Indicatori di rischio
Indicatori di rischio
| 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 (in %) |
|---|---|---|---|---|---|---|---|---|---|
| Azioni Svizzera SBD 100 ESG | 9.01% | 0.28 | 3.38% | 0.00 | 0.82 | 0.00 | -4.05 | n.a. | |
| Benchmark | 9.43% | ||||||||
| LPP-Mix | 2.93% | 1.50 | 0.76% | 0.12 | 0.80 | 0.00 | -0.67 | 31 | 6.89 |
| Benchmark | 3.21% | ||||||||
| LPP-Mix Plus 35 | 2.95% | 1.67 | 1.06% | 0.34 | 0.79 | 0.01 | -0.63 | 31 | 6.76 |
| Benchmark | 3.25% | ||||||||
| Immobili Svizzera | 2.77% | ||||||||
| Benchmark | 1.68% | ||||||||
| Immobili Romandie | 1.65% | ||||||||
| Benchmark | 1.54% | ||||||||
| Ipoteche Svizzera | 2.76% | ||||||||
| Benchmark | 2.74% |
| 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) |
|---|---|---|---|---|---|---|---|---|
| Azioni Svizzera SBD 100 ESG | 12.77% | -0.41 | 3.74% | 0.12 | 0.99 | 0.00 | -23.54 | n.a. |
| Benchmark | 11.99% | |||||||
| LPP-Mix | 5.90% | -0.44 | 0.53% | -0.12 | 0.97 | 0.00 | -11.76 | 670 |
| Benchmark | 5.87% | |||||||
| LPP-Mix Plus 35 | 5.69% | -0.44 | 0.78% | -0.45 | 0.96 | 0.00 | -11.29 | 639 |
| Benchmark | 5.74% | |||||||
| Immobili Svizzera | 2.13% | |||||||
| Benchmark | 1.14% | |||||||
| Immobili Romandie | 1.59% | |||||||
| Benchmark | 1.09% | |||||||
| Ipoteche Svizzera | 2.96% | |||||||
| Benchmark | 4.68% |
| 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) |
|---|---|---|---|---|---|---|---|---|
| Azioni Svizzera SBD 100 ESG | 14.19% | -0.04 | 4.74% | -0.14 | 1.02 | -0.01 | -23.54 | n.a. |
| Benchmark | 12.86% | |||||||
| LPP-Mix |
6.32% | -0.18 | 0.55% | -0.55 | 1.00 | 0.00 | -11.76 | 670 |
| Benchmark | 6.20% | |||||||
| LPP-Mix Plus 35 | 6.12% | -0.16 | 1.30% | -0.64 | 1.02 | -0.01 | -11.29 | 639 |
| Benchmark | 5.79% | |||||||
| Immobili Svizzera | 1.92% | |||||||
| Benchmark | 0.97% | |||||||
| Immobili Romandie | 1.77% | |||||||
| Benchmark | 0.92% | |||||||
| Ipoteche Svizzera | 2.28% | |||||||
| Benchmark | 4.45% |
| 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) |
|---|---|---|---|---|---|---|---|---|
| Azioni Svizzera SBD 100 ESG | n.a. | |||||||
| Benchmark | n.a. | |||||||
| LPP-Mix | 5.31% | -0.16 | 0.54% | -0.99 | 1.00 | -0.01 | -12.50 | 1309 |
| Benchmark | 5.22% | |||||||
| LPP-Mix Plus 35 | 5.44% | -0.02 | 1.60% | -0.36 | 1.01 | 0.03 | -11.29 | 639 |
| Benchmark | 5.09% | |||||||
| Immobili Svizzera | 1.75% | |||||||
| Benchmark | 0.81% | |||||||
| Immobili Romandie | n.a. | |||||||
| Benchmark | n.a. | |||||||
| Ipoteche Svizzera | n.a. | |||||||
| Benchmark | n.a. |