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