Indicateurs de risque | Helvetia Fondation de placement

1 an
01.04.2017 - 31.03.2018	Volatility	Sharpe Ratio	Tracking Error ex post	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in Days)
Actions Suisse SBD 100	7.94%	0.99%	3.86% (n.a.)	0.38	0.67	0.04	-5.44%	123
Benchmark	9.37%
Actions Suisse indexées	9.24%	0.71	0.71% (0.09%)	0.32	0.90	0.01	-5.54%	61
Benchmark	9.37%
Actions Global indexées	9.97%	0.64	1.06% (1.16%)	-1.35	0.99	-0.01	-4.04%	30
Benchmark	9.23%
Obligations Suisse indexées	2.17%	0.75	0.27% (0.45%)	-1.48	0.82	0.00	1.65%	n.a.
Benchmark	2.41%
Obligations Global indexées	7.04%	0.20	0.22% (0.46%)	-3.09	0.92	-0.01	-5.27%	n.a.
Benchmark	7.04%
LPP-Mix	2.90%	1.17	0.37%	-1.85	0.95	0.00	-2.20%	n.a.
Benchmark	2.78%
LPP-Mix Plus 30	3.76%	-0.17	1.24%	-1.35	0.86	-0.02	-1.73%	30
Benchmark	3.81%
Immobilier Suisse	1.47%
Benchmark	0.24%
Immobilier Romandie	1.92%
Benchmark	0.24%
Hypothèques Suisse
Benchmark

3 ans
01.04.2015 - 31.03.2018	Volatility	Sharpe Ratio	Tracking Error ex post	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in Days)
Actions Suisse SBD 100	9.01%	1.99	4.41	1.68	0.82	0.09	-6.33	91
Benchmark	9.44%
Actions Suisse indexées	9.37%	1.11	0.45	-0.27	0.96	0.00	-23.54	n.a.
Benchmark	9.44%
Actions Global indexées	10.83%	1.11	0.87	-0.16	1.01	0.00	-12.46	275
Benchmark	10.41%
Obligations Suisse indexées	3.24%	0.80	0.28	-1.08	0.95	0.00	-8.05	n.a.
Benchmark	3.28%
Obligations Global indexées	5.95%	0.67	0.33	-1.60	0.97	0.00	-6.63	273
Benchmark	5.93%
LPP-Mix	3.48%	1.62	0.30	-1.67	0.99	0.00	-11.23	n.a.
Benchmark	3.40%
LPP-Mix Plus 30	3.78%	1.08	1.46	0.49	0.95	0.01	-2.87	245
Benchmark	3.58%
Immobilier Suisse	1.62%
Benchmark	0.56%
Immobilier Romandie
Benchmark
Hypothèques Suisse
Benchmark

5 ans
01.04.2013 - 31.03.2018	Volatility	Sharpe Ratio	Tracking Error ex post	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in Days)
Actions Suisse SBD 100
Benchmark
Actions Suisse indexées	10.58%	0.93	0.37	-0.85	0.98	0.00	-30.90	n.a.
Benchmark	10.65%
Actions Global indexées	11.42%	0.76	0.85	-0.37	1.01	0.00	-12.46	275
Benchmark	11.05%
Obligations Suisse indexées	3.17%	1.43	0.26	-1.30	0.97	0.00	-8.21	n.a.
Benchmark	3.19%
Obligations Global indexées	7.02%	0.67	0.32	-1.48	0.98	0.00	-11.46	428
Benchmark	7.02%
LPP-Mix	3.72%	1.71	0.28	-2.33	0.99	-0.01	-12.50	n.a.
Benchmark	3.67%
LPP-Mix Plus 30	4.02%	0.93	1.48	-0.03	0.91	0.00	-6.11%	578
Benchmark	4.05%
Immobilier Suisse	1.51%
Benchmark	0.49%
Immobilier Romandie
Benchmark
Hypothèques Suisse
Benchmark

10 ans
01.04.2008 - 31.03.2018	Volatility	Sharpe Ratio	Tracking Error ex post	Information Ratio	Beta-Factor	Jensen-Alpha	Max. Drawdown	Recovery Period (in Days)
Actions Suisse SBD 100
Benchmark
Actions Suisse indexées	12.61%	0.75	0.44	-0.82	0.99	0.00	-30.90	n.a.
Benchmark	12.68%
Actions Global indexées	14.85%	0.36	0.84	-0.37	1.00	0.00	-32.17	1464
Benchmark	14.76%
Obligations Suisse indexées	3.08%	1.79	0.34	-0.87	0.97	0.00	-8.41	n.a.
Benchmark	3.13%
Obligations Global indexées	8.34%	0.48	0.68	-0.32	0.99	0.00	-25.02	2288
Benchmark	8.28%
LPP-Mix	4.28%	1.54	0.39	-1.27	0.96	0.00	-12.50	n.a.
Benchmark	4.38%
LPP-Mix Plus 30
Benchmark
Immobilier Suisse
Benchmark
Immobilier Romandie
Benchmark
Hypothèques Suisse
Benchmark