01.07.2022 - 30.06.2023 | Volatility | Sharpe Ratio | Tracking Error ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in Days) |
---|---|---|---|---|---|---|---|---|
Azioni Svizzera SBD 100 ESG | 10.35% | 0.67 | 4.46% | 0.70 | 0.85 | 0.04 | -4.65 | n.a. |
Benchmark | 10.14% | |||||||
LPP-Mix | 5.35% | -0.39 | 0.62% | 0.11 | 0.94 | 0.00 | -2.67 | 31 |
Benchmark | 5.18% | |||||||
LPP-Mix Plus 35 | 4.96% | -0.51 | 0.61% | -1.36 | 0.88 | -0.01 | -2.41 | 31 |
Benchmark | 5.12% | |||||||
LPP-Mix Plus 35 (SI) | 4.95% | -0.48 | 0.65% | -1.02 | 0.88 | -0.01 | -2.41 | 31 |
Benchmark | 5.12% | |||||||
Immobili Svizzera | 1.67% | |||||||
Benchmark | 0.94% | |||||||
Immobili Romandie | 1.14% | |||||||
Benchmark | 0.94% | |||||||
Ipoteche Svizzera | 0.48% | |||||||
Benchmark | 1.23% |
01.07.2020 - 30.06.2023 | Volatility | Sharpe Ratio | Tracking Error ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in Days) |
---|---|---|---|---|---|---|---|---|
Azioni Svizzera SBD 100 ESG | 14.24% | -0.16 | 3.69% | -0.30 | 0.97 | -0.01 | -23.54 | n.a. |
Benchmark | 13.79% | |||||||
LPP-Mix | 6.13% | -1.06 | 0.50% | -0.64 | 1.00 | 0.00 | -11.76 | n.a. |
Benchmark | 5.95% | |||||||
LPP-Mix Plus 35 | 5.94% | -1.01 | 0.85% | -0.92 | 0.95 | -0.01 | -11.29 | n.a. |
Benchmark | 6.03% | |||||||
LPP-Mix Plus 35 (SI) | 5.94% | -1.00 | 0.86% | -0.85 | 0.95 | -0.01 | -11.29 | n.a. |
Benchmark | 6.03% | |||||||
Immobili Svizzera | 1.82% | |||||||
Benchmark | 0.77% | |||||||
Immobili Romandie | 1.73% | |||||||
Benchmark | 0.77% | |||||||
Ipoteche Svizzera | 0.45% | |||||||
Benchmark | 1.26% |
01.07.2018 - 30.06.2023 | Volatility | Sharpe Ratio | Tracking Error ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in Days) |
---|---|---|---|---|---|---|---|---|
Azioni Svizzera SBD 100 ESG | 14.81% | -0.09 | 4.96% | -0.38 | 1.05 | -0.02 | -23.54 | n.a. |
Benchmark | 13.04% | |||||||
LPP-Mix | 6.41% | -0.82 | 0.66% | -0.92 | 1.01 | -0.01 | -11.76 | n.a. |
Benchmark | 6.24% | |||||||
LPP-Mix Plus 35 | 6.41% | -0.79 | 1.58% | -0.79 | 1.05 | -0.01 | -11.29 | n.a. |
Benchmark | 5.82% | |||||||
LPP-Mix Plus 35 (SI) | 6.41% | -0.78 | 1.58% | -0.77 | 1.05 | -0.01 | -11.29 | n.a. |
Benchmark | 5.82% | |||||||
Immobili Svizzera | 1.71% | |||||||
Benchmark | 0.69% | |||||||
Immobili Romandie | 1.64% | |||||||
Benchmark | 0.69% | |||||||
Ipoteche Svizzera | n.a. | |||||||
Benchmark | n.a. |
01.07.2013 - 30.06.2023 | Volatility | Sharpe Ratio | Tracking Error ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in Days) |
---|---|---|---|---|---|---|---|---|
Azioni Svizzera SBD 100 ESG | n.a. | |||||||
Benchmark | n.a. | |||||||
LPP-Mix | 5.23% | -0.85 | 0.50% | -1.25 | 1.01 | -0.01 | -12.50 | 1309 |
Benchmark | 5.10% | |||||||
LPP-Mix Plus 35 | 5.34% | -0.70 | 1.58% | -0.51 | 1.02 | 0.04 | -11.29 | n.a. |
Benchmark | 4.94% | |||||||
LPP-Mix Plus 35 (SI) | 5.34% | -0.69 | 1.59% | -0.50 | 1.02 | 0.04 | -11.29 | n.a. |
Benchmark | 4.94% | |||||||
Immobili Svizzera | 1.61% | |||||||
Benchmark | 0.56% | |||||||
Immobili Romandie | n.a. | |||||||
Benchmark | n.a. | |||||||
Ipoteche Svizzera | n.a. | |||||||
Benchmark | n.a. |