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Risk ratios

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.