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Key figures Risk ratios

Risk ratios

Risk ratios 1 year

Risk ratios 3 years

Risk ratios 5 years

Risk ratios 10 years

1 year
01.04.2019 - 31.03.2020	Volatility	Sharpe Ratio	Tracking Error ex post	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in Days)
Swiss Shares SBD 100	17.72%	-0.77%	5.27% (n.a.)	-0.91	0.74	-0.07	-18.50%	N.a.
Benchmark	11.87%
LOB-Mix	8.05%	-0.37%	0.90%	-1.12	0.94	-0.01	-8.46%	N.a.
Benchmark	7.79%
LOB-Mix Plus 30	8.23%	-0.94	6.74%	-0.33	1.93	0.03	-8.77%	N.a.
Benchmark	2.64%
Swiss real estate	1.52%
Benchmark	0.42%
Romandie real estate	1.54%
Benchmark	0.42%
Mortgages Switzerland	1.08%
Benchmark	5.64%

3 years
01.04.2017 - 31.03.2020	Volatility	Sharpe Ratio	Tracking Error ex post	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in Days)
Swiss Shares SBD 100	13.45%	-0.45	5.76%	-0.36	1.07	-0.02	-18.50%	N.a.
Benchmark	11.07%
LOB-Mix	5.39%	0.13	0.68%	-1.48	0.98	-0.01	-3.80%	59
Benchmark	5.28%
LOB-Mix Plus 30	5.99%	-0.79	4.15%	-0.51	1.27	-0.01	-6.26%	120
Benchmark	3.40%
Swiss real estate	1.53%
Benchmark	0.36%
Romandie real estate	1.69%
Benchmark	0.36%
Mortgages Switzerland	N.a.
Benchmark	N.a.

5 years
01.04.2015 - 31.03.2020	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	5.04%	0.20	0.55%	-1.48	1.00	-0.01	-12.50%	1309
Benchmark	4.95%
LOB-Mix Plus 30	5.53%	-0.73	3.43%	-0.26	1.06	-0.01	-8.77%	N.a.
Benchmark	4.04%
Swiss real estate	1.58%
Benchmark	0.52%
Romandie real estate	N.a.
Benchmark	N.a.
Mortgages Switzerland	N.a.
Benchmark	N.a.

10 years
01.04.2010 - 31.03.2020	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	4.29%	0.64	0.44%	-1.69	1.00	-0.01	-12.50%	1309
Benchmark	4.23%
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.