01.01.2020 - 31.12.2020 | Volatility | Sharpe Ratio | Tracking Error ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in Days) |
---|---|---|---|---|---|---|---|---|
Swiss Shares SBD 100 | 20.54% | -0.12 | 7.99% (n.a.) | -0.05 | 1.11 | 0.00 | -18.50% | 244 |
Benchmark | 15.86% | |||||||
LOB-Mix | 9.31% | 0.55 | 0.67% | -1.45 | 0.95 | -0.01 | -8.46% | 244 |
Benchmark | 8.98% | |||||||
LOB-Mix Plus 30 | 9.06% | -0.02 | 2.40% | -0.76 | 1.09 | -0.02 | -8.77% | 244 |
Benchmark | 7.45% | |||||||
Swiss real estate | 1.76% | |||||||
Benchmark | 0.63% | |||||||
Romandie real estate | 1.76% | |||||||
Benchmark | 0.63% | |||||||
Mortgages Switzerland | 0.10% | |||||||
Benchmark | 5.47% |
01.01.2018 - 31.12.2020 | Volatility | Sharpe Ratio | Tracking Error ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in Days) |
---|---|---|---|---|---|---|---|---|
Swiss Shares SBD 100 | 14.98% | 0.04 | 5.90% | -0.18 | 1.06 | -0.01 | -18.50% | 244 |
Benchmark | 12.64% | |||||||
LOB-Mix | 6.13% | 0.94 | 0.72% | -1.20 | 0.99 | -0.01 | -8.46% | 244 |
Benchmark | 5.98% | |||||||
LOB-Mix Plus 30 | 6.47% | 0.09 | 2.05% | -0.91 | 1.14 | -0.02 | -8.77% | 244 |
Benchmark | 5.28% | |||||||
Swiss real estate | 1.61% | |||||||
Benchmark | 0.43% | |||||||
Romandie real estate | 1.60% | |||||||
Benchmark | 0.43% | |||||||
Mortgages Switzerland | N.a. | |||||||
Benchmark | N.a. |
01.01.2016 - 31.12.2020 | Volatility | Sharpe Ratio | Tracking Error ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in Days) |
---|---|---|---|---|---|---|---|---|
Swiss Shares SBD 100 | 12.66% | 0.38 | 5.34% | 0.50 | 1.01 | 0.03 | -18.50% | 244 |
Benchmark | 11.22% | |||||||
LOB-Mix | 5.02% | 1.24 | 0.58% | -1.25 | 1.00 | -0.01 | -9.49% | 1095 |
Benchmark | 4.91% | |||||||
LOB-Mix Plus 30 | 5.42% | 0.43 | 1.96% | -0.29 | 1.13 | -0.01 | -8.77% | 244 |
Benchmark | 4.44% | |||||||
Swiss real estate | 1.68% | |||||||
Benchmark | 0.54% | |||||||
Romandie real estate | N.a. | |||||||
Benchmark | N.a. | |||||||
Mortgages Switzerland | N.a. | |||||||
Benchmark | N.a. |
01.01.2011 - 31.12.2020 | 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 | 4.49% | 1.53 | 0.45% | -1.59 | 1.00 | -0.01 | -12.50% | 1309 |
Benchmark | 4.41% | |||||||
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. |