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Risk ratios

1 year
01.07.2019 - 30.06.2020 Volatility Sharpe Ratio Tracking Error ex post Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in Days)
Swiss Shares SBD 100 17.15% -0.25% 4.70% (n.a.) -1.01 0.83 -0.05 -18.50% N.a.
Benchmark 11.87%              
LOB-Mix 8.93% 0.07% 0.83% -0.65 0.94 0.00 -8.46% N.a.
Benchmark 8.67%              
LOB-Mix Plus 30 8.31% -0.12 8.01% -0.31 1.14 -0.03 -8.77% N.a.
Benchmark 1.83%              
Swiss real estate 1.53%              
Benchmark 0.68%              
Romandie real estate 1.51%              
Benchmark 0.42%              
Mortgages Switzerland 0.97%              
Benchmark 5.85%              
3 years
01.07.2017 - 30.06.2020 Volatility Sharpe Ratio Tracking Error ex post Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in Days)
Swiss Shares SBD 100 13.64% 0.14 5.75% -0.32 1.07 -0.02 -18.50% N.a.
Benchmark 11.24%              
LOB-Mix 5.86% 0.44 0.70% -1.24 0.99 -0.01 -8.46% N.a.
Benchmark 5.70%              
LOB-Mix Plus 30 6.21% 0.13 4.75% -0.49 1.18 -0.03 -8.77% N.a.
Benchmark 3.35%              
Swiss real estate 1.53%              
Benchmark 0.47%              
Romandie real estate 1.56%              
Benchmark 0.37%              
Mortgages Switzerland N.a.              
Benchmark N.a.              
5 years
01.07.2015 - 30.06.2020 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 5.27% 0.51 0.56% -1.33 1.00 -0.01 -11.23% 1187
Benchmark 5.14%              
LOB-Mix Plus 30 5.67% 0.36 3.84% -0.24 1.06 -0.01 -8.77% N.a.
Benchmark 3.88%              
Swiss real estate 1.58%              
Benchmark 0.57%              
Romandie real estate N.a.              
Benchmark N.a.              
Mortgages Switzerland N.a.              
Benchmark N.a.              
10 years
01.07.2010 - 30.06.2020 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 4.42% 0.80 0.44% -1.59 1.00 -0.01 -12.50% 1309
Benchmark 4.36%              
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.