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Risk ratios

Risk ratios 1 year
01.01.2024 - 31.12.2024
  Volatility Sharpe Ratio Tracking Error Ex post (ex ante) Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in days) Modified Duration
Swiss Shares SBD 100 ESG 10.45% 0.88 6.22% 0.26 0.74 0.04 -4.05 31  
Benchmark 10.81%                
LOB-Mix 3.46% 1.04 0.77% -0.23 0.93 0.00 -2.04 123 6.89
Benchmark 3.37%                
LOB-Mix Plus 35 3.93% 1.02 0.90% -0.01 0.98 0.00 -2.57 123 6.79
Benchmark 3.63%                
Swiss real estate 2.51%                
Benchmark 2.11%                
Romandie real estate 2.77%                
Benchmark 2.11%                
Mortgages Switzerland 2.25%                
Benchmark 2.02%                
Risk ratios 3 years
01.01.2022 - 31.12.2024
  Volatility Sharpe Ratio Tracking Error Ex post Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in days)
Swiss Shares SBD 100 ESG 10.25% 1.50 4.79% 0.52 0.85 0.04 -8.40 92
Benchmark 10.43%              
LOB-Mix 4.13% 1.51 0.64% -0.10 0.96 0.00 -2.67 31
Benchmark 4.16%              
LOB-Mix Plus 35 4.15% 1.52 0.87% -0.18 0.93 0.00 -2.57 123
Benchmark 4.23%              
Swiss real estate 2.30%              
Benchmark 1.53%              
Romandie real estate 2.06%              
Benchmark 1.53%              
Mortgages Switzerland 2.71%              
Benchmark 3.10%              
Risk ratios 5 years
01.01.2020 - 31.12.2024
  Volatility Sharpe Ratio Tracking Error Ex post Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in days)
Swiss Shares SBD 100 ESG 12.78% 0.80 4.26% 0.04 0.94 0.01 -23.54 854
Benchmark 12.59%              
LOB-Mix 5.27% 0.59 0.56% -0.25 0.99 0.00 -11.76 670
Benchmark 5.21%              
LOB-Mix Plus 35 5.21% 0.68 0.91% -0.38 0.96 0.00 -11.29 639
Benchmark 5.28%              
Swiss real estate 2.14%              
Benchmark 1.22%              
Romandie real estate 2.00%              
Benchmark 1.22%              
Mortgages Switzerland 2.41%              
Benchmark 3.84%              
Risk ratios 10 years
01.01.2015 - 31.12.2024
  Volatility Sharpe Ratio Tracking Error Ex post (ex ante) Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in days)
Swiss Shares SBD 100 ESG 12.45% 1.03 4.89% 0.33 0.98 0.02 -23.54 854
Benchmark 11.54%              
LOB-Mix 5.15% 0.61 0.58% -0.79 1.00 0.00 -11.76 670
Benchmark 5.06%              
LOB-Mix Plus 35 5.26% 0.76 1.51% -0.37 1.04 0.04 -11.29 639
Benchmark 4.80%              
Swiss real estate 1.88%              
Benchmark 0.96%              
Romandie real estate n.a.              
Benchmark n.a.              
Mortgages Switzerland n.a.              
Benchmark n.a.