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Risk ratios

1 year
01.10.2019 - 30.09.2020 Volatility Sharpe Ratio Tracking Error ex post Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in Days)
Swiss Shares SBD 100 17.49% -0.09 7.93% (n.a.) -0.13 1.24 -0.01 -18.50% N.a.
Benchmark 11.95%              
LOB-Mix 8.81% 0.37 0.76% -0.70 0.95 0.00 -8.46% N.a.
Benchmark 8.49%              
LOB-Mix Plus 30 8.40% 0.06 8.18% -0.20 1.07 -0.02 -8.77% N.a.
Benchmark 1.67%              
Swiss real estate 1.53%              
Benchmark 0.62%              
Romandie real estate 1.73%              
Benchmark 0.62%              
Mortgages Switzerland 0.12%              
Benchmark 5.61%              
3 years
01.10.2017 - 30.09.2020 Volatility Sharpe Ratio Tracking Error ex post Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in Days)
Swiss Shares SBD 100 13.66% 0.05 5.91% -0.26 1.08 -0.02 -18.50% N.a.
Benchmark 11.14%              
LOB-Mix 5.85% 0.95 0.72% -1.29 0.99 -0.01 -8.46% N.a.
Benchmark 5.70%              
LOB-Mix Plus 30 6.21% 0.28 4.85% -0.45 1.14 -0.03 -8.77% N.a.
Benchmark 3.34%              
Swiss real estate 1.52%              
Benchmark 0.42%              
Romandie real estate 1.65%              
Benchmark 0.42%              
Mortgages Switzerland N.a.              
Benchmark N.a.              
5 years
01.10.2015 - 30.09.2020 Volatility Sharpe Ratio Tracking Error ex post Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in Days)
Swiss Shares SBD 100 12.18% 0.54 5.45% 0.57 1.02 0.03 -18.50% N.a.
Benchmark 10.48%              
LOB-Mix 5.08% 1.21 0.58% -1.24 1.00 -0.01 -11.23% 1187
Benchmark 4.96%              
LOB-Mix Plus 30 5.35% 0.69 3.89% -0.17 1.08 -0.01 -8.77% N.a.
Benchmark 3.36%              
Swiss real estate 1.59%              
Benchmark 0.53%              
Romandie real estate N.a.              
Benchmark N.a.              
Mortgages Switzerland N.a.              
Benchmark N.a.              
10 years
01.10.2010 - 30.09.2020 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 4.40% 1.50 0.45% -1.56 1.00 -0.01 -12.50% 1309
Benchmark 4.33%              
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.