01.01.2021 - 31.12.2021 | 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 | 10.83% | 1.76 | 3.22% | -1.57 | 0.80 | 0.00 | -5.70 | 92 | |
Benchmark | 11.91% | ||||||||
BVG-Mix | 3.83% | 2.62 | 0.44% | -1.03 | 0.97 | 0.00 | -1.86 | 92 | 7.51 |
Benchmark | 3.62% | ||||||||
BVG-Mix Plus 35 | 3.64% | 2.27 | 1.13% | -1.19 | 0.81 | 0.00 | -1.91 | 92 | 7.52 |
Benchmark | 3.96% | ||||||||
Immobilien Schweiz | 1.50% | ||||||||
Benchmark | 0.61% | ||||||||
Immobilien Romandie | 2.36% | ||||||||
Benchmark | 0.61% | ||||||||
Hypotheken Schweiz | 0.03% | ||||||||
Benchmark | 0.72% |
01.01.2019 - 31.12.2021 | Volatility | Sharpe Ratio | Tracking Error Ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in Days) |
---|---|---|---|---|---|---|---|---|
Aktien Schweiz SBD 100 | 14.50% | 1.25 | 5.42% | -0.23 | 1.07 | -0.03 | -18.50 | 244 |
Benchmark | 12.32% | |||||||
BVG-Mix | 6.11% | 1.55 | 0.71% | -0.95 | 0.99 | -0.01 | -8.46 | 244 |
Benchmark | 5.97% | |||||||
BVG-Mix Plus 35 | 6.12% | 1.32 | 1.86% | -0.45 | 1.10 | -0.02 | -8.77 | 244 |
Benchmark | 5.19% | |||||||
Immobilien Schweiz | 1.55% | |||||||
Benchmark | 0.56% | |||||||
Immobilien Romandie | 1.80% | |||||||
Benchmark | 0.56% | |||||||
Hypotheken Schweiz | 0.23% | |||||||
Benchmark | 1.06% |
01.01.2017 - 31.12.2021 | Volatility | Sharpe Ratio | Tracking Error Ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in days) |
---|---|---|---|---|---|---|---|---|
Aktien Schweiz SBD 100 | 12.95% | 1.02 | 4.97% | -0.07 | 1.03 | -0.01 | -18.50% | 244 |
Benchmark | 11.41% | |||||||
BVG-Mix | 5.16% | 1.40 | 0.59% | -1.21 | 1.00 | -0.01 | -8.46 | 244 |
Benchmark | 5.03% | |||||||
BVG-Mix Plus 35 | 5.50% | 0.97 | 1.90% | -0.75 | 1.13 | -0.02 | -8.77 | 244 |
Benchmark | 4.54% | |||||||
Immobilien Schweiz | 1.55% | |||||||
Benchmark | 0.53% | |||||||
Immobilien Romandie | 2.63% | |||||||
Benchmark | 0.53% | |||||||
Hypotheken Schweiz | N.a. | |||||||
Benchmark | N.a. |
01.01.2012 - 31.12.2021 | 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 | 4.52% | 1.63 | 0.46% | -1.41 | 1.01 | -0.01 | -12.50% | 1309 |
Benchmark | 4.43% | |||||||
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. |