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Risk ratios

Risk ratios 1 year
01.01.2024 - 31.12.2024
  Volatility Sharpe Ratio Tracking Error Ex post (ex ante) Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in days) Modified Duration
Swiss Shares SBD 100 ESG 10.82% 1.31 4.21% -0.76 0.76 0.01 -4.05 31  
Benchmark 12.25%                
LOB-Mix 3.51% 0.74 0.77% -0.38 0.89 0.00 -2.04 n.a. 6.79
Benchmark 3.55%                
LOB-Mix Plus 35 3.84% 0.84 1.10% -0.03 0.91 0.00 -2.57 n.a. 6.69
Benchmark 3.69%                
Swiss real estate 2.48%                
Benchmark 1.70%                
Romandie real estate 1.67%                
Benchmark 1.70%                
Mortgages Switzerland 3.16%                
Benchmark 2.93%                
Risk ratios 3 years
01.01.2022 - 31.12.2024
  Volatility Sharpe Ratio Tracking Error Ex post Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in days)
Swiss Shares SBD 100 ESG 12.75% 0.87 4.08% -0.03 0.94 0.00 -17 548
Benchmark 12.44%              
LOB-Mix 5.77% 0.13 0.55% -0.36 0.98 0.00 -6.41 457
Benchmark 5.72%              
LOB-Mix Plus 35 5.65% 0.13 0.80% -0.68 0.96 0.00 -6.90 488
Benchmark 5.64%              
Swiss real estate 2.13%              
Benchmark 1.20%              
Romandie real estate 1.55%              
Benchmark 1.20%              
Mortgages Switzerland 2.96%              
Benchmark 4.32%              
Risk ratios 5 years
01.01.2020 - 31.12.2024
  Volatility Sharpe Ratio Tracking Error Ex post Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in days)
Swiss Shares SBD 100 ESG 12.90% 1.32 3.86% 0.06 0.96 0.01 -23.54 854
Benchmark 12.65%              
LOB-Mix 5.51% 0.42 0.51% -0.37 0.99 0.00 -11.76 670
Benchmark 5.44%              
LOB-Mix Plus 35 5.35% 0.52 0.93% -0.33 0.96 0.00 -11.29 639
Benchmark 5.40%              
Swiss real estate 1.93%              
Benchmark 1.00%              
Romandie real estate 1.73%              
Benchmark 1.00%              
Mortgages Switzerland 2.29%              
Benchmark 3.87%              
Risk ratios 10 years
01.01.2015 - 31.12.2024
  Volatility Sharpe Ratio Tracking Error Ex post (ex ante) Information Ratio Beta-Factor Jensen-Alpha Max. Drawdown Recovery Period (in days)
Swiss Shares SBD 100 ESG n.a.              
Benchmark n.a.              
LOB-Mix 5.28% 0.16 0.54% -0.95 1.00 -0.01 -11.76 670
Benchmark 5.19%              
LOB-Mix Plus 35 5.43% 0.27 1.56% -0.39 1.03 0.03 -11.29 639
Benchmark 5.02%              
Swiss real estate 1.75%              
Benchmark 0.80%              
Romandie real estate n.a.              
Benchmark n.a.              
Mortgages Switzerland n.a.              
Benchmark n.a.