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Risk ratios

1 year
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 13.00% 2.43 2.91% (n.a.) 3.57 0.89 0.13 -4.86% 30
Benchmark 13.06%              
LOB-Mix 5.34% 2.98 0.45% -0.17 0.93 0.01 -1.33% 30
Benchmark 5.23%              
LOB-Mix Plus 30 4.74% 2.94 1.04% 1.74 0.83 0.04 -1.14% 30
Benchmark 5.17%              
Swiss real estate 1.77%              
Benchmark 0.59%              
Romandie real estate 1.56%              
Benchmark 0.59%              
Mortgages Switzerland 0.10%              
Benchmark 2.02%              
3 years
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% 0.48 5.76% -0.26 1.06 -0.02 -18.50% 244
Benchmark 12.67%              
LOB-Mix 6.18% 1.16 0.72% -1.15 0.99 -0.01 -8.46% 244
Benchmark 6.01%              
LOB-Mix Plus 30 6.51% 0.54 2.05% -0.86 1.14 -0.02 -8.77% 244
Benchmark 5.34%              
Swiss real estate 1.62%              
Benchmark 0.43%              
Romandie real estate 1.53%              
Benchmark 0.43%              
Mortgages Switzerland N.a.              
Benchmark N.a.              
5 years
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 12.61% 0.79 5.17% 0.29 1.03 0.01 -18.50% 244
Benchmark 11.01%              
LOB-Mix 5.11% 1.31 0.57% -1.23 1.00 -0.01 -8.88% 1095
Benchmark 5.00%              
LOB-Mix Plus 30 5.50% 0.75 1.92% -0.43 1.13 -0.01 -8.77% 244
Benchmark 4.52%              
Swiss real estate 1.68%              
Benchmark 0.54%              
Romandie real estate 3.2%              
Benchmark 0.5%              
Mortgages Switzerland N.a.              
Benchmark N.a.              
10 years
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 4.53% 1.56 0.45% -1.55 1.00 -0.01 -12.50% 1309
Benchmark 4.45%              
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.