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% |
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% |
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. |
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. |