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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
01.07.2019 - 30.06.2020	Volatility	Sharpe Ratio	Tracking Error ex post	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in Days)
Swiss Shares SBD 100	17.15%	-0.25%	4.70% (n.a.)	-1.01	0.83	-0.05	-18.50%	N.a.
Benchmark	11.87%
LOB-Mix	8.93%	0.07%	0.83%	-0.65	0.94	0.00	-8.46%	N.a.
Benchmark	8.67%
LOB-Mix Plus 30	8.31%	-0.12	8.01%	-0.31	1.14	-0.03	-8.77%	N.a.
Benchmark	1.83%
Swiss real estate	1.53%
Benchmark	0.68%
Romandie real estate	1.51%
Benchmark	0.42%
Mortgages Switzerland	0.97%
Benchmark	5.85%

3 years
01.07.2017 - 30.06.2020	Volatility	Sharpe Ratio	Tracking Error ex post	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in Days)
Swiss Shares SBD 100	13.64%	0.14	5.75%	-0.32	1.07	-0.02	-18.50%	N.a.
Benchmark	11.24%
LOB-Mix	5.86%	0.44	0.70%	-1.24	0.99	-0.01	-8.46%	N.a.
Benchmark	5.70%
LOB-Mix Plus 30	6.21%	0.13	4.75%	-0.49	1.18	-0.03	-8.77%	N.a.
Benchmark	3.35%
Swiss real estate	1.53%
Benchmark	0.47%
Romandie real estate	1.56%
Benchmark	0.37%
Mortgages Switzerland	N.a.
Benchmark	N.a.

5 years
01.07.2015 - 30.06.2020	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	5.27%	0.51	0.56%	-1.33	1.00	-0.01	-11.23%	1187
Benchmark	5.14%
LOB-Mix Plus 30	5.67%	0.36	3.84%	-0.24	1.06	-0.01	-8.77%	N.a.
Benchmark	3.88%
Swiss real estate	1.58%
Benchmark	0.57%
Romandie real estate	N.a.
Benchmark	N.a.
Mortgages Switzerland	N.a.
Benchmark	N.a.

10 years
01.07.2010 - 30.06.2020	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	4.42%	0.80	0.44%	-1.59	1.00	-0.01	-12.50%	1309
Benchmark	4.36%
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.