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Risk ratios

Risk ratios
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 %)
Swiss Shares SBD 100 ESG 10.61% 0.93 3.78% 0.74 0.83 0.04 -3.92 30  
Benchmark 11.07%                
LOB-Mix 3.45% 1.47 0.71% 0.47 0.82 0.01 -1.05 30 6.92
Benchmark 3.82%                
LOB-Mix Plus 35 3.61% 1.43 1.07% 0.70 0.80 0.02 -1.28 30 6.81
Benchmark 4.01%                
Swiss real estate 3.24%                
Benchmark 1.47%                
Romandie real estate 2.07%                
Benchmark 1.32%                
Mortgages Switzerland 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)
Swiss Shares SBD 100 ESG 13.08% -0.29 3.77% -0.21 0.98 -0.01 -23.54 n.a.
Benchmark 12.47%              
LOB-Mix 5.85% -0.62 0.51% -0.04 0.98 0.00 -11.76 n.a.
Benchmark 5.80%              
LOB-Mix Plus 35 5.69% -0.61 0.83% -0.57 0.96 -0.01 -11.29 n.a.
Benchmark 5.72%              
Swiss real estate 2.24%              
Benchmark 1.02%              
Romandie real estate 1.59%              
Benchmark 1.03%              
Mortgages Switzerland 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)
Swiss Shares SBD 100 ESG 14.15% -0.04 4.75% -0.08 1.03 0.00 -23.54 n.a.
Benchmark 12.77%              
LOB-Mix
 6.33% -0.41 0.54% -0.31 1.00 0.00 -11.76 n.a.
Benchmark 6.20%              
LOB-Mix Plus 35 6.12% -0.34 1.34% -0.45 1.02 -0.01 -11.29 n.a.
Benchmark 5.77%              
Swiss real estate 2.01%              
Benchmark 0.85%              
Romandie real estate 1.77%              
Benchmark 0.89%              
Mortgages Switzerland 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)
Swiss Shares SBD 100 ESG n.a.              
Benchmark n.a.              
LOB-Mix 5.30% -0.40 0.54% -0.97 1.00 -0.01 -12.50 1309
Benchmark 5.21%              
LOB-Mix Plus 35 5.43% -0.24 1.60% -0.34 1.01 0.04 -11.29 n.a.
Benchmark 5.08%              
Swiss real estate 1.78%              
Benchmark 0.71%              
Romandie real estate n.a.              
Benchmark n.a.              
Mortgages Switzerland n.a.              
Benchmark n.a.