Kennzahlen 30.09.2016_SAST

Kennzahlen
J. Safra Sarasin Anlagestiftung
30. September 2016
SAST BVG-Ertrag Tranche A (in CHF)
Benchmark: Customized BM**
Valor: 2455689
ISIN: CH0024556893
Periods
-12
-12
12 Monate
Portfolio
Rendite (kumuliert)
Rendite p.a.
Risiko p.a.
Sharpe Ratio
Tracking Error p.a. (ex-post)
Tracking Error p.a. (ex-ante)*
Information Ratio
Beta
Jensen-Alpha
Max. Drawdown
Erholungszeit (in Monaten)
Modified Duration*
Risikoloser Zinssatz p.a. in CHF
TER KGAST
4.1%
4.1%
2.9%
1.67
0.9%
1.6%
-0.51
0.94
-0.1%
-1.8%
7
8.42
-0.75%
0.81%
-60
-60
5 Jahre
Benchmark
4.6%
4.6%
3.0%
-1.7%
6
Portfolio
18.1%
3.4%
2.5%
1.47
0.8%
-1.69
0.93
-1.0%
-2.2%
7
-120
-120
10 Jahre
Benchmark
25.6%
4.7%
2.5%
-2.3%
7
Portfolio
24.7%
2.2%
0.03
0.56
0.01
-1.80
0.94
-1.2%
-0.09
34.00
-104
-104
30.04.06 -- 30.09.16
Benchmark
43.0%
3.6%
0.03
-0.06
21.00
Portfolio
26.7%
2.3%
3.1%
0.57
0.8%
-1.90
0.95
-1.3%
-9.0%
34
Benchmark
47.2%
3.8%
3.1%
-6.0%
21
7.96
-0.24%
0.51%
0.55%
Quelle: Datastream, J. Safra Sarasin, Bloomberg, Monatliche Renditen netto, Risk ratios 04.2006 - 09.2016 p.a.
* as of 30.09.2016
** Zusammensetzung Benchmark: 1% MSCI Emerging Markets (NR), 2% MSCI World (NR), 2% MSCI World ex Switzerland (NR), 68% Swiss Bondindex
Domestic AAA-BBB (TR), 10% Swiss Bondindex Foreign AAA-BBB (TR), 7% Swiss Performance Index (TR), 7% KGAST Immo, 3% SWISS SPI EXTRA TR
SAST BVG-Rendite Tranche A (in CHF)
Benchmark: Customized BM**
Valor: 1016859
ISIN: CH0010168596
Periods
-12
-12
12 Monate
Portfolio
Rendite (kumuliert)
Rendite p.a.
Risiko p.a.
Sharpe Ratio
Tracking Error p.a. (ex-post)
Tracking Error p.a. (ex-ante)*
Information Ratio
Beta
Jensen-Alpha
Max. Drawdown
Erholungszeit (in Monaten)
Modified Duration*
Risikoloser Zinssatz p.a. in CHF
TER KGAST
4.8%
4.8%
3.7%
1.50
1.0%
1.5%
-0.32
1.05
-0.7%
-2.6%
8
8.24
-0.75%
0.89%
-60
-60
5 Jahre
Benchmark
5.2%
5.2%
3.4%
-1.8%
6
7.76
Portfolio
22.7%
4.2%
3.3%
1.33
1.1%
-1.24
1.01
-1.4%
-2.9%
4
-0.24%
-120
-120
10 Jahre
Benchmark
30.7%
5.5%
3.1%
-2.2%
6
Portfolio
25.7%
2.3%
3.9%
0.46
1.0%
-1.12
0.96
-1.0%
-12.7%
36
0.51%
-180
-180
31.12.99 -- 30.09.16
Benchmark
40.1%
3.4%
4.0%
-10.8%
32
Portfolio
48.2%
2.4%
4.1%
0.36
1.3%
-0.79
1.01
-1.1%
-12.7%
36
Benchmark
76.0%
3.4%
3.8%
-10.8%
32
0.89%
Quelle: Datastream, J. Safra Sarasin, Bloomberg, Monatliche Renditen netto, Risk ratios 12.1999 - 09.2016 p.a.
* as of 30.09.2016
** Zusammensetzung Benchmark: 7% Citigroup WGBI ex Switzerland (TR), 2% MSCI Emerging Markets (NR), 4% MSCI World (NR), 4% MSCI World ex
Switzerland (NR), 49% Swiss Bondindex Domestic AAA-BBB (TR), 12% Swiss Bondindex Foreign AAA-BBB (TR), 12% Swiss Performance Index (TR), 7%
KGAST Immo, 3% SWISS SPI EXTRA TR
SAST BVG-Wachstum Tranche A (in CHF)
Benchmark: Customized BM**
Valor: 287401
ISIN: CH0002874011
Periods
-12
-12
12 Monate
Portfolio
Rendite (kumuliert)
Rendite p.a.
Risiko p.a.
Sharpe Ratio
Tracking Error p.a. (ex-post)
Tracking Error p.a. (ex-ante)*
Information Ratio
Beta
Jensen-Alpha
Max. Drawdown
Erholungszeit (in Monaten)
Modified Duration*
Risikoloser Zinssatz p.a. in CHF
TER KGAST
5.1%
5.1%
4.9%
1.20
1.1%
1.7%
-0.44
1.11
-1.2%
-4.0%
9
8.01
-0.75%
0.99%
-60
-60
5 Jahre
Benchmark
5.6%
5.6%
4.3%
-2.9%
8
Portfolio
26.1%
4.7%
4.3%
1.15
1.2%
-1.40
1.07
-2.1%
-4.1%
4
-120
-120
10 Jahre
Benchmark
36.5%
6.4%
3.9%
-2.9%
8
Portfolio
23.6%
2.1%
5.2%
0.31
1.1%
-1.16
1.00
-1.2%
-19.0%
62
-278
-278
31.10.91 -- 30.09.16
Benchmark
39.6%
3.4%
5.1%
-17.4%
36
Portfolio
188.3%
4.3%
5.8%
0.45
1.7%
-0.88
0.96
-1.3%
-19.0%
62
Benchmark
306.1%
5.8%
5.8%
-17.4%
36
7.78
-0.24%
0.51%
1.74%
Quelle: Datastream, J. Safra Sarasin, Bloomberg, Monatliche Renditen netto, Risk ratios 10.1991 - 09.2016 p.a.
* as of 30.09.2016
** Zusammensetzung Benchmark: 5% Citigroup WGBI ex Switzerland (TR), 3% MSCI Emerging Markets (NR), 5% MSCI World (NR), 9% MSCI World ex
Switzerland (NR), 43% Swiss Bondindex Domestic AAA-BBB (TR), 10% Swiss Bondindex Foreign AAA-BBB (TR), 15% Swiss Performance Index (TR), 7%
KGAST Immo, 3% SWISS SPI EXTRA TR
SAST BVG-Zukunft Tranche A (in CHF)
Benchmark: Customized BM**
Valor: 2455731
ISIN: CH0024557313
Periods
-12
-12
12 Monate
Portfolio
Rendite (kumuliert)
Rendite p.a.
Risiko p.a.
Sharpe Ratio
Tracking Error p.a. (ex-post)
Tracking Error p.a. (ex-ante)*
Information Ratio
Beta
Jensen-Alpha
Max. Drawdown
Erholungszeit (in Monaten)
Modified Duration*
Risikoloser Zinssatz p.a. in CHF
TER KGAST
5.1%
5.1%
6.1%
0.96
1.2%
1.6%
-0.43
1.13
-1.3%
-5.3%
-60
Benchmark
5.6%
5.6%
5.3%
Portfolio
30.9%
5.5%
5.3%
1.09
1.3%
-4.2%
-1.40
1.08
-2.5%
-5.4%
not
recovered
8
not
recovered
8.34
7.69
-0.75%
1.05%
-60
5 Jahre
-0.24%
-120
-120
10 Jahre
Benchmark
43.0%
7.4%
4.8%
Portfolio
22.6%
2.1%
0.06
0.24
0.01
-4.2%
-1.07
1.00
-1.3%
-0.25
8
68.00
0.51%
-104
-104
30.04.06 -- 30.09.16
Benchmark
39.6%
3.4%
0.06
Portfolio
Benchmark
25.8%
2.2%
6.4%
0.26
1.2%
43.9%
3.6%
6.3%
-0.24
-1.08
1.00
-1.3%
-25.0%
-23.8%
62.00
68
62
0.55%
Quelle: Datastream, J. Safra Sarasin, Bloomberg, Monatliche Renditen netto, Risk ratios 04.2006 - 09.2016 p.a.
* as of 30.09.2016
** Zusammensetzung Benchmark: 3% MSCI Emerging Markets (NR), 5% MSCI World (NR), 14% MSCI World ex Switzerland (NR), 38% Swiss Bondindex
Domestic AAA-BBB (TR), 10% Swiss Bondindex Foreign AAA-BBB (TR), 20% Swiss Performance Index (TR), 7% KGAST Immo, 3% SWISS SPI EXTRA TR
SAST BVG-Nachhaltigkeit Rendite Tranche A (in CHF)
Benchmark: Customized BM**
Valor: 3543791
ISIN: CH0035437919
Periods
-12
-12
12 Monate
Portfolio
Rendite (kumuliert)
Rendite p.a.
Risiko p.a.
Sharpe Ratio
Tracking Error p.a. (ex-post)
Tracking Error p.a. (ex-ante)*
Information Ratio
Beta
Jensen-Alpha
Max. Drawdown
Erholungszeit (in Monaten)
Modified Duration*
Risikoloser Zinssatz p.a. in CHF
TER KGAST
4.8%
4.8%
3.3%
1.67
0.7%
0.9%
-0.51
0.96
-0.1%
-1.8%
6
7.88
-0.75%
0.89%
-60
-60
5 Jahre
Benchmark
5.2%
5.2%
3.4%
-1.8%
6
7.76
Portfolio
25.3%
4.6%
3.2%
1.51
0.7%
-1.23
1.00
-0.9%
-2.2%
6
-0.24%
-120
-120
10 Jahre
Benchmark
30.7%
5.5%
3.1%
-2.2%
6
Portfolio
n/a
n/a
n/a
n/a
n/a
n/a
-84
31.12.07 -- 30.09.16
Benchmark
n/a
n/a
n/a
n/a
n/a
-84
n/a
n/a
n/a
n/a
n/a
Portfolio
27.7%
2.8%
4.1%
0.63
1.0%
-0.92
0.97
-0.8%
-9.8%
21
Benchmark
38.0%
3.8%
4.1%
-9.3%
20
0.23%
Quelle: Datastream, J. Safra Sarasin, Bloomberg, Monatliche Renditen netto, Risk ratios 12.2007 - 09.2016 p.a.
* as of 30.09.2016
** Zusammensetzung Benchmark: 7% Citigroup WGBI ex Switzerland (TR), 2% MSCI Emerging Markets (NR), 8% MSCI World ex Switzerland (NR), 49%
Swiss Bondindex Domestic AAA-BBB (TR), 12% Swiss Bondindex Foreign AAA-BBB (TR), 12% Swiss Performance Index (TR), 7% KGAST Immo, 3% SWISS SPI
EXTRA TR
SAST BVG-Nachhaltigkeit Tranche A (in CHF)
Benchmark: Customized BM**
Valor: 1016862
ISIN: CH0010168620
Periods
-12
-12
12 Monate
Portfolio
Rendite (kumuliert)
Rendite p.a.
Risiko p.a.
Sharpe Ratio
Tracking Error p.a. (ex-post)
Tracking Error p.a. (ex-ante)*
Information Ratio
Beta
Jensen-Alpha
Max. Drawdown
Erholungszeit (in Monaten)
Modified Duration*
Risikoloser Zinssatz p.a. in CHF
TER KGAST
5.0%
5.0%
4.8%
1.21
0.7%
1.2%
-1.22
1.00
-0.9%
-3.6%
9
7.90
-0.75%
1.01%
-60
-60
5 Jahre
Benchmark
5.9%
5.9%
4.7%
-3.3%
8
Portfolio
31.6%
5.7%
4.5%
1.32
0.8%
-1.30
1.05
-1.4%
-3.8%
6
-120
-120
10 Jahre
Benchmark
38.5%
6.7%
4.2%
-3.3%
8
Portfolio
25.5%
2.3%
5.7%
0.31
1.1%
-0.85
1.01
-1.0%
-20.3%
64
-168
-168
31.12.00 -- 30.09.16
Benchmark
37.8%
3.3%
5.5%
-19.4%
52
Portfolio
44.0%
2.3%
5.8%
0.27
1.4%
-0.60
1.02
-0.9%
-20.3%
64
Benchmark
63.4%
3.2%
5.5%
-19.4%
52
7.75
-0.24%
0.51%
0.75%
Quelle: Datastream, J. Safra Sarasin, Bloomberg, Monatliche Renditen netto, Risk ratios 12.2000 - 09.2016 p.a.
* as of 30.09.2016
** Zusammensetzung Benchmark: 5% Citigroup WGBI ex Switzerland (TR), 3% MSCI Emerging Markets (NR), 18% MSCI World ex Switzerland (NR), 40%
Swiss Bondindex Domestic AAA-BBB (TR), 10% Swiss Bondindex Foreign AAA-BBB (TR), 14% Swiss Performance Index (TR), 7% KGAST Immo, 3% SWISS SPI
EXTRA TR
SAST CHF-Obligationen DynHedge (in CHF)
Benchmark: SBI Domestic AAA-BBB TR**
Valor: 343096
ISIN: CH0003430961
Periods
-12
-12
12 Monate
Portfolio
Rendite (kumuliert)
Rendite p.a.
Risiko p.a.
Sharpe Ratio
Tracking Error p.a. (ex-post)
Tracking Error p.a. (ex-ante)*
Information Ratio
Beta
Jensen-Alpha
Max. Drawdown
Erholungszeit (in Monaten)
Modified Duration*
Risikoloser Zinssatz p.a. in CHF
TER KGAST
-60
-60
5 Jahre
Benchmark
3.0%
3.0%
3.5%
1.07
1.0%
0.2%
-1.26
0.85
-0.5%
-1.8%
3
8.99
-0.75%
0.46%
4.2%
4.2%
4.0%
-1.8%
2
Portfolio
9.8%
1.9%
2.7%
0.79
1.2%
-1.11
0.83
-0.7%
-3.0%
21
-120
Benchmark
16.9%
3.2%
3.0%
-2.9%
17
Portfolio
31.0%
2.7%
2.5%
0.87
1.3%
-0.72
0.77
-0.2%
-3.0%
21
** Zusammensetzung Benchmark: 100% SBI Dom AAA-BBB TR
-228
-0.24%
0.51%
-228
31.12.95 -- 30.09.16
Benchmark
43.9%
3.7%
2.9%
-2.9%
17
Portfolio
74.9%
2.7%
2.4%
0.70
1.5%
-0.64
0.71
-0.2%
-3.2%
20
8.39
Quelle: Datastream, J. Safra Sarasin, Bloomberg, Monatliche Renditen netto, Risk ratios 12.1995 - 09.2016 p.a.
* as of 30.09.2016
-120
10 Jahre
1.05%
Benchmark
113.3%
3.7%
2.8%
-5.7%
21
SAST CHF-Obligationen Inland (in CHF)
Benchmark: SBI Domestic AAA-BBB TR**
Valor: 978277
ISIN: CH0009782779
Periods
-12
-12
12 Monate
Portfolio
Rendite (kumuliert)
Rendite p.a.
Risiko p.a.
Sharpe Ratio
Tracking Error p.a. (ex-post)
Tracking Error p.a. (ex-ante)*
Information Ratio
Beta
Jensen-Alpha
Max. Drawdown
Erholungszeit (in Monaten)
Modified Duration*
Risikoloser Zinssatz p.a. in CHF
TER KGAST
-60
-60
5 Jahre
Benchmark
3.9%
3.9%
4.0%
1.17
0.2%
0.1%
-2.23
0.99
-0.3%
-1.9%
-1.8%
2
2
8.97
8.39
-0.75%
0.44%
4.2%
4.2%
4.0%
Portfolio
14.7%
2.8%
2.9%
1.03
0.2%
-1.73
0.97
-0.3%
-3.0%
18
-0.24%
-120
Benchmark
16.9%
3.2%
3.0%
-2.9%
17
Portfolio
36.4%
3.2%
3.0%
0.89
0.3%
-1.79
0.95
-0.4%
-3.8%
21
0.51%
Quelle: Datastream, J. Safra Sarasin, Bloomberg, Monatliche Renditen netto, Risk ratios 12.1998 - 09.2016 p.a.
* as of 30.09.2016
** Zusammensetzung Benchmark: 100% SBI Dom AAA-BBB TR
-120
10 Jahre
-192
-192
31.12.98 -- 30.09.16
Benchmark
44.2%
3.7%
3.1%
-3.7%
14
Portfolio
71.9%
3.1%
2.8%
0.77
0.4%
-1.19
0.94
-0.4%
-5.3%
21
0.92%
Benchmark
88.2%
3.6%
3.0%
-4.6%
20
SAST CHF-Obligationen Ausland (in CHF)
Benchmark: SBI Foreign AAA-BBB TR**
Valor: 1474338
ISIN: CH0014743386
Periods
-12
-12
12 Monate
Portfolio
Rendite (kumuliert)
Rendite p.a.
Risiko p.a.
Sharpe Ratio
Tracking Error p.a. (ex-post)
Tracking Error p.a. (ex-ante)*
Information Ratio
Beta
Jensen-Alpha
Max. Drawdown
Erholungszeit (in Monaten)
Modified Duration*
Risikoloser Zinssatz p.a. in CHF
TER KGAST
-60
-60
5 Jahre
Benchmark
2.4%
2.4%
2.2%
1.46
0.3%
0.1%
-0.14
1.03
-0.1%
-1.3%
-1.2%
3
3
5.25
5.04
-0.75%
0.44%
2.5%
2.5%
2.1%
Portfolio
12.8%
2.4%
1.9%
1.42
0.3%
-1.17
0.94
-0.2%
-1.6%
9
-0.24%
-120
Benchmark
14.9%
2.8%
2.0%
-1.6%
3
Portfolio
25.1%
2.3%
3.1%
0.57
0.6%
-1.13
1.02
-0.7%
-8.0%
32
0.51%
Quelle: Datastream, J. Safra Sarasin, Bloomberg, Monatliche Renditen netto, Risk ratios 10.2002 - 09.2016 p.a.
* as of 30.09.2016
** Zusammensetzung Benchmark: 100% SBI For AAA-BBB TR
-120
10 Jahre
-146
-146
31.10.02 -- 30.09.16
Benchmark
33.2%
2.9%
2.9%
-4.9%
26
Portfolio
39.8%
2.4%
2.9%
0.65
0.6%
-0.53
1.02
-0.4%
-8.0%
32
0.56%
Benchmark
46.2%
2.8%
2.8%
-4.9%
26
SAST Nachhaltig CHF Obligationen (in CHF)
Benchmark: SBI AAA-BBB TR**
Valor: 1474340
ISIN: CH0014743402
Periods
-12
-12
12 Monate
Portfolio
Rendite (kumuliert)
Rendite p.a.
Risiko p.a.
Sharpe Ratio
Tracking Error p.a. (ex-post)
Tracking Error p.a. (ex-ante)*
Information Ratio
Beta
Jensen-Alpha
Max. Drawdown
Erholungszeit (in Monaten)
Modified Duration*
Risikoloser Zinssatz p.a. in CHF
TER KGAST
Benchmark
2.9%
2.9%
3.4%
1.06
0.2%
0.2%
-3.61
1.03
-0.9%
-1.8%
-1.6%
3
2
7.78
7.31
-0.75%
0.55%
-60
-60
5 Jahre
3.6%
3.6%
3.3%
Portfolio
13.5%
2.6%
2.5%
1.13
0.3%
-1.98
0.98
-0.5%
-2.2%
12
-0.24%
-120
Benchmark
16.5%
3.1%
2.5%
-2.2%
11
Portfolio
33.9%
3.0%
2.6%
0.94
0.6%
-0.72
0.90
-0.1%
-3.8%
24
0.51%
Quelle: Datastream, J. Safra Sarasin, Bloomberg, Monatliche Renditen netto, Risk ratios 10.2002 - 09.2016 p.a.
* as of 30.09.2016
** Zusammensetzung Benchmark: 100% SBI AAA-BBB TR
-120
10 Jahre
-146
-146
31.10.02 -- 30.09.16
Benchmark
39.4%
3.4%
2.8%
-3.7%
21
Portfolio
46.9%
2.8%
2.6%
0.87
0.5%
-0.83
0.92
-0.2%
-4.2%
38
0.56%
Benchmark
55.7%
3.2%
2.8%
-3.7%
21
SAST Nachhaltig Obligationen International ex CHF (in CHF)
Benchmark: WGBI non SF TR**
Valor: 978280
ISIN: CH0009782803
Periods
-12
-12
12 Monate
Portfolio
Rendite (kumuliert)
Rendite p.a.
Risiko p.a.
Sharpe Ratio
Tracking Error p.a. (ex-post)
Tracking Error p.a. (ex-ante)*
Information Ratio
Beta
Jensen-Alpha
Max. Drawdown
Erholungszeit (in Monaten)
Modified Duration*
Risikoloser Zinssatz p.a. in CHF
TER KGAST
Benchmark
8.3%
8.3%
5.7%
1.60
0.6%
0.7%
-1.01
1.02
-0.8%
-2.0%
-60
-60
5 Jahre
8.9%
8.9%
5.5%
-1.7%
2
2
8.14
7.95
-0.75%
0.65%
-120
Portfolio
Benchmark
7.9%
1.5%
7.3%
0.24
1.2%
-0.48
0.94
-0.4%
-12.1%
47
-0.24%
10.9%
2.1%
7.7%
Portfolio
8.1%
0.8%
8.5%
0.03
1.9%
-12.3%
-0.36
0.94
-0.6%
-20.1%
46
not
recovered
0.51%
Quelle: Datastream, J. Safra Sarasin, Bloomberg, Monatliche Renditen netto, Risk ratios 12.2001 - 09.2016 p.a.
* as of 30.09.2016
** Zusammensetzung Benchmark: 100% Citigroup WGBI ex Switzerland (TR)
-120
10 Jahre
-192
-192
31.12.98 -- 30.09.16
Benchmark
15.5%
1.4%
8.9%
Portfolio
23.7%
1.5%
7.7%
0.11
1.7%
Benchmark
28.2%
1.7%
7.8%
-21.6%
-0.14
0.96
-0.2%
-20.1%
-21.6%
73
not
recovered
73
0.60%
SAST Aktien Schweiz (in CHF)
Benchmark: SPI TR**
Valor: 656054
ISIN: CH0006560541
Periods
-12
-12
12 Monate
Portfolio
Rendite (kumuliert)
Rendite p.a.
Risiko p.a.
Sharpe Ratio
Tracking Error p.a. (ex-post)
Tracking Error p.a. (ex-ante)*
Information Ratio
Beta
Jensen-Alpha
Max. Drawdown
Erholungszeit (in Monaten)
Modified Duration*
4.8%
4.8%
12.0%
0.47
3.2%
6.2%
0.78
1.04
2.3%
-11.5%
Benchmark
2.3%
2.3%
11.0%
-10.7%
not
not
recovered recovered
Risikoloser Zinssatz p.a. in CHF
TER KGAST
-60
-60
5 Jahre
Portfolio
70.5%
11.3%
11.7%
0.99
3.4%
-0.26
1.02
-1.1%
-13.3%
-120
Benchmark
77.4%
12.2%
11.0%
Portfolio
25.4%
2.3%
13.7%
0.13
2.7%
-13.7%
-0.29
1.00
-0.8%
-51.2%
not
not
recovered recovered
77
** Zusammensetzung Benchmark: 100% SPI TR
-210
35.3%
3.1%
13.4%
Portfolio
Benchmark
85.2%
3.3%
15.5%
0.15
3.0%
-0.24%
0.51%
150.3%
4.9%
15.2%
-48.8%
-0.55
1.01
-1.7%
-53.8%
-49.3%
77
98
64
0.00
-0.75%
0.88%
-210
30.06.97 -- 30.09.16
Benchmark
Quelle: Datastream, J. Safra Sarasin, Bloomberg, Monatliche Renditen netto, Risk ratios 06.1997 - 09.2016 p.a.
* as of 30.09.2016
-120
10 Jahre
0.98%
SAST Aktien International ex Schweiz (in CHF)
Benchmark: MSCI WORLD ex CH NR**
Valor: 18947376
ISIN: CH0189473769
Periods
-12
-12
12 Monate
Portfolio
Rendite (kumuliert)
Rendite p.a.
Risiko p.a.
Sharpe Ratio
Tracking Error p.a. (ex-post)
Tracking Error p.a. (ex-ante)*
Information Ratio
Beta
Jensen-Alpha
Max. Drawdown
Erholungszeit (in Monaten)
Modified Duration*
Risikoloser Zinssatz p.a. in CHF
TER KGAST
-60
-60
5 Jahre
Benchmark
5.7%
5.7%
15.3%
0.42
2.3%
2.2%
-2.25
1.07
-6.1%
-13.7%
10.9%
10.9%
14.2%
-11.2%
not
not
recovered recovered
Portfolio
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
-120
-120
10 Jahre
Benchmark
Portfolio
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
-29
Benchmark
n/a
n/a
n/a
n/a
n/a
Portfolio
17.6%
4.0%
12.3%
0.35
2.4%
-2.59
1.04
-6.6%
-13.7%
n/a
Quelle: Datastream, J. Safra Sarasin, Bloomberg, Monatliche Renditen netto, Risk ratios 07.2012 - 09.2016 p.a.
* as of 30.09.2016
** Zusammensetzung Benchmark: 100% MSCI World ex CH NR
n/a
Benchmark
49.5%
10.1%
11.7%
-11.2%
not
not
recovered recovered
0.00
-0.75%
0.78%
-29
31.07.12 -- 30.09.16
-0.30%
SAST Aktien GlobalThematic (in CHF)
Benchmark: MSCI WORLD NR**
Valor: 4241685
ISIN: CH0042416856
Periods
-12
-12
12 Monate
Portfolio
Rendite (kumuliert)
Rendite p.a.
Risiko p.a.
Sharpe Ratio
Tracking Error p.a. (ex-post)
Tracking Error p.a. (ex-ante)*
Information Ratio
Beta
Jensen-Alpha
Max. Drawdown
Erholungszeit (in Monaten)
Modified Duration*
Risikoloser Zinssatz p.a. in CHF
TER KGAST
2.6%
2.6%
15.9%
0.21
2.9%
2.5%
-2.73
1.13
-9.3%
-15.5%
Benchmark
10.5%
10.5%
14.1%
-11.2%
not
not
recovered recovered
-0.75%
1.05%
-60
-60
5 Jahre
Portfolio
52.9%
8.9%
11.7%
0.78
2.6%
-1.63
1.02
-4.6%
-15.5%
-120
Benchmark
85.0%
13.1%
11.2%
Portfolio
n/a
n/a
n/a
n/a
n/a
-11.2%
n/a
n/a
n/a
n/a
not
not
recovered recovered
n/a
-0.24%
n/a
Quelle: Datastream, J. Safra Sarasin, Bloomberg, Monatliche Renditen netto, Risk ratios 08.2008 - 09.2016 p.a.
* as of 30.09.2016
** Zusammensetzung Benchmark: 100% MSCI World NR
-120
10 Jahre
-78
-78
31.08.08 -- 30.09.16
Benchmark
n/a
n/a
n/a
Portfolio
Benchmark
4.8%
0.6%
15.2%
0.04
3.0%
34.5%
3.7%
15.3%
n/a
-1.04
0.98
-3.1%
-39.3%
-40.1%
n/a
66
55
0.03%
SAST Nachhaltig Aktien Schweiz (in CHF)
Benchmark: SPI TR**
Valor: 1474343
ISIN: CH0014743436
Periods
-12
-12
12 Monate
Portfolio
Rendite (kumuliert)
Rendite p.a.
Risiko p.a.
Sharpe Ratio
Tracking Error p.a. (ex-post)
Tracking Error p.a. (ex-ante)*
Information Ratio
Beta
Jensen-Alpha
Max. Drawdown
Erholungszeit (in Monaten)
Modified Duration*
6.3%
6.3%
9.6%
0.74
2.0%
2.2%
2.00
0.86
4.4%
-8.3%
Benchmark
2.3%
2.3%
11.0%
-10.7%
not
not
recovered recovered
Risikoloser Zinssatz p.a. in CHF
TER KGAST
-60
-60
5 Jahre
Portfolio
86.1%
13.2%
10.5%
1.29
2.0%
0.55
0.93
1.9%
-10.5%
-120
Benchmark
77.4%
12.2%
11.0%
Portfolio
41.5%
3.5%
13.1%
0.23
1.9%
-13.7%
0.24
0.97
0.6%
-49.1%
not
not
recovered recovered
77
** Zusammensetzung Benchmark: 100% SPI TR
-146
35.3%
3.1%
13.4%
Portfolio
Benchmark
166.8%
7.3%
12.8%
0.53
2.0%
-0.24%
0.51%
158.0%
7.0%
13.2%
-48.8%
0.13
0.96
0.5%
-49.1%
-48.8%
77
77
77
0.00
-0.75%
0.77%
-146
31.10.02 -- 30.09.16
Benchmark
Quelle: Datastream, J. Safra Sarasin, Bloomberg, Monatliche Renditen netto, Risk ratios 10.2002 - 09.2016 p.a.
* as of 30.09.2016
-120
10 Jahre
0.56%
SAST Nachhaltig Aktien Schweiz Small & Mid Caps (in CHF)
Benchmark: SPI TR**
Valor: 276010516
ISIN: CH0276010516
Periods
-12
-12
12 Monate
Portfolio
Rendite (kumuliert)
Rendite p.a.
Risiko p.a.
Sharpe Ratio
Tracking Error p.a. (ex-post)
Tracking Error p.a. (ex-ante)*
Information Ratio
Beta
Jensen-Alpha
Max. Drawdown
Erholungszeit (in Monaten)
Modified Duration*
Risikoloser Zinssatz p.a. in CHF
TER KGAST
34.3%
34.3%
0.10
3.37
3.6%
0.03
4.04
0.93
15.8%
-0.03
-60
-60
5 Jahre
Benchmark
19.8%
19.8%
0.10
Portfolio
n/a
n/a
n/a
n/a
n/a
-0.04
n/a
n/a
n/a
n/a
not
not
recovered recovered
n/a
-120
-120
10 Jahre
Benchmark
n/a
n/a
n/a
Portfolio
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
-146
Benchmark
n/a
n/a
n/a
Portfolio
Benchmark
34.3%
34.3%
10.4%
3.37
3.6%
n/a
n/a
Quelle: Datastream, J. Safra Sarasin, Bloomberg, Monatliche Renditen netto, Risk ratios 09.2015 - 09.2016 p.a.
* as of 30.09.2016
** Zusammensetzung Benchmark: 100% SPI Extra TR
19.8%
19.8%
10.4%
n/a
4.04
0.93
15.8%
-2.8%
-3.7%
n/a
2
4
0.00
-0.75%
0.96%
-146
30.09.15 - 30.09.16
-0.75%
SAST Nachhaltig Aktien International ex Schweiz (in CHF)
Benchmark: MSCI World ex CH NR**
Valor: 1474344
ISIN: CH0014743444
Periods
-12
-12
12 Monate
Portfolio
Rendite (kumuliert)
Rendite p.a.
Risiko p.a.
Sharpe Ratio
Tracking Error p.a. (ex-post)
Tracking Error p.a. (ex-ante)*
Information Ratio
Beta
Jensen-Alpha
Max. Drawdown
Erholungszeit (in Monaten)
Modified Duration*
Risikoloser Zinssatz p.a. in CHF
TER KGAST
6.0%
6.0%
13.7%
0.50
2.6%
2.8%
-1.89
0.95
-4.3%
-10.8%
-60
-60
5 Jahre
Benchmark
10.9%
10.9%
14.2%
-11.2%
not
not
recovered recovered
-120
-120
10 Jahre
Portfolio
Benchmark
61.8%
10.1%
11.8%
0.87
2.8%
-1.11
1.03
-3.5%
-11.0%
85.6%
13.2%
11.3%
Portfolio
0.2%
0.0%
16.4%
-0.03
3.3%
-11.2%
-0.55
1.02
-1.8%
-52.4%
not
recovered
11
not
recovered
-146
Benchmark
19.7%
1.8%
15.9%
Portfolio
40.6%
2.5%
15.6%
0.12
3.3%
-0.24%
0.51%
Quelle: Datastream, J. Safra Sarasin, Bloomberg, Monatliche Renditen netto, Risk ratios 10.2002 - 09.2016 p.a.
* as of 30.09.2016
** Zusammensetzung Benchmark: 100% MSCI World ex CH NR
Benchmark
84.3%
4.5%
15.1%
-54.4%
-0.61
1.01
-2.1%
-52.4%
-54.4%
91
not
recovered
91
0.00
-0.75%
0.87%
-146
31.10.02 -- 30.09.16
0.56%
SAST Nachhaltig Aktien Global Emerging Markets (in CHF)
Benchmark: MSCI EM NR**
Valor: 11979929
ISIN: CH0119799291
Periods
-12
-12
12 Monate
Portfolio
Rendite (kumuliert)
Rendite p.a.
Risiko p.a.
Sharpe Ratio
Tracking Error p.a. (ex-post)
Tracking Error p.a. (ex-ante)*
Information Ratio
Beta
Jensen-Alpha
Max. Drawdown
8
Erholungszeit (in Monaten)
Modified Duration*
Risikoloser Zinssatz p.a. in CHF
TER KGAST
Benchmark
15.4%
15.4%
16.6%
0.97
5.6%
7.9%
-0.08
1.03
-0.9%
-12.4%
-0.75%
1.42%
-60
-60
5 Jahre
15.9%
15.9%
15.2%
-11.6%
8
Portfolio
19.1%
3.6%
13.5%
0.28
4.5%
-0.18
0.92
-0.4%
-0.27
Benchmark
23.9%
4.4%
14.0%
-0.24
not
not
recovered recovered
-0.24%
-120
Portfolio
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
Quelle: Datastream, J. Safra Sarasin, Bloomberg, Monatliche Renditen netto, Risk ratios 02.2011 - 09.2016 p.a.
* as of 30.09.2016
** Zusammensetzung Benchmark: 100% MSCI EM NR
-120
10 Jahre
-46
-46
28.02.11 - 30.09.16
Benchmark
n/a
n/a
n/a
Portfolio
-9.5%
-1.8%
13.9%
-0.11
4.5%
Benchmark
-1.9%
-0.3%
14.3%
n/a
-0.32
0.92
-1.4%
-26.8%
-24.0%
n/a
not
recovered
41
-0.20%
SAST Rohstoffe ex Agrar / Lebendvieh (in CHF)
Benchmark: Bloomberg Commodity ex Agri**
Valor: 23181215
ISIN: CH0231812154
Periods
-12
-12
12 Monate
Portfolio
Rendite (kumuliert)
Rendite p.a.
Risiko p.a.
Sharpe Ratio
Tracking Error p.a. (ex-post)
Tracking Error p.a. (ex-ante)*
Information Ratio
Beta
Jensen-Alpha
Max. Drawdown
Erholungszeit (in Monaten)
Modified Duration*
Risikoloser Zinssatz p.a. in CHF
TER KGAST
Benchmark
8.4%
8.4%
18.3%
0.50
13.5%
n/a
0.91
0.74
11.5%
-9.8%
-60
-60
5 Jahre
-3.9%
-3.9%
18.2%
-18.2%
not
6 recovered
-0.75%
1.15%
Portfolio
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
-120
Benchmark
Portfolio
n/a
n/a
n/a
n/a
n/a
n/a
Quelle: Datastream, J. Safra Sarasin, Bloomberg, Monatliche Renditen netto, Risk ratios 03.2014 - 09.2016 p.a.
* as of 30.09.2016
** Zusammensetzung Benchmark: 100% Bloomberg Ex Agri & Liv ER
-120
10 Jahre
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
-9
-9
31.03.14 -- 30.09.16
Benchmark
n/a
n/a
n/a
n/a
n/a
Portfolio
-29.3%
-13.0%
15.6%
-0.80
10.7%
0.49
0.70
-0.1%
-42.6%
Benchmark
-39.6%
-18.3%
17.8%
-51.1%
not
not
recovered recovered
-0.52%
J. Safra Sarasin Anlagestiftung
Herr Hanspeter Kämpf, Geschäftsführer
Elisabethenstrasse 62, Postfach
CH-4002 Basel
Telefon +41(0)58 317 49 10
Telefax +41(0)58 317 48 96
E-Mail: [email protected]
www.jsafrasarasin.ch/sast