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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
01.04.2022 - 31.03.2023	Volatility	Sharpe Ratio	Tracking Error ex post	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in Days)
Swiss Shares SBD 100 ESG	16.95%	-0.88	4.12%	0.20%	1.00	0.01	-17.52	n.a.
Benchmark	15.19%
LOB-Mix	8.65%	-0.95	0.58%	-0.29	0.95	-0.01	-7.76	n.a.
Benchmark	8.33%
LOB-Mix Plus 35	8.21%	-1.01	0.46%	-1.80	0.92	-0.01	-7.87	n.a.
Benchmark	8.13%
Swiss real estate	2.24%
Benchmark	0.72%
Romandie real estate	1.39%
Benchmark	0.72%
Mortgages Switzerland	1.02%
Benchmark	6.42%

3 years
01.04.2020 - 31.03.2023	Volatility	Sharpe Ratio	Tracking Error ex post	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in Days)
Swiss Shares SBD 100 ESG	14.51%	0.01	3.71%	0.22	0.99	0.01	-23.54	n.a.
Benchmark	13.82%
LOB-Mix	6.55%	-0.20	0.47%	-0.51	1.00	0.00	-11.76	n.a.
Benchmark	6.37%
LOB-Mix Plus 35	6.26%	-0.09	0.95%	-0.31	0.96	0.00	-11.29	n.a.
Benchmark	6.29%
Swiss real estate	1.82%
Benchmark	0.59%
Romandie real estate	1.80%
Benchmark	0.59%
Mortgages Switzerland	1.56%
Benchmark	4.40%

5 years
01.04.2018 - 31.03.2023	Volatility	Sharpe Ratio	Tracking Error ex post	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in Days)
Swiss Shares SBD 100 ESG	14.77%	-0.28	5.00%	-0.42	1.03	-0.02	-23.54	n.a.
Benchmark	13.23%
LOB-Mix	6.42%	-0.37	0.64%	-0.96	1.01	-0.01	-11.76	n.a.
Benchmark	5.87%
LOB-Mix Plus 35	6.50%	-0.33	1.66%	-0.92	1.06	-0.01	-11.29	n.a.
Benchmark	5.87%
Swiss real estate	1.72%
Benchmark	0.50%
Romandie real estate	1.69%
Benchmark	0.50%
Mortgages Switzerland	N.a.
Benchmark	N.a.

10 years
01.04.2013 - 31.03.2023	Volatility	Sharpe Ratio	Tracking Error ex post	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in Days)
Swiss Shares SBD 100 ESG	N.a.
Benchmark	N.a.
LOB-Mix	5.31%	-0.28	0.49%	-1.27	1.01	-0.01	-12.50	1309
Benchmark	5.20%
LOB-Mix Plus 35	5.47%	-0.16	1.58%	-0.51	1.02	0.03	-11.29	N.a.
Benchmark	5.06%
Swiss real estate	1.66%
Benchmark	0.52%
Romandie real estate	N.a.
Benchmark	N.a.
Mortgages Switzerland	N.a.
Benchmark	N.a.