01.01.2022 - 31.12.2022 | 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 | 15.92% | -1.18 | 3.05% | -0.79% | 0.98 | -0.03 | -23.54 | n.a. | |
Benchmark | 14.71% | ||||||||
BVG-Mix | 7.84% | -1.66 | 0.57% | -0.35 | 0.95 | -0.01 | -11.76 | n.a. | 6.51 |
Benchmark | 7.59% | ||||||||
BVG-Mix Plus 35 | 7.57% | -1.64 | 0.47% | -1.46 | 0.93 | -0.02 | -11.29 | n.a. | 6.48 |
Benchmark | 7.48% | ||||||||
Immobilien Schweiz | 2.04% | ||||||||
Benchmark | 0.35% | ||||||||
Immobilien Romandie | 1.54% | ||||||||
Benchmark | 0.35% | ||||||||
Hypotheken Schweiz | 1.35% | ||||||||
Benchmark | 5.93% |
01.01.2020 - 31.12.2022 | Volatility | Sharpe Ratio | Tracking Error Ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in Days) |
---|---|---|---|---|---|---|---|---|
Aktien Schweiz SBD 100 ESG | 16.42% | -0.01 | 5.16% | -0.49 | 1.04 | -0.03 | -23.54 | n.a. |
Benchmark | 14.60% | |||||||
BVG-Mix | 7.50% | -0.41 | 0.55% | -1.00 | 1.00 | -0.01 | -11.76 | n.a. |
Benchmark | 7.27% | |||||||
BVG-Mix Plus 35 | 7.27% | -0.36 | 1.51% | -0.86 | 1.03 | -0.01 | -11.29 | n.a. |
Benchmark | 6.73% | |||||||
Immobilien Schweiz | 1.73% | |||||||
Benchmark | 0.46% | |||||||
Immobilien Romandie | 1.87% | |||||||
Benchmark | 0.46% | |||||||
Hypotheken Schweiz | 1.57% | |||||||
Benchmark | 4.95% |
01.01.2018 - 31.12.2022 | Volatility | Sharpe Ratio | Tracking Error Ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in days) |
---|---|---|---|---|---|---|---|---|
Aktien Schweiz SBD 100 ESG | 14.67% | 0.20 | 4.95% | -0.42 | 1.03 | -0.02 | -23.54 | n.a. |
Benchmark | 13.22% | |||||||
BVG-Mix | 6.30% | -0.24 | 0.64% | -1.03 | 1.00 | -0.01 | -11.76 | n.a. |
Benchmark | 6.15% | |||||||
BVG-Mix Plus 35 | 6.41% | -0.19 | 1.67% | -0.92 | 1.06 | -0.02 | -11.29 | n.a. |
Benchmark | 5.77% | |||||||
Immobilien Schweiz | 1.66% | |||||||
Benchmark | 0.40% | |||||||
Immobilien Romandie | 1.74% | |||||||
Benchmark | 0.40% | |||||||
Hypotheken Schweiz | N.a. | |||||||
Benchmark | N.a. |
01.01.2013 - 31.12.2022 | 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 | 5.24% | 0.07 | 0.49% | -1.26 | 1.01 | -0.01 | -12.50 | 1309 |
Benchmark | 5.13% | |||||||
BVG-Mix Plus 35 | N.a. | |||||||
Benchmark | N.a. | |||||||
Immobilien Schweiz | 1.65% | |||||||
Benchmark | 0.47% | |||||||
Immobilien Romandie | N.a. | |||||||
Benchmark | N.a. | |||||||
Hypotheken Schweiz | N.a. | |||||||
Benchmark | N.a. |