Risikokennzahlen
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Risikokennzahlen
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| 01.04.2017 - 31.08.2018 | Volatility | Sharpe Ratio | Tracking Error ex post (ex ante) | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in Days) | Modified Duration |
|---|---|---|---|---|---|---|---|---|---|
| Aktien Schweiz Smart Beta Dyn. 100 | 8.80% | 1.75 | 3.36% (n.a.) | 2.01 | 0.97 | 0.07 | -5.44% | 31 | n.a. |
| Benchmark | 7.66% | ||||||||
| Aktien Schweiz indexiert | 7.60% | 1.07 | 0.20% (0.05%) | -2.75 | 0.91 | 0.00 | -5.28% | n.a. | n.a. |
| Benchmark | 7.66% | ||||||||
| Aktien Global indexiert | 8.20% | 1.31 | 0.73% (1.12%) | -0.11 | 0.97 | 0.00 | -4.04% | n.a. | n.a. |
| Benchmark | 7.71% | ||||||||
| Obligationen Schweiz indexiert | 2.27% | 0.71 | 0.30% (0.48%) | -1.39 | 0.83 | 0.00 | -1.91% | n.a. | 8.98 |
| Benchmark | 2.51% | 9.32 | |||||||
| Obligationen Global indexiert | 6.18% | 1.47 | 0.20% (0.50%) | -4.59 | 0.92 | 0.00 | -3.43% | n.a. | 7.29 |
| Benchmark | 6.13% | 7.76 | |||||||
| BVG-Mix | 2.87% | 1.72 | 2.78% | -0.24 | 0.47 | 0.02 | -4.28% | n.a. | |
| Benchmark | 4.37% | ||||||||
| BVG-Mix Plus 30 | 3.60% | 1.22 | 1.50% | 0.85 | 0.94 | 0.01 | -1.73% | n.a. | |
| Benchmark | 3.19% | ||||||||
| Immobilien Schweiz | 1.52% | ||||||||
| Benchmark | 0.41% | ||||||||
| Immobilien Romandie | 2.02% | ||||||||
| Benchmark | 0.41% |
| 01.04.2015- 31.03.2018 | Volatility | Sharpe Ratio | Tracking Error ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in Days) |
|---|---|---|---|---|---|---|---|---|
| Aktien Schweiz Smart Beta Dyn. 100 | ||||||||
| Benchmark | ||||||||
| Aktien Schweiz indexiert | 10.74% | 0.58 | 0.22% | -1.52 | 0.97 | 0.00 | -30.90% | n.a. |
| Benchmark | 10.79% | |||||||
| Aktien Global indexiert | 11.63% | 0.62 | 0.76% | 0.03 | 1.00 | 0.00 | -12.46% | 275 |
| Benchmark | 11.26% | |||||||
| Obligationen Schweiz indexiert | 3.22% | 0.83 | 0.29% | -1.31 | 0.96 | 0.00 | -7.92% | n.a. |
| Benchmark | 3.25% | |||||||
| Obligationen Global indexiert | 6.14% | 0.90 | 0.34% | -1.65 | 0.98 | 0.00 | -6.63% | 273 |
| Benchmark | 6.09% | |||||||
| BVG-Mix | 4.05% | 1.13 | 1.69% | -0.35 | 0.89 | 0.00 | -4.28% | n.a |
| Benchmark | 4.06% | |||||||
| BVG-Mix Plus 30 | 4.42% | 0.80 | 1.58% | 0.67 | 0.93 | 0.01 | -6.11% | 578 |
| Benchmark | 4.34% | |||||||
| Immobilien Schweiz | 1.60% | |||||||
| Benchmark | 0.61% | |||||||
| Immobilien Romandie | ||||||||
| Benchmark |
| 01.04.2013- 31.03.2018 | Volatility | Sharpe Ratio | Tracking Error ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in Days) |
|---|---|---|---|---|---|---|---|---|
| Aktien Schweiz Smart Beta Dyn. 100 | ||||||||
| Benchmark | ||||||||
| Aktien Schweiz indexiert | 10.38% | 0.92 | 0.21% | -2.13 | 0.98 | 0.00 | -30.90% | n.a. |
| Benchmark | 10.44% | |||||||
| Aktien Global indexiert | 11.44% | 0.77 | 0.77% | -0.20 | 1.01 | 0.00 | -12.46% | 275 |
| Benchmark | 11.14% | |||||||
| Obligationen Schweiz indexiert | 3.24% | 1.35 | 0.28% | -1.06 | 0.97 | 0.00 | -7.92% | n.a. |
| Benchmark | 3.27% | |||||||
| Obligationen Global indexiert | 6.88% | 0.71 | 0.32% | -1.65 | 0.98 | 0.00 | -11.46% | 428 |
| Benchmark | 6.86% | |||||||
| BVG-Mix | 3.95% | 1.60 | 1.43% | -0.43 | 0.97 | 0.00 | -4.97% | n.a. |
| Benchmark | 3.74% | |||||||
| BVG-Mix Plus 30 | 4.22% | 1.09 | 1.44% | 0.07 | 0.92 | 0.00 | -6.11% | 578 |
| Benchmark | 4.23% | |||||||
| Immobilien Schweiz | 1.62% | |||||||
| Benchmark | 0.53% | |||||||
| Immobilien Romandie | ||||||||
| Benchmark |
| 01.04.2008 - 31.03.2018 | Volatility | Sharpe Ratio | Tracking Error ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in Days) |
|---|---|---|---|---|---|---|---|---|
| Aktien Schweiz Smart Beta Dyn. 100 | ||||||||
| Benchmark | ||||||||
| Aktien Schweiz indexiert | 12.93% | 0.62 | 0.40% | -1.01 | 0.99 | 0.00 | -42.28% | n.a. |
| Benchmark | 12.99% | |||||||
| Aktien Global indexiert | 15.73% | 0.25 | 0.80% | -0.24 | 0.99 | 0.00 | -50.97% | 2922 |
| Benchmark | 15.69% | |||||||
| Obligationen Schweiz indexiert | 3.11% | 1.89 | 0.34% | -0.94 | 0.97 | 0.00 | -8.12% | n.a. |
| Benchmark | 3.16% | |||||||
| Obligationen Global indexiert | 8.40% | 0.58 | 0.70% | -0.32 | 1.00 | 0.00 | -25.02% | 2284 |
| Benchmark | 8.33% | |||||||
| BVG-Mix | 4.49% | 1.44 | 1.29% | -0.40 | 1.06 | -0.01 | -15.10% | 2832 |
| Benchmark | 4.05% | |||||||
| BVG-Mix Plus 30 | ||||||||
| Benchmark | ||||||||
| Immobilien Schweiz | ||||||||
| Benchmark | ||||||||
| Immobilien Romandie | ||||||||
| Benchmark |