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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
01.07.2020 - 30.06.2021	Volatility	Sharpe Ratio	Tracking Error ex post	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in Days)
Swiss Shares SBD 100	10.83%	1.76	3.22%	-1.57	0.80	0.00	-5.70	92
Benchmark	11.91%
LOB-Mix	3.83%	2.62	0.44%	-1.03	0.97	0.00	-1.86	92
Benchmark	3.62%
LOB-Mix Plus 30	3.64%	2.27	1.13%	-1.19	0.81	0.00	-1.91	92
Benchmark	3.96%
Swiss real estate	1.50%
Benchmark	0.61%
Romandie real estate	2.36%
Benchmark	0.61%
Mortgages Switzerland	0.03%
Benchmark	0.72%

3 years
01.07.2018 - 30.06.2021	Volatility	Sharpe Ratio	Tracking Error ex post	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in Days)
Swiss Shares SBD 100	14.50%	1.25	5.42%	-0.23	1.07	-0.03	-18.50	244
Benchmark	12.32%
LOB-Mix	6.11%	1.55	0.71%	-0.95	0.99	-0.01	-8.46	244
Benchmark	5.97%
LOB-Mix Plus 30	6.12%	1.32	1.86%	-0.45	1.10	-0.02	-8.77	244
Benchmark	5.19%
Swiss real estate	1.55%
Benchmark	0.56%
Romandie real estate	1.80%
Benchmark	0.56%
Mortgages Switzerland	0.23%
Benchmark	1.06%

5 years
01.07.2016 - 30.06.2021	Volatility	Sharpe Ratio	Tracking Error ex post	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in Days)
Swiss Shares SBD 100	12.95%	1.02	4.97%	-0.07	1.03	-0.01	-18.50%	244
Benchmark	11.41%
LOB-Mix	5.16%	1.40	0.59%	-1.21	1.00	-0.01	-8.46	244
Benchmark	5.03%
LOB-Mix Plus 30	5.50%	0.97	1.90%	-0.75	1.13	-0.02	-8.77	244
Benchmark	4.54%
Swiss real estate	1.55%
Benchmark	0.53%
Romandie real estate	2.63%
Benchmark	0.53%
Mortgages Switzerland	N.a.
Benchmark	N.a.

10 years
01.07.2011 - 30.06.2021	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	4.52%	1.63	0.46%	-1.41	1.01	-0.01	-12.50%	1309
Benchmark	4.43%
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.