||||
BVG-Mix Plus 35 (EA) | 7.23% | -0.38 | 0.56% | -1.97 | 0.92 | -0.01 | -5.26 | 273 | 6.70 |
Benchmark | 7.17% | ||||||||
Immobilien Schweiz | 1.61% | ||||||||
Benchmark | 0.89% | ||||||||
Immobilien Romandie | 1.09% | ||||||||
Benchmark | 0.89% | ||||||||
Hypotheken Schweiz | 1.61% | ||||||||
Benchmark | 6.38% |
01.07.2020 - 30.06.2023 | Volatility | Sharpe Ratio | Tracking Error Ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in Days) |
---|---|---|---|---|---|---|---|---|
Aktien Schweiz SBD 100 ESG | 14.18% | 0.06 | 3.71% | -0.15 | 0.97 | -0.01 | -23.54 | n.a. |
Benchmark | 13.68% | |||||||
BVG-Mix | 6.11% | -0.76 | 0.49% | -0.69 | 1.00 | 0.00 | -11.76 | n.a. |
Benchmark | 5.95% | |||||||
BVG-Mix Plus 35 | 5.95% | -0.65 | 0.95% | -0.59 | 0.95 | -0.01 | -11.29 | n.a. |
Benchmark | 6.02% | |||||||
BVG-Mix Plus 35 (EA) | 5.95% | -0.65 | 0.95% | -0.59 | 0.95 | -0.01 | -11.29 | n.a. |
Benchmark | 6.02% | |||||||
Immobilien Schweiz | 1.81% | |||||||
Benchmark | 0.70% | |||||||
Immobilien Romandie | 1.78% | |||||||
Benchmark | 0.70% | |||||||
Hypotheken Schweiz | 1.55% | |||||||
Benchmark | 4.38% |
01.07.2018 - 30.06.2023 | Volatility | Sharpe Ratio | Tracking Error Ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in days) |
---|---|---|---|---|---|---|---|---|
Aktien Schweiz SBD 100 ESG | 14.74% | 0.00 | 4.95% | -0.58 | 1.04 | -0.03 | -23.54 | n.a. |
Benchmark | 13.16% | |||||||
BVG-Mix | 6.41% | -0.63 | 0.65% | -0.88 | 1.01 | -0.01 | -11.76 | n.a. |
Benchmark | 6.24% | |||||||
BVG-Mix Plus 35 | 6.44% | -0.60 | 1.62% | -0.96 | 1.05 | -0.01 | -11.29 | n.a. |
Benchmark | 5.83% | |||||||
BVG-Mix Plus 35 (EA) | 6.44% | -0.60 | 1.62% | -0.96 | 1.05 | -0.01 | -11.29 | n.a. |
Benchmark | 5.83% | |||||||
Immobilien Schweiz | 1.70% | |||||||
Benchmark | 0.64% | |||||||
Immobilien Romandie | 1.66% | |||||||
Benchmark | 0.64% | |||||||
Hypotheken Schweiz | n.a. | |||||||
Benchmark | n.a. |
01.07.2013 - 30.06.2023 | Volatility | Sharpe Ratio | Tracking Error Ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in days) |
---|---|---|---|---|---|---|---|---|
Aktien Schweiz SBD 100 ESG | n.a. | |||||||
Benchmark | n.a. | |||||||
BVG-Mix | 5.23% | -0.60 | 0.49% | -1.27 | 1.01 | -0.01 | -12.50 | 1309 |
Benchmark | 5.11% | |||||||
BVG-Mix Plus 35 | 5.34% | -0.45 | 1.58% | -0.53 | 1.02 | 0.04 | -11.29 | n.a. |
Benchmark | 4.94% | |||||||
BVG-Mix Plus 35 (EA) | 5.34% | -0.45 | 1.58% | -0.53 | 1.02 | 0.04 | -11.29 | n.a. |
Benchmark | 4.94% | |||||||
Immobilien Schweiz | 1.61% | |||||||
Benchmark | 0.59% | |||||||
Immobilien Romandie | n.a. | |||||||
Benchmark | n.a. | |||||||
Hypotheken Schweiz | n.a. | |||||||
Benchmark | n.a. |