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	8.10%	1.47	3.33% (n.a.)	2.12	0.84	0.08	-5.44%	31
Benchmark	8.10%
Actions Suisse indexées	7.96%	0.56	0.17% (0.05%)	-2.25	0.90	0.00	-5.28%	n.a.
Benchmark	8.10%
Actions Global indexées	9.79%	1.43	0.96% (1.06%)	-0.20	0.99	0.00	-4.04%	n.a.
Benchmark	9.04%
Obligations Suisse indexées	2.32%	1.05	0.28% (0.50%)	-1.50	0.83	0.00	-1.91%	n.a.
Benchmark	2.55%
Obligations Global indexées	7.05%	1.20	0.21% (0.53%)	-3.90	0.92	0.00	-3.43%	n.a.
Benchmark	7.00%
LPP-Mix	2.86%	1.82	0.29%	-2.57	0.94	0.00	-4.28%	n.a.
Benchmark	2.79%
LPP-Mix Plus 30	3.60%	0.33	1.10%	-0.20	0.89	0.00	-1.73%	n.a.
Benchmark	3.54%
Immobilier Suisse	1.57%
Benchmark	0.41%
Immobilier Romandie	1.71%
Benchmark	0.41%
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
Benchmark
Actions Suisse indexées	10.63%	0.71	0.22	-1.46	0.96	0.00	-30.90	n.a.
Benchmark	10.70%
Actions Global indexées	11.85%	0.81	0.83	-0.10	1.01	0.00	-12.46	275
Benchmark	11.39%
Obligations Suisse indexées	3.17%	0.98	0.28	-1.50	0.96	0.00	-7.92	n.a.
Benchmark	3.21%
Obligations Global indexées	6.09%	1.19	0.33	-1.42	0.98	0.00	-6.63	273
Benchmark	6.06%
LPP-Mix	3.87%	1.43	0.27	-2.30	0.99	-0.01	-4.28	n.a.
Benchmark	3.80%
LPP-Mix Plus 30	4.42%	0.66	1.48	0.57	0.95	0.01	-6.11	578
Benchmark	4.26%
Immobilier Suisse	1.63%
Benchmark	0.61%
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	10.43%	0.94	0.21	-2.12	0.98	0.00	-30.90	n.a.
Benchmark	10.49%
Actions Global indexées	11.41%	0.84	0.81	-0.31	1.01	0.00	-12.46	275
Benchmark	11.05%
Obligations Suisse indexées	3.11%	1.53	0.26	-1.40	0.98	0.00	-7.92	n.a.
Benchmark	3.12%
Obligations Global indexées	6.89%	0.74	0.32	-1.53	0.98	0.00	-11.46	428
Benchmark	6.88%
LPP-Mix	3.75%	1.78	0.26%	-2.65	0.99	-0.01	-4.62	n.a.
Benchmark	3.70%
LPP-Mix Plus 30	3.96%	0.90	1.45	0.06	0.91	0.00	-6.11%	578
Benchmark	3.99%
Immobilier Suisse	1.52%
Benchmark	0.53%
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	12.69%	0.66	0.39	-0.96	0.99	0.00	-42.28	n.a.
Benchmark	12.76%
Actions Global indexées	15.18%	0.27	0.82	-0.32	0.99	0.00	-50.97	2922
Benchmark	15.10%
Obligations Suisse indexées	3.10%	1.93	0.34	-0.99	0.97	0.00	-8.12	n.a.
Benchmark	3.15%
Obligations Global indexées	8.38%	0.57	0.69	-0.34	1.00	0.00	-25.02	2284
Benchmark	8.31%
LPP-Mix	4.34%	1.53	0.38	-1.37	0.97	0.00	-15.10	2832
Benchmark	4.44%
LPP-Mix Plus 30
Benchmark
Immobilier Suisse
Benchmark
Immobilier Romandie
Benchmark
Hypothèques Suisse
Benchmark