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	8.80%	1.75	3.36% (n.a.)	2.01	0.97	0.07	-5.44%	31
Benchmark	7.66%
Actions Suisse indexées	7.60%	1.07	0.20% (0.05%)	-2.75	0.91	0.00	-5.28%	n.a.
Benchmark	7.66%
Actions Global indexées	8.20%	1.31	0.73% (1.12%)	-0.11	0.97	0.00	-4.04%	n.a.
Benchmark	7.71%
Obligations Suisse indexées	2.27%	0.71	0.30% (0.48%)	-1.39	0.83	0.00	-1.91%	n.a.
Benchmark	2.51%
Obligations Global indexées	6.18%	1.47	0.20% (0.50%)	-4.59	0.92	0.00	-3.43%	n.a.
Benchmark	6.13%
LPP-Mix	2.87%	1.72	2.78%	-0.24	0.47	0.02	-4.28%	n.a.
Benchmark	4.37%
LPP-Mix Plus 30	3.60%	1.22	1.50%	0.85	0.94	0.01	-1.73%	n.a.
Benchmark	3.19%
Immobilier Suisse	1.52%
Benchmark	0.41%
Immobilier Romandie	2.02%
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	10.74%	0.58	0.22	-1.52	0.97	0.00	-30.90	n.a.
Benchmark	10.79%
Actions Global indexées	11.63%	0.62	0.76	0.03	1.00	0.00	-12.46	275
Benchmark	11.26%
Obligations Suisse indexées	6.14%	0.90	0.34	-1.65	0.98	0.00	-6.63	273
Benchmark	6.09%
Obligations Global indexées	6.14%	0.90	0.34	-1.65	0.98	0.00	-6.63	273
Benchmark	6.09%
LPP-Mix	4.05%	1.13	1.69	-0.35	0.89	0.00	-4.28	n.a.
Benchmark	4.06%
LPP-Mix Plus 30	4.42%	0.80	1.58	0.67	0.93	0.01	-6.11	578
Benchmark	4.34%
Immobilier Suisse	1.60%
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	10.38%	0.92	0.21	-2.13	0.98	0.00	-30.90	n.a.
Benchmark	10.44%
Actions Global indexées	11.44%	0.77	0.77	-0.20	1.01	0.00	-12.46	275
Benchmark	11.14%
Obligations Suisse indexées	3.24%	1.35	0.28	-1.06	0.97	0.00	-7.92	n.a.
Benchmark	3.27%
Obligations Global indexées	6.88%	0.71	0.32	-1.65	0.98	0.00	-11.46	428
Benchmark	6.86%
LPP-Mix	3.95%	1.60	1.43%	-0.43	0.97	0.00	-4.97	n.a.
Benchmark	3.74%
LPP-Mix Plus 30	4.22%	1.09	1.44	0.07	0.92	0.00	-6.11%	578
Benchmark	4.23%
Immobilier Suisse	1.62%
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	12.93%	0.62	0.40	-1.01	0.99	0.00	-42.28	n.a.
Benchmark	12.99%
Actions Global indexées	15.73%	0.25	0.80	-0.24	0.99	0.00	-50.97	2922
Benchmark	15.69%
Obligations Suisse indexées	3.11%	1.89	0.34	-0.94	0.97	0.00	-8.12	n.a.
Benchmark	3.16%
Obligations Global indexées	8.40%	0.58	0.70	-0.32	1.00	0.00	-25.02	2284
Benchmark	8.33%
LPP-Mix	4.49%	1.44	1.29	-0.40	1.06	-0.01	-15.10	2832
Benchmark	4.37%
LPP-Mix Plus 30
Benchmark
Immobilier Suisse
Benchmark
Immobilier Romandie
Benchmark
Hypothèques Suisse
Benchmark