Risikokennzahlen | Helvetia Anlagestiftung

1 Jahr
01.01.2018 - 31.12.2018	Volatility	Sharpe Ratio	Tracking Error Ex post (ex ante)	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in days)	Modified Duration (in %)
Aktien Schweiz SBD 100	10.49%	-1.63%	3.65% (n.a.)	-0.96	0.71	-0.07	-14.17%	N.a.
Benchmark	11.51%
Aktien Schweiz indexiert	11.41%	-0.46	0.69% (0.09%)	0.64	0.91	0.00	-9.13%	N.a.
Benchmark	11.51%
Aktien Global indexiert	11.91%	-0.96	1.48% (1.24%)	-0.67	0.92	-0.02	-13.73%	N.a.
Benchmark	11.75%
Obligationen Schweiz indexiert	2.36%	1.07	0.31% (0.45%)	-1.54	0.82	0.00	-1.65%	N.a.	7.65
Benchmark	2.64%								8.23
Obligationen Global indexiert	6.61%	0.13	0.26% (0.50%)	-2.16	0.92	0.00	-5.27%	N.a.	7.49
Benchmark	6.60%								7.84
BVG-Mix	3.03%	-0.32	0.49%	-2.05	1.00	-0.01	-3.80%	N.a.	7.62
Benchmark	2.75%
BVG-Mix Plus 30	3.99%	-1.49	1.73%	-1.32	0.80	-0.03	-6.26%	N.a.	7.62
Benchmark	3.81%
Immobilien Schweiz	1.70%
Benchmark	0.25%
Immobilien Romandie	1.85%
Benchmark	0.25%
Hypotheken Schweiz	N.a.
Benchmark	N.a.

3 Jahre
01.01.2016 - 31.12.2018	Volatility	Sharpe Ratio	Tracking Error Ex post	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in Days)
Aktien Schweiz SBD 100	9.65%	0.16	4.72%	0.84	0.83	0.04	-8.42%	N.a.
Benchmark	9.98%
Aktien Schweiz indexiert	9.89%	0.54	0.45%	-0.16	0.96	0.00	-22.35%	N.a.
Benchmark	9.98%
Aktien Global indexiert	10.54%	0.47	1.01%	-0.09	0.99	0.00	-8.15%	184
Benchmark	10.31%
Obligationen Schweiz indexiert	3.01%	1.00	0.30%	-1.38	0.94	0.00	-8.21%	n.a.
Benchmark	3.09%
Obligationen Global indexiert	5.78%	0.75	0.31%	-1.48	0.97	0.00	-6.63%	273
Benchmark	5.78%
BVG-Mix	2.97%	1.36	0.35%	-1.95	1.00	-0.01	-9.49%	N.a.
Benchmark	2.86%
BVG-Mix Plus 30	3.93%	0.69	1.67%	0.12	0.96	0.00	-4.31%	N.a.
Benchmark	3.60%
Immobilien Schweiz	1.75%
Benchmark	0.56%
Immobilien Romandie	N.a.
Benchmark	N.a.
Hypotheken Schweiz	N.a.
Benchmark	N.a.

5 Jahre
01.01.2014 - 31.12.2018	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.
Aktien Schweiz indexiert	11.07%	0.65	0.38%	-0.64	0.98	0.00	-30.90%	N.a.
Benchmark	11.14%
Aktien Global indexiert	12.06%	0.40	0.97	-0.27	1.00	0.00	-13.73%	N.a.
Benchmark	11.77%
Obligationen Schweiz indexiert	3.13%	1.54	0.28	-1.47	0.97	0.00	-8.21%	N.a.
Benchmark	3.15%
Obligationen Global indexiert	6.96%	0.74	0.31%	-1.33	0.98	0.00	-11.46%	428
Benchmark	6.96%
BVG-Mix	3.80%	1.46	0.32%	-2.37	1.00	-0.01	-12.50%	N.a.
Benchmark	3.71%
BVG-Mix Plus 30	4.28%	0.84	1.59	-0.11	0.92	0.00	-6.26%	N.a.
Benchmark	4.25%
Immobilien Schweiz	1.61%
Benchmark	0.50%
Immobilien Romandie	N.a.
Benchmark	N.a.
Hypotheken Schweiz	N.a.
Benchmark	N.a.

10 Jahre
01.01.2009 - 31.12.2018	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.
Aktien Schweiz indexiert	11.89%	0.88	0.44%	-0.79	0.98	0.00	-30.90%	N.a.
Benchmark	11.96%
Aktien Global indexiert	13.28%	0.53	0.84%	-0.48	1.01	0.00	-23.69%	519
Benchmark	13.04%
Obligationen Schweiz indexiert	2.89%	1.80	0.33%	-0.96	0.97	0.00	-8.41%	N.a.
Benchmark	2.94%
Obligationen Global indexiert	7.52%	0.55	0.54%	-0.36	0.99	0.00	-24.14%	1253
Benchmark	7.51%
BVG-Mix	3.84%	1.72	0.35%	-1.83	0.98	-0.01	-12.50%	N.a.
Benchmark	3.85%
BVG-Mix Plus 30	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.