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Risk ratios

Risk ratios 1 year
30.06.2025 - 30.06.2026
  Volatility Sharpe Ratio Tracking Error Ex post (ex ante) Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in days) Modified Duration
LOB-Mix 3.41% 2.25 0.95% -0.49 0.93 0.00 -2.14 61 6.83
Benchmark 3.22%                
LOB-Mix Plus 35 3.57% 2.32 1.01% -1.12 0.89 0.00 -2.24 61 6.59
Benchmark 3.51%                
Swiss real estate 2.46%                
Benchmark 2.17%                
Romandie real estate 2.21%                
Benchmark 2.20%                
Mortgages Switzerland 1.58%                
Benchmark 2.02%                
Risk ratios 3 years
30.06.2023 - 30.06.2026
  Volatility Sharpe Ratio Tracking Error Ex post Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in days)
LOB-Mix 3.53% 1.70 0.72% -0.34 0.95 0.00 -2.16 30
Benchmark 3.57%              
LOB-Mix Plus 35 3.79% 1.69 0.93% -0.43 0.94 0.00 -2.57 123
Benchmark 3.79%              
Swiss real estate 2.52%              
Benchmark 1.73%              
Romandie real estate 2.30%              
Benchmark 1.74%              
Mortgages Switzerland 2.40%              
Benchmark 2.36%              
Risk ratios 5 years
30.06.2021 - 30.06.2026
  Volatility Sharpe Ratio Tracking Error Ex post Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in days)
LOB-Mix 5.10% 0.51 0.62% -0.39 0.99 0.00 -11.76 670
Benchmark 5.03%              
LOB-Mix Plus 35 5.09% 0.58 0.85% -0.79 0.97 0.00 -11.29 639
Benchmark 5.08%              
Swiss real estate 2.25%              
Benchmark 1.43%              
Romandie real estate 1.97%              
Benchmark 1.42%              
Mortgages Switzerland 2.50%              
Benchmark 3.90%              
Risk ratios 10 years
30.06.2016 - 30.06.2026
  Volatility Sharpe Ratio Tracking Error Ex post (ex ante) Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in days)
LOB-Mix 5.10% 0.65 0.61% -0.79 1.00 0.00 -11.76 670
Benchmark 5.01%              
LOB-Mix Plus 35 5.25% 0.76 1.48% -0.56 1.04 0.04 -11.29 639
Benchmark 4.80%              
Swiss real estate 1.99%              
Benchmark 1.08%              
Romandie real estate 1.97%              
Benchmark 1.03%              
Mortgages Switzerland n.a.              
Benchmark n.a.