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Risk ratios

Risk ratios 1 year
01.01.2025 - 31.12.2025
  Volatility Sharpe Ratio Tracking Error Ex post (ex ante) Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in days) Modified Duration
LOB-Mix 3.13% 1.40 0.81% -0.31 0.96 0.00 -2.04 123 6.07
Benchmark 2.89%                
LOB-Mix Plus 35 3.71% 1.47 0.97% -0.46 1.01 -0.01 -2.57 123 6.33
Benchmark 3.25%                
Swiss real estate 2.92%                
Benchmark 2.15%                
Romandie real estate 3.04%                
Benchmark 2.16%                
Mortgages Switzerland 2.00%                
Benchmark 2.01%                
Risk ratios 3 years
01.01.2023 - 31.12.2025
  Volatility Sharpe Ratio Tracking Error Ex post Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in days)
LOB-Mix 3.52% 1.81 0.67% -0.20 0.94 0.00 -2.16 30
Benchmark 3.57%              
LOB-Mix Plus 35 3.61% 1.83 0.90% -0.23 0.93 0.00 -2.57 123
Benchmark 3.66%              
Swiss real estate 2.45%              
Benchmark 1.65%              
Romandie real estate 2.19%              
Benchmark 1.63%              
Mortgages Switzerland 2.46%              
Benchmark 2.69%              
Risk ratios 5 years
01.01.2021 - 31.12.2025
  Volatility Sharpe Ratio Tracking Error Ex post Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in days)
LOB-Mix 5.07% 0.57 0.58% -0.34 0.99 0.00 -11.76 670
Benchmark 4.99%              
LOB-Mix Plus 35 4.98% 0.66 0.88% -0.63 0.96 0.00 -11.29 639
Benchmark 5.02%              
Swiss real estate 2.18%              
Benchmark 1.33%              
Romandie real estate 2.08%              
Benchmark 1.29%              
Mortgages Switzerland 2.44%              
Benchmark 3.86%              
Risk ratios 10 years
01.01.2016 - 31.12.2025
  Volatility Sharpe Ratio Tracking Error Ex post (ex ante) Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in days)
LOB-Mix 5.02% 0.62 0.58% -0.79 1.00 0.00 -11.76 670
Benchmark 4.93%              
LOB-Mix Plus 35 5.19% 0.77 1.51% -0.37 1.04 0.04 -11.29 639
Benchmark 4.72%              
Swiss real estate 1.94%              
Benchmark 1.02%              
Romandie real estate n.a.              
Benchmark n.a.              
Mortgages Switzerland n.a.              
Benchmark n.a.