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Key figures Risk ratios

Risk ratios

Risk ratios 1 year

Risk ratios 3 years

Risk ratios 5 years

Risk ratios 10 years

1 year
01.01.2020 - 31.12.2020	Volatility	Sharpe Ratio	Tracking Error ex post	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in Days)
Swiss Shares SBD 100	13.00%	2.43	2.91% (n.a.)	3.57	0.89	0.13	-4.86%	30
Benchmark	13.06%
LOB-Mix	5.34%	2.98	0.45%	-0.17	0.93	0.01	-1.33%	30
Benchmark	5.23%
LOB-Mix Plus 30	4.74%	2.94	1.04%	1.74	0.83	0.04	-1.14%	30
Benchmark	5.17%
Swiss real estate	1.77%
Benchmark	0.59%
Romandie real estate	1.56%
Benchmark	0.59%
Mortgages Switzerland	0.10%
Benchmark	2.02%

3 years
01.01.2018 - 31.12.2020	Volatility	Sharpe Ratio	Tracking Error ex post	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in Days)
Swiss Shares SBD 100	14.98%	0.48	5.76%	-0.26	1.06	-0.02	-18.50%	244
Benchmark	12.67%
LOB-Mix	6.18%	1.16	0.72%	-1.15	0.99	-0.01	-8.46%	244
Benchmark	6.01%
LOB-Mix Plus 30	6.51%	0.54	2.05%	-0.86	1.14	-0.02	-8.77%	244
Benchmark	5.34%
Swiss real estate	1.62%
Benchmark	0.43%
Romandie real estate	1.53%
Benchmark	0.43%
Mortgages Switzerland	N.a.
Benchmark	N.a.

5 years
01.01.2016 - 31.12.2020	Volatility	Sharpe Ratio	Tracking Error ex post	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in Days)
Swiss Shares SBD 100	12.61%	0.79	5.17%	0.29	1.03	0.01	-18.50%	244
Benchmark	11.01%
LOB-Mix	5.11%	1.31	0.57%	-1.23	1.00	-0.01	-8.88%	1095
Benchmark	5.00%
LOB-Mix Plus 30	5.50%	0.75	1.92%	-0.43	1.13	-0.01	-8.77%	244
Benchmark	4.52%
Swiss real estate	1.68%
Benchmark	0.54%
Romandie real estate	3.2%
Benchmark	0.5%
Mortgages Switzerland	N.a.
Benchmark	N.a.

10 years
01.01.2011 - 31.12.2020	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	4.53%	1.56	0.45%	-1.55	1.00	-0.01	-12.50%	1309
Benchmark	4.45%
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.