Risikokennzahlen
| 01.10.2017 - 30.09.2018 | Volatility | Sharpe Ratio | Tracking Error Ex post (ex ante) | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in days) | Modified Duration (in years) |
|---|---|---|---|---|---|---|---|---|---|
| Aktien Schweiz SBD 100 | 7.94% | 0.99% | 3.86% (n.a.) | 0.38 | 0.67 | 0.04 | -5.44% | 123 | |
| Benchmark | 9.37% | ||||||||
| Aktien Schweiz indexiert | 9.24% | 0.71 | 0.71% (0.09%) | 0.32 | 0.90 | 0.01 | -5.54% | 61 | |
| Benchmark | 9.37% | ||||||||
| Aktien Global indexiert | 9.97% | 0.64 | 1.06% (1.16%) | -1.35 | 0.99 | -0.01 | -4.04% | 30 | |
| Benchmark | 9.23% | ||||||||
| Obligationen Schweiz indexiert | 2.17% | 0.75 | 0.27% (0.45%) | -1.48 | 0.82 | 0.00 | 1.65% | n.a. | 7.83 |
| Benchmark | 2.41% | 8.23 | |||||||
| Obligationen Global indexiert | 7.04% | 0.20 | 0.22% (0.46%) | -3.09 | 0.92 | -0.01 | -5.27% | n.a. | 7.55 |
| Benchmark | 7.04% | 7.75 | |||||||
| BVG-Mix | 2.90% | 1.17 | 0.37% | -1.85 | 0.95 | 0.00 | -2.20% | n.a. | 7.79 |
| Benchmark | 2.78% | ||||||||
| BVG-Mix Plus 30 | 3.76% | -0.17 | 1.24% | -1.35 | 0.86 | -0.02 | -1.73% | 30 | 7.84 |
| Benchmark | 3.81% | ||||||||
| Immobilien Schweiz | 1.47% | ||||||||
| Benchmark | 0.24% | ||||||||
| Immobilien Romandie | 1.92% | ||||||||
| Benchmark | 0.24% | ||||||||
| Hypotheken Schweiz | |||||||||
| Benchmark |
| 01.10.2015 - 30.09.2018 | Volatility | Sharpe Ratio | Tracking Error Ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in Days) |
|---|---|---|---|---|---|---|---|---|
| Aktien Schweiz SBD 100 | 9.01% | 1.99 | 4.41 | 1.68 | 0.82 | 0.09 | -6.33 | 91 |
| Benchmark | 9.44% | |||||||
| Aktien Schweiz indexiert | 9.37% | 1.11 | 0.45 | -0.27 | 0.96 | 0.00 | -23.54 | n.a. |
| Benchmark | 9.44% | |||||||
| Aktien Global indexiert | 10.83% | 1.11 | 0.87 | -0.16 | 1.01 | 0.00 | -12.46 | 275 |
| Benchmark | 10.41% | |||||||
| Obligationen Schweiz indexiert | 3.24% | 0.80 | 0.28 | -1.08 | 0.95 | 0.00 | -8.05 | n.a. |
| Benchmark | 3.28% | |||||||
| Obligationen Global indexiert | 5.95% | 0.67 | 0.33 | -1.60 | 0.97 | 0.00 | -6.63 | 273 |
| Benchmark | 5.93% | |||||||
| BVG-Mix | 3.48% | 1.62 | 0.30 | -1.67 | 0.99 | 0.00 | -11.23 | n.a. |
| Benchmark | 3.40% | |||||||
| BVG-Mix Plus 30 | 3.78% | 1.08 | 1.46 | 0.49 | 0.95 | 0.01 | -2.87 | 245 |
| Benchmark | 3.58% | |||||||
| Immobilien Schweiz | 1.62% | |||||||
| Benchmark | 0.56% | |||||||
| Immobilien Romandie | ||||||||
| Benchmark | ||||||||
| Hypotheken Schweiz | ||||||||
| Benchmark |
| 01.10.2013 - 30.09.2018 | Volatility | Sharpe Ratio | Tracking Error Ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in days) |
|---|---|---|---|---|---|---|---|---|
| Aktien Schweiz SBD 100 | ||||||||
| Benchmark | ||||||||
| Aktien Schweiz indexiert | 10.58% | 0.93 | 0.37 | -0.85 | 0.98 | 0.00 | -30.90 | n.a. |
| Benchmark | 10.65% | |||||||
| Aktien Global indexiert | 11.42% | 0.76 | 0.85 | -0.37 | 1.01 | 0.00 | -12.46 | 275 |
| Benchmark | 11.05% | |||||||
| Obligationen Schweiz indexiert | 3.17% | 1.43 | 0.26 | -1.30 | 0.97 | 0.00 | -8.21 | n.a. |
| Benchmark | 3.19% | |||||||
| Obligationen Global indexiert | 7.02% | 0.67 | 0.32 | -1.48 | 0.98 | 0.00 | -11.46 | 428 |
| Benchmark | 7.02% | |||||||
| BVG-Mix | 3.72% | 1.71 | 0.28 | -2.33 | 0.99 | -0.01 | -12.50 | n.a. |
| Benchmark | 3.67% | |||||||
| BVG-Mix Plus 30 | 4.02% | 0.93 | 1.48 | -0.03 | 0.91 | 0.00 | -6.11% | 578 |
| Benchmark | 4.05% | |||||||
| Immobilien Schweiz | 1.51% | |||||||
| Benchmark | 0.49% | |||||||
| Immobilien Romandie | ||||||||
| Benchmark | ||||||||
| Hypotheken Schweiz | ||||||||
| Benchmark |
| 01.10.2008 - 30.09.2018 | Volatility | Sharpe Ratio | Tracking Error Ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in days) |
|---|---|---|---|---|---|---|---|---|
| Aktien Schweiz SBD 100 | ||||||||
| Benchmark | ||||||||
| Aktien Schweiz indexiert | 12.61% | 0.75 | 0.44 | -0.82 | 0.99 | 0.00 | -30.90 | n.a. |
| Benchmark | 12.68% | |||||||
| Aktien Global indexiert | 14.85% | 0.36 | 0.84 | -0.37 | 1.00 | 0.00 | -32.17 | 1464 |
| Benchmark | 14.76% | |||||||
| Obligationen Schweiz indexiert | 3.08% | 1.79 | 0.34 | -0.87 | 0.97 | 0.00 | -8.41 | n.a. |
| Benchmark | 3.13% | |||||||
| Obligationen Global indexiert | 8.34% | 0.48 | 0.68 | -0.32 | 0.99 | 0.00 | -25.02 | 2288 |
| Benchmark | 8.28% | |||||||
| BVG-Mix | 4.28% | 1.54 | 0.39 | -1.27 | 0.96 | 0.00 | -12.50 | n.a. |
| Benchmark | 4.38% | |||||||
| BVG-Mix Plus 30 | ||||||||
| Benchmark | ||||||||
| Immobilien Schweiz | ||||||||
| Benchmark | ||||||||
| Immobilien Romandie | ||||||||
| Benchmark | ||||||||
| Hypotheken Schweiz | ||||||||
| Benchmark |