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Risk ratios

1 year
01.10.2021 - 30.09.2022 Volatility Sharpe Ratio Tracking Error ex post Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in Days)
Swiss Shares SBD 100 16.15% -1.28 2.43% -2.31 0.95 -0.06 -23.54 n.a.
Benchmark 15.36%              
LOB-Mix 6.97% -1.36 0.44% -1.41 0.94 -0.01 -11.76 n.a.
Benchmark 6.79%              
LOB-Mix Plus 35 6.87% -1.29 0.60% -2.31 0.92 -0.02 -11.29 n.a.
Benchmark 6.81%              
Swiss real estate 2.04%              
Benchmark 0.34%              
Romandie real estate 1.52%              
Benchmark 0.34%              
Mortgages Switzerland 1.65%              
Benchmark 5.32%              
3 years
01.10.2019 - 30.09.2022 Volatility Sharpe Ratio Tracking Error ex post Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in Days)
Swiss Shares SBD 100 16.21% -0.15 5.16% -0.46 1.05 -0.02 -23.54 n.a.
Benchmark 14.21%              
LOB-Mix 7.23% -0.06 0.55% -0.89 1.00 0.00 -11.76 n.a.
Benchmark 7.01%              
LOB-Mix Plus 35 7.03% 0.07 1.57% -0.66 1.04 -0.01 -11.29 n.a.
Benchmark 6.42%              
Swiss real estate 1.78%              
Benchmark 0.46%              
Romandie real estate 1.86%              
Benchmark 0.46%              
Mortgages Switzerland 1.33%              
Benchmark 4.69%              
5 years
01.10.2017 - 30.09.2022 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% 0.00 4.97% -0.44 1.04 -0.02 -23.54 n.a.
Benchmark 12.93%              
LOB-Mix 6.10% 0.23 0.61% -1.20 1.00 -0.01 -11.76 n.a.
Benchmark 5.95%              
LOB-Mix Plus 35 6.25% 0.27 1.72% -0.92 1.07 -0.02 -11.29 n.a.
Benchmark 5.55%              
Swiss real estate 1.68%              
Benchmark 0.40%              
Romandie real estate 1.77%              
Benchmark 0.40%              
Mortgages Switzerland N.a.              
Benchmark N.a.              
10 years
01.10.2012 - 30.09.2022 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 5.10% 0.61 0.47% -1.35 1.01 -0.01 -12.50 1309
Benchmark 5.00%              
LOB-Mix Plus 35 N.a.              
Benchmark N.a.              
Swiss real estate 1.69%              
Benchmark 0.47%              
Romandie real estate N.a.              
Benchmark N.a.              
Mortgages Switzerland N.a.              
Benchmark N.a.