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Risk ratios

1 year
01.07.2018 - 30.06.2019 Volatility Sharpe Ratio Tracking Error ex post Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in Days)
Swiss Shares SBD 100 15.10% 0.09% 3.36% (n.a.) -2.93 0.97 -0.08 -14.17% 120
Benchmark 13.63%              
LOB-Mix 4.55% 1.71 0.86% -1.53 0.93 -0.01 -3.34% 59
Benchmark 4.42%              
LOB-Mix Plus 30 6.35% 0.37 2.21% -1.67 1.15 -0.05 -6.26% 120
Benchmark 4.84%              
Swiss real estate 1.63%              
Benchmark 0.27%              
Romandie real estate 1.57%              
Benchmark 0.27%              
Mortgages Switzerland N.a.              
Benchmark N.a.              
3 years
01.07.2016 - 30.06.2019 Volatility Sharpe Ratio Tracking Error ex post Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in Days)
Swiss Shares SBD 100 10.49% 0.75 4.56% 0.68 0.92 0.04 -14.17% 120
Benchmark 10.04%              
LOB-Mix 3.53% 1.70 0.53% -1.54 0.97 -0.01 -3.80% 59
Benchmark 3.49%              
LOB-Mix Plus 30 4.62% 0.67 1.93% -0.51 1.13 -0.02 -6.26% 120
Benchmark 3.65%              
Swiss real estate 1.74%              
Benchmark 0.56%              
Romandie real estate 3.95%              
Benchmark 0.56%              
Mortgages Switzerland N.a.              
Benchmark N.a.              
5 years
01.07.2014 - 30.06.2019 Volatility Sharpe Ratio Tracking Error ex post Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in Days)
Swiss Shares SBD 100 N.a.              
Benchmark N.a.              
LOB-Mix 4.05% 1.52 0.45% 1.86 0.99 -0.01 -12.50% N.a.
Benchmark 3.99%              
LOB-Mix Plus 30 4.70% 0.64 1.81% -0.30 0.99 0.00 -6.26% 120
Benchmark 4.33%              
Swiss real estate 1.55%              
Benchmark 0.55%              
Romandie real estate N.a.              
Benchmark N.a.              
Mortgages Switzerland N.a.              
Benchmark N.a.              
10 years
01.07.2009 - 30.06.2019 Volatility Sharpe Ratio Tracking Error ex post Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in Days)
Swiss Shares SBD 100 N.a.              
Benchmark N.a.              
LOB-Mix 3.74% 1.91 0.37% -1.77 1.00 -0.01 -12.50% N.a.
Benchmark 3.71%              
LOB-Mix Plus 30 N.a.              
Benchmark N.a.              
Swiss real estate N.a.              
Benchmark N.a.              
Romandie real estate N.a.              
Benchmark N.a.              
Mortgages Switzerland N.a.              
Benchmark N.a.              
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