SleepWell Trade · Asset reports · Switzerland
7 Switzerland backtest reports
Backtest reports for Switzerland listings, recomputed monthly across the same ten trend-following strategies.
ETFs · Switzerland
Vanguard S&P 500 UCITS ETF
ROC momentum · CAGR 11.3% · MDD -23.9% · Sharpe 0.75
Stocks · SwitzerlandABB Ltd.
ROC momentum · CAGR 8.4% · MDD -44.3% · Sharpe 0.50
ETFs · SwitzerlandUBS ETF (CH) SXI Real Estate Funds (CHF) A-dis
Donchian breakout · CAGR -9.6% · MDD -87.4% · Sharpe 0.45
ETFs · SwitzerlandIMMOFONDS Schweizerischer Immobilien-Anlagefonds Anteile
ADX / DI trend · CAGR 1.1% · MDD -4.8% · Sharpe 0.34
ETFs · SwitzerlandUBS (CH) Property Fund – Direct Mixed Urban A
ROC momentum · CAGR 3.2% · MDD -62.0% · Sharpe 0.25
ETFs · SwitzerlandSchroder ImmoPLUS Units
Bollinger breakout · CAGR 0.4% · MDD -6.2% · Sharpe 0.23
ETFs · SwitzerlandUBS (CH) Property Fund - Direct LivingPlus Anteile
Keltner breakout · CAGR 0.2% · MDD -3.2% · Sharpe 0.18