31.12.2022 - 31.12.2023 | Volatility | Sharpe Ratio | Tracking Error ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in Days) |
---|---|---|---|---|---|---|---|---|
Swiss Shares SBD 100 ESG | 11.61% | 0.96 | 4.63% | 1.01 | 0.89 | 0.05 | -8.40 | n.a. |
Benchmark | 10.92% | |||||||
LOB-Mix | 4.53% | -0.08 | 0.38% | 0.17 | 0.90 | 0.00 | -2.16 | 30 |
Benchmark | 4.63% | |||||||
LOB-Mix Plus 35 | 4.59% | -0.23 | 0.73% | -0.11 | 0.91 | 0.00 | -2.68 | 61 |
Benchmark | 4.59% | |||||||
Swiss real estate | 4.29% | -0.31 | 0.68% | -0.43 | 0.85 | 0.00 | -2.51 | 61 |
Benchmark | 4.58% | |||||||
Romandie real estate | 1.51% | |||||||
Benchmark | 0.91% | |||||||
Mortgages Switzerland | 1.72% | |||||||
Benchmark | 0.91% |
31.12.2020 - 31.12.2023 | Volatility | Sharpe Ratio | Tracking Error ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in Days) |
---|---|---|---|---|---|---|---|---|
Swiss Shares SBD 100 ESG | 13.46% | 0.55 | 3.77% | -0.25 | 0.96 | -0.01 | -23.54 | n.a. |
Benchmark | 13.11% | |||||||
LOB-Mix | 6.04% | -1.06 | 0.41% | -0.51 | 0.99 | 0.00 | -11.76 | n.a. |
Benchmark | 5.93% | |||||||
LOB-Mix Plus 35 | 5.87% | -1.05 | 0.80% | -1.02 | 0.96 | -0.01 | -11.29 | n.a. |
Benchmark | 5.91% | |||||||
Swiss real estate | 5.79% | -1.08 | 0.80% | -1.11 | 0.95 | -0.01 | -11.29 | n.a. |
Benchmark | 5.91% | |||||||
Romandie real estate | 1.67% | |||||||
Benchmark | 0.78% | |||||||
Mortgages Switzerland | 1.86% | |||||||
Benchmark | 0.78% |
31.12.2018 - 31.12.2023 | Volatility | Sharpe Ratio | Tracking Error ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in Days) |
---|---|---|---|---|---|---|---|---|
Swiss Shares SBD 100 ESG | 14.64% | 0.55 | 4.86% | -0.08 | 1.05 | -0.01 | -23.54 | n.a. |
Benchmark | 12.97% | |||||||
LOB-Mix | 6.45% | -0.65 | 0.61% | -0.71 | 1.00 | 0.00 | -11.76 | n.a. |
Benchmark | 6.35% | |||||||
LOB-Mix Plus 35 | 6.37% | -0.56 | 1.48% | -0.52 | 1.04 | -0.01 | -11.29 | n.a. |
Benchmark | 5.88% | |||||||
Swiss real estate | 1.63% | |||||||
Benchmark | 0.70% | |||||||
Romandie real estate | 1.71% | |||||||
Benchmark | 0.70% | |||||||
Mortgages Switzerland | 0.47% | |||||||
Benchmark | 1.26% |
31.12.2013 - 31.12.2023 | 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 | 5.27% | -0.80 | 0.48% | -1.22 | 1.01 | -0.01 | -12.50 | 1309 |
Benchmark | 5.18% | |||||||
LOB-Mix Plus 35 | 5.34% | -0.64 | 1.59% | -0.43 | 1.02 | 0.04 | -11.29 | n.a. |
Benchmark | 5.03% | |||||||
Swiss real estate | 5.40% | -0.65 | 1.59% | -0.44 | 1.02 | 0.04 | -11.29 | n.a. |
Benchmark | 5.03% | |||||||
Romandie real estate | 1.61% | |||||||
Benchmark | 0.63% | |||||||
Mortgages Switzerland | n.a. | |||||||
Benchmark | n.a. |