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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
01.01.2019 - 31.12.2019	Volatility	Sharpe Ratio	Tracking Error ex post	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in Days)
Swiss Shares SBD 100	10.24%	3.29%	4.63% (n.a.)	0.39	0.68	0.12	-2.66%	30
Benchmark	8.07%
LOB-Mix	10.46%	3.44	0.97%	-0.60	0.82	0.02	-0.89%	30
Benchmark	11.05%
LOB-Mix Plus 30	4.35%	3.49	1.92%	0.40	1.06	0.00	-1.31%	30
Benchmark	3.41%
Swiss real estate	1.63%
Benchmark	0.35%
Romandie real estate	1.25%
Benchmark	0.35%
Mortgages Switzerland	1.05
Benchmark	2.66

3 years
01.01.2017 - 31.12.2019	Volatility	Sharpe Ratio	Tracking Error ex post	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in Days)
Swiss Shares SBD 100	10.53%	1.43	4.21%	0.27	0.98	0.01	-14.17%	120
Benchmark	9.57%
LOB-Mix	3.56%	1.86	0.63%	-1.16	0.95	0.00	-3.80%	59
Benchmark	3.60%
LOB-Mix Plus 30	4.55%	1.47	1.97%	-0.66	1.17	-0.03	-6.26%	120
Benchmark	3.46%
Swiss real estate	1.54%
Benchmark	0.37%
Romandie real estate	2.99%
Benchmark	0.37%
Mortgages Switzerland	N.a.
Benchmark	N.a.

5 years
01.01.2015 - 31.12.2019	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	4.10%	1.38	0.52%	-1.38	0.98	-0.01	-12.50%	1309
Benchmark	4.07%
LOB-Mix Plus 30	4.70%	1.28	1.97%	-0.17	0.98	0.00	-6.26%	120
Benchmark	4.33%
Swiss real estate	1.58%
Benchmark	0.52%
Romandie real estate	N.a.
Benchmark	N.a.
Mortgages Switzerland	N.a.
Benchmark	N.a.

10 years
01.01.2010 - 31.12.2019	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	3.63%	1.79	0.41%	-1.57	0.99	-0.01	-12.50%	1309
Benchmark	3.71%
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.

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