Risikokennzahlen
Risikokennzahlen
| 01.07.2023 - 30.06.2024 | 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 | 11.84% | 0.79 | 4.00% | 0.47 | 0.90 | 0.03 | -8.40 | 90 | |
| Benchmark | 11.35% | ||||||||
| BVG-Mix | 3.84% | 0.30 | 0.49% | 0.21 | 0.84 | 0.00 | -2.16 | 30 | 6.91 |
| Benchmark | 4.20% | ||||||||
| BVG-Mix Plus 35 | 3.96% | 0.25 | 0.66% | 0.34 | 0.83 | 0.00 | -2.51 | 61 | 6.80 |
| Benchmark | 4.33% | ||||||||
| Immobilien Schweiz | 2.99% | ||||||||
| Benchmark | 1.19% | ||||||||
| Immobilien Romandie | 2.21% | ||||||||
| Benchmark | 1.19% | ||||||||
| Hypotheken Schweiz | 2.79% | ||||||||
| Benchmark | 2.80% |
| 01.07.2021 - 30.06.2024 | Volatility | Sharpe Ratio | Tracking Error Ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in Days) |
|---|---|---|---|---|---|---|---|---|
| Aktien Schweiz SBD 100 ESG | 13.54% | 0.03 | 3.54% | -0.31 | 0.99 | -0.01 | -23.54 | n.a. |
| Benchmark | 12.89% | |||||||
| BVG-Mix | 5.94% | -0.88 | 0.46% | -0.28 | 0.98 | 0.00 | -11.76 | n.a. |
| Benchmark | 5.88% | |||||||
| BVG-Mix Plus 35 | 5.78% | -0.89 | 0.70% | -0.91 | 0.96 | -0.01 | -11.29 | n.a. |
| Benchmark | 5.84% | |||||||
| Immobilien Schweiz | 2.19% | |||||||
| Benchmark | 0.90% | |||||||
| Immobilien Romandie | 1.62% | |||||||
| Benchmark | 0.90% | |||||||
| Hypotheken Schweiz | 2.63% | |||||||
| Benchmark | 4.71% |
| 01.07.2019 - 30.06.2024 | Volatility | Sharpe Ratio | Tracking Error Ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in days) |
|---|---|---|---|---|---|---|---|---|
| Aktien Schweiz SBD 100 ESG | 14.17% | 0.37 | 4.72% | -0.20 | 1.04 | -0.01 | -23.54 | n.a. |
| Benchmark | 12.71% | |||||||
| BVG-Mix |
6.34% | -0.55 | 0.54% | -0.48 | 1.00 | 0.00 | -11.76 | n.a. |
| Benchmark | 6.24% | |||||||
| BVG-Mix Plus 35 | 6.10% | -0.52 | 1.33% | -0.59 | 1.02 | -0.01 | -11.29 | n.a. |
| Benchmark | 5.76% | |||||||
| Immobilien Schweiz | 1.98% | |||||||
| Benchmark | 0.76% | |||||||
| Immobilien Romandie | 1.79% | |||||||
| Benchmark | 0.76% | |||||||
| Hypotheken Schweiz | 2.12% | |||||||
| Benchmark | 4.47% |
| 01.07.2014 - 30.06.2024 | 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 | 5.30% | -0.57 | 0.50% | -1.09 | 1.00 | -0.01 | -12.50 | 1309 |
| Benchmark | 5.22% | |||||||
| BVG-Mix Plus 35 | 5.43% | -0.43 | 1.58% | -0.42 | 1.01 | 0.04 | -11.29 | n.a. |
| Benchmark | 5.08% | |||||||
| Immobilien Schweiz | 1.77% | |||||||
| Benchmark | 0.65% | |||||||
| Immobilien Romandie | n.a. | |||||||
| Benchmark | n.a. | |||||||
| Hypotheken Schweiz | n.a. | |||||||
| Benchmark | n.a. |