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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	14.36%	1.22	3.63% (n.a.)	0.18	0.86	0.03	-5.70	30
Benchmark	15.92%
LOB-Mix	5.06%	2.10	0.36%	-0.35	0.93	0.01	-1.86%	30
Benchmark	4.93%
LOB-Mix Plus 30	4.88%	1.98	1.19%	0.21	0.80	0.02	-1.91%	30
Benchmark	5.42%
Swiss real estate	2.00%
Benchmark	0.5%
Romandie real estate	2.49%
Benchmark	0.50%
Mortgages Switzerland	0.08%
Benchmark	1.71%

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	15.31%	0.55	5.67%	-0.34	1.07	-0.03	-18.50	244
Benchmark	12.94%
LOB-Mix	6.30%	1.25	0.72%	-1.03	0.99	-0.01	-8.46%	244
Benchmark	4.93%
LOB-Mix Plus 30	6.47%	0.92	1.99%	-0.63	-0.63	1.10	-0.02	244
Benchmark	5.45%
Swiss real estate	1.65%
Benchmark	0.53%
Romandie real estate	1.83%
Benchmark	0.53%
Mortgages Switzerland	N.a.
Benchmark	N.a.

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	12.78%	0.83	5.16%	0.16	1.01	0.01	-18.50%	244
Benchmark	11.36%
LOB-Mix	5.23%	1.26	0.59%	-1.18	1.00	-0.01	-8.46	244
Benchmark	5.11%
LOB-Mix Plus 30	5.54%	0.97	1.93%	0.97	1.10	-0.02	-8.77	244
Benchmark	4.64%
Swiss real estate	1.70%
Benchmark	0.51%
Romandie real estate	3.26%
Benchmark	0.51%
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	4.54%	1.28	0.46%	-1.42	1.01	-0.01	-12.50%	1309
Benchmark	4.46%
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.