Risikokennzahlen
| 01.07.2017 - 30.06.2018 | 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 | 8.10% | 1.47 | 3.33% (n.a.) | 2.12 | 0.84 | 0.08 | -5.44% | 31 | |
| Benchmark | 8.10% | ||||||||
| Aktien Schweiz indexiert | 7.96% | 0.56 | 0.17% (0.05%) | -2.25 | 0.90 | 0.00 | -5.28% | n.a. | |
| Benchmark | 8.10% | ||||||||
| Aktien Global indexiert | 9.79% | 1.43 | 0.96% (1.06%) | -0.20 | 0.99 | 0.00 | -4.04% | n.a. | |
| Benchmark | 9.04% | ||||||||
| Obligationen Schweiz indexiert | 2.32% | 1.05 | 0.28% (0.50%) | -1.50 | 0.83 | 0.00 | -1.91% | n.a. | 7.95 |
| Benchmark | 2.55% | 8.49 | |||||||
| Obligationen Global indexiert | 7.05% | 1.20 | 0.21% (0.53%) | -3.90 | 0.92 | 0.00 | -3.43% | n.a. | 7.27 |
| Benchmark | 7.00% | 7.83 | |||||||
| BVG-Mix | 2.86% | 1.82 | 0.29% | -2.57 | 0.94 | 0.00 | -4.28% | n.a. | 7.86 |
| Benchmark | 2.79% | ||||||||
| BVG-Mix Plus 30 | 3.60% | 0.33 | 1.10% | -0.20 | 0.89 | 0.00 | -1.73% | n.a. | 7.84 |
| Benchmark | 3.54% | ||||||||
| Immobilien Schweiz | 1.57% | ||||||||
| Benchmark | 0.41% | ||||||||
| Immobilien Romandie | 1.71% | ||||||||
| Benchmark | 0.41% | ||||||||
| Hypotheken Schweiz | |||||||||
| Benchmark |
| 01.07.2015 - 30.06.2018 | 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 | 10.63% | 0.71 | 0.22 | -1.46 | 0.96 | 0.00 | -30.90 | n.a. |
| Benchmark | 10.70% | |||||||
| Aktien Global indexiert | 11.85% | 0.81 | 0.83 | -0.10 | 1.01 | 0.00 | -12.46 | 275 |
| Benchmark | 11.39% | |||||||
| Obligationen Schweiz indexiert | 3.17% | 0.98 | 0.28 | -1.50 | 0.96 | 0.00 | -7.92 | n.a. |
| Benchmark | 3.21% | |||||||
| Obligationen Global indexiert | 6.09% | 1.19 | 0.33 | -1.42 | 0.98 | 0.00 | -6.63 | 273 |
| Benchmark | 6.06% | |||||||
| BVG-Mix | 3.87% | 1.43 | 0.27 | -2.30 | 0.99 | -0.01 | -4.28 | n.a. |
| Benchmark | 3.80% | |||||||
| BVG-Mix Plus 30 | 4.42% | 0.66 | 1.48 | 0.57 | 0.95 | 0.01 | -6.11 | 578 |
| Benchmark | 4.26% | |||||||
| Immobilien Schweiz | 1.63% | |||||||
| Benchmark | 0.61% | |||||||
| Immobilien Romandie | ||||||||
| Benchmark | ||||||||
| Hypotheken Schweiz | ||||||||
| Benchmark |
| 01.07.2013 - 30.06.2018 | 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 | 10.43% | 0.94 | 0.21 | -2.12 | 0.98 | 0.00 | -30.90 | n.a. |
| Benchmark | 10.49% | |||||||
| Aktien Global indexiert | 11.41% | 0.84 | 0.81 | -0.31 | 1.01 | 0.00 | -12.46 | 275 |
| Benchmark | 11.05% | |||||||
| Obligationen Schweiz indexiert | 3.11% | 1.53 | 0.26 | -1.40 | 0.98 | 0.00 | -7.92 | n.a. |
| Benchmark | 3.12% | |||||||
| Obligationen Global indexiert | 6.89% | 0.74 | 0.32 | -1.53 | 0.98 | 0.00 | -11.46 | 428 |
| Benchmark | 6.88% | |||||||
| BVG-Mix | 3.75% | 1.78 | 0.26% | -2.65 | 0.99 | -0.01 | -4.62 | n.a. |
| Benchmark | 3.70% | |||||||
| BVG-Mix Plus 30 | 3.96% | 0.90 | 1.45 | 0.06 | 0.91 | 0.00 | -6.11% | 578 |
| Benchmark | 3.99% | |||||||
| Immobilien Schweiz | 1.52% | |||||||
| Benchmark | 0.53% | |||||||
| Immobilien Romandie | ||||||||
| Benchmark | ||||||||
| Hypotheken Schweiz | ||||||||
| Benchmark |
| 01.07.2008 - 30.06.2018 | 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 | 12.69% | 0.66 | 0.39 | -0.96 | 0.99 | 0.00 | -42.28 | n.a. |
| Benchmark | 12.76% | |||||||
| Aktien Global indexiert | 15.18% | 0.27 | 0.82 | -0.32 | 0.99 | 0.00 | -50.97 | 2922 |
| Benchmark | 15.10% | |||||||
| Obligationen Schweiz indexiert | 3.10% | 1.93 | 0.34 | -0.99 | 0.97 | 0.00 | -8.12 | n.a. |
| Benchmark | 3.15% | |||||||
| Obligationen Global indexiert | 8.38% | 0.57 | 0.69 | -0.34 | 1.00 | 0.00 | -25.02 | 2284 |
| Benchmark | 8.31% | |||||||
| BVG-Mix | 4.34% | 1.53 | 0.38 | -1.37 | 0.97 | 0.00 | -15.10 | 2832 |
| Benchmark | 4.44% | |||||||
| BVG-Mix Plus 30 | ||||||||
| Benchmark | ||||||||
| Immobilien Schweiz | ||||||||
| Benchmark | ||||||||
| Immobilien Romandie | ||||||||
| Benchmark | ||||||||
| Hypotheken Schweiz | ||||||||
| Benchmark |