Risikokennzahlen
Risikokennzahlen
| 01.10.2023 - 30.09.2024 | Volatility | Sharpe Ratio | Tracking Error Ex post (ex ante) | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in days) | Modified Duration (in %) |
|---|---|---|---|---|---|---|---|---|---|
| Aktien Schweiz SBD 100 ESG | 10.61% | 0.93 | 3.78% | 0.74 | 0.83 | 0.04 | -3.92 | 30 | |
| Benchmark | 11.07% | ||||||||
| BVG-Mix | 3.45% | 1.47 | 0.71% | 0.47 | 0.82 | 0.01 | -1.05 | 30 | 6.92 |
| Benchmark | 3.82% | ||||||||
| BVG-Mix Plus 35 | 3.61% | 1.43 | 1.07% | 0.70 | 0.80 | 0.02 | -1.28 | 30 | 6.81 |
| Benchmark | 4.01% | ||||||||
| Immobilien Schweiz | 2.77% | ||||||||
| Benchmark | 1.38% | ||||||||
| Immobilien Romandie | 2.07% | ||||||||
| Benchmark | 1.38% | ||||||||
| Hypotheken Schweiz | 2.65% | ||||||||
| Benchmark | 2.71% |
| 01.10.2021 - 30.09.2024 | Volatility | Sharpe Ratio | Tracking Error Ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in Days) |
|---|---|---|---|---|---|---|---|---|
| Aktien Schweiz SBD 100 ESG | 13.08% | -0.29 | 3.77% | -0.12 | 0.98 | -0.01 | -23.54 | n.a. |
| Benchmark | 12.47% | |||||||
| BVG-Mix | 5.85% | -0.62 | 0.51% | -0.04 | 0.98 | 0.00 | -11.76 | 670 |
| Benchmark | 5.80% | |||||||
| BVG-Mix Plus 35 | 5.69% | -0.61 | 0.83% | -0.57 | 0.96 | -0.01 | -11.29 | 639 |
| Benchmark | 5.72% | |||||||
| Immobilien Schweiz | 2.15% | |||||||
| Benchmark | 0.99% | |||||||
| Immobilien Romandie | 1.59% | |||||||
| Benchmark | 0.99% | |||||||
| Hypotheken Schweiz | 2.83% | |||||||
| Benchmark | 4.73% |
| 01.10.2019 - 30.09.2024 | Volatility | Sharpe Ratio | Tracking Error Ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in days) |
|---|---|---|---|---|---|---|---|---|
| Aktien Schweiz SBD 100 ESG | 14.15% | -0.04 | 4.75% | -0.08 | 1.03 | 0.00 | -23.54 | n.a. |
| Benchmark | 12.77% | |||||||
| BVG-Mix |
6.33% | -0.41 | 0.54% | -0.31 | 1.00 | 0.00 | -11.76 | 670 |
| Benchmark | 6.20% | |||||||
| BVG-Mix Plus 35 | 6.12% | -0.34 | 1.34% | -0.45 | 1.02 | -0.01 | -11.29 | 639 |
| Benchmark | 5.77% | |||||||
| Immobilien Schweiz | 1.96% | |||||||
| Benchmark | 0.85% | |||||||
| Immobilien Romandie | 1.77% | |||||||
| Benchmark | 0.85% | |||||||
| Hypotheken Schweiz | 2.19% | |||||||
| Benchmark | 4.44% |
| 01.10.2014 - 30.09.2024 | Volatility | Sharpe Ratio | Tracking Error Ex post | Information Ratio | Beta-Factor | Jensen-Alpha | Max. Drawdown | Recovery Period (in days) |
|---|---|---|---|---|---|---|---|---|
| Aktien Schweiz SBD 100 ESG | n.a. | |||||||
| Benchmark | n.a. | |||||||
| BVG-Mix | 5.30% | -0.40 | 0.53% | -0.97 | 1.00 | -0.01 | -12.50 | 1309 |
| Benchmark | 5.21% | |||||||
| BVG-Mix Plus 35 | 5.43% | -0.24 | 1.60% | -0.34 | 1.01 | 0.04 | -11.29 | 639 |
| Benchmark | 5.08% | |||||||
| Immobilien Schweiz | 1.76% | |||||||
| Benchmark | 0.71% | |||||||
| Immobilien Romandie | n.a. | |||||||
| Benchmark | n.a. | |||||||
| Hypotheken Schweiz | n.a. | |||||||
| Benchmark | n.a. |