I am searching for

I am interested in

?

The “Search” function is not available at the moment, please try again later.

Please get in contact with us. To contact form

Menu
Investment foundation

Main navigation is visible only on desktop.

DE

FR

IT

Search

Key figures Risk ratios

Risk ratios

Risk ratios 1 year

Risk ratios 3 years

Risk ratios 5 years

Risk ratios 10 years

1 year
01.01.2020 - 31.12.2020	Volatility	Sharpe Ratio	Tracking Error ex post	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in Days)
Swiss Shares SBD 100	20.54%	-0.12	7.99% (n.a.)	-0.05	1.11	0.00	-18.50%	244
Benchmark	15.86%
LOB-Mix	9.31%	0.55	0.67%	-1.45	0.95	-0.01	-8.46%	244
Benchmark	8.98%
LOB-Mix Plus 30	9.06%	-0.02	2.40%	-0.76	1.09	-0.02	-8.77%	244
Benchmark	7.45%
Swiss real estate	1.76%
Benchmark	0.63%
Romandie real estate	1.76%
Benchmark	0.63%
Mortgages Switzerland	0.10%
Benchmark	5.47%

3 years
01.01.2018 - 31.12.2020	Volatility	Sharpe Ratio	Tracking Error ex post	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in Days)
Swiss Shares SBD 100	14.98%	0.04	5.90%	-0.18	1.06	-0.01	-18.50%	244
Benchmark	12.64%
LOB-Mix	6.13%	0.94	0.72%	-1.20	0.99	-0.01	-8.46%	244
Benchmark	5.98%
LOB-Mix Plus 30	6.47%	0.09	2.05%	-0.91	1.14	-0.02	-8.77%	244
Benchmark	5.28%
Swiss real estate	1.61%
Benchmark	0.43%
Romandie real estate	1.60%
Benchmark	0.43%
Mortgages Switzerland	N.a.
Benchmark	N.a.

5 years
01.01.2016 - 31.12.2020	Volatility	Sharpe Ratio	Tracking Error ex post	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in Days)
Swiss Shares SBD 100	12.66%	0.38	5.34%	0.50	1.01	0.03	-18.50%	244
Benchmark	11.22%
LOB-Mix	5.02%	1.24	0.58%	-1.25	1.00	-0.01	-9.49%	1095
Benchmark	4.91%
LOB-Mix Plus 30	5.42%	0.43	1.96%	-0.29	1.13	-0.01	-8.77%	244
Benchmark	4.44%
Swiss real estate	1.68%
Benchmark	0.54%
Romandie real estate	N.a.
Benchmark	N.a.
Mortgages Switzerland	N.a.
Benchmark	N.a.

10 years
01.01.2011 - 31.12.2020	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	4.49%	1.53	0.45%	-1.59	1.00	-0.01	-12.50%	1309
Benchmark	4.41%
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.