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Risk ratios

1 year
01.04.2022 - 31.03.2023 Volatility Sharpe Ratio Tracking Error ex post Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in Days)
Swiss Shares SBD 100 ESG 16.95% -0.88 4.12% 0.20% 1.00 0.01 -17.52 n.a.
Benchmark 15.19%              
LOB-Mix 8.65% -0.95 0.58% -0.29 0.95 -0.01 -7.76 n.a.
Benchmark 8.33%              
LOB-Mix Plus 35 8.21% -1.01 0.46% -1.80 0.92 -0.01 -7.87 n.a.
Benchmark 8.13%              
Swiss real estate 2.24%              
Benchmark 0.72%              
Romandie real estate 1.39%              
Benchmark 0.72%              
Mortgages Switzerland 1.02%              
Benchmark 6.42%              
3 years
01.04.2020 - 31.03.2023 Volatility Sharpe Ratio Tracking Error ex post Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in Days)
Swiss Shares SBD 100 ESG 14.51% 0.01 3.71% 0.22 0.99 0.01 -23.54 n.a.
Benchmark 13.82%              
LOB-Mix 6.55% -0.20 0.47% -0.51 1.00 0.00 -11.76 n.a.
Benchmark 6.37%              
LOB-Mix Plus 35 6.26% -0.09 0.95% -0.31 0.96 0.00 -11.29 n.a.
Benchmark 6.29%              
Swiss real estate 1.82%              
Benchmark 0.59%              
Romandie real estate 1.80%              
Benchmark 0.59%              
Mortgages Switzerland 1.56%              
Benchmark 4.40%              
5 years
01.04.2018 - 31.03.2023 Volatility Sharpe Ratio Tracking Error ex post Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in Days)
Swiss Shares SBD 100 ESG 14.77% -0.28 5.00% -0.42 1.03 -0.02 -23.54 n.a.
Benchmark 13.23%              
LOB-Mix 6.42% -0.37 0.64% -0.96 1.01 -0.01 -11.76 n.a.
Benchmark 5.87%              
LOB-Mix Plus 35 6.50% -0.33 1.66% -0.92 1.06 -0.01 -11.29 n.a.
Benchmark 5.87%              
Swiss real estate 1.72%              
Benchmark 0.50%              
Romandie real estate 1.69%              
Benchmark 0.50%              
Mortgages Switzerland N.a.              
Benchmark N.a.              
10 years
01.04.2013 - 31.03.2023 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 5.31% -0.28 0.49% -1.27 1.01 -0.01 -12.50 1309
Benchmark 5.20%              
LOB-Mix Plus 35 5.47% -0.16 1.58% -0.51 1.02 0.03 -11.29 N.a.
Benchmark 5.06%              
Swiss real estate 1.66%              
Benchmark 0.52%              
Romandie real estate N.a.              
Benchmark N.a.              
Mortgages Switzerland N.a.              
Benchmark N.a.