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Risk ratios

Risk ratios 1 year
31.03.2025 - 31.03.2026
  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 3.42% 1.15 0.96% 0.14 0.91 0.00 -2.14 N.a. 6.11
Benchmark 3.32%                
LOB-Mix Plus 35 3.84% 1.17 0.94% 0.20 0.95 0.00 -2.24 N.a. 6.71
Benchmark 3.58%                
Swiss real estate 2.92%                
Benchmark 2.17%                
Romandie real estate 3.04%                
Benchmark 2.19%                
Mortgages Switzerland 2.30%                
Benchmark 2.43%                
Risk ratios 3 years
31.03.2023 - 31.03.2026
  Volatility Sharpe Ratio Tracking Error Ex post Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in days)
LOB-Mix 5.13% 1.56 0.70% -0.12 0.94 0.00 -2.16 30
Benchmark 3.43%              
LOB-Mix Plus 35 3.68% 1.50 0.88% -0.15 0.95 0.00 -2.57 123
Benchmark 3.65%              
Swiss real estate 2.39%              
Benchmark 1.69%              
Romandie real estate 2.19%              
Benchmark 1.68%              
Mortgages Switzerland 2.40%              
Benchmark 2.45%              
Risk ratios 5 years
31.03.2021 - 31.03.2026
  Volatility Sharpe Ratio Tracking Error Ex post Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in days)
LOB-Mix 5.08% 0.47 0.60% -0.24 0.99 0.00 -11.76 670
Benchmark 5.02%              
LOB-Mix Plus 35 5.03% 0.52 0.88% -0.67 0.97 0.00 -11.29 639
Benchmark 5.04%              
Swiss real estate 2.18%              
Benchmark 1.38%              
Romandie real estate 2.08%              
Benchmark 1.36%              
Mortgages Switzerland 2.50%              
Benchmark 3.89%              
Risk ratios 10 years
31.03.2016 - 31.03.2026
  Volatility Sharpe Ratio Tracking Error Ex post (ex ante) Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in days)
LOB-Mix 5.08% 0.62 0.59% -0.71 1.00 0.00 -11.76 670
Benchmark 5.00%              
LOB-Mix Plus 35 5.26% 1.17 1.51% -0.37 1.04 0.04 -11.29 639
Benchmark 4.78%              
Swiss real estate 1.94%              
Benchmark 1.05%              
Romandie real estate 2.08%              
Benchmark 1.36%              
Mortgages Switzerland n.a.              
Benchmark n.a.