Sarasin takes top spot in Swiss asset management league

The Alpha League Table measures both the magnitude and the frequency of alpha generation by a country’s asset managers, taking into account risk-adjusted performance, performance persistence and the risk of extreme loss. The average alpha produced by Swiss asset managers was 2.3%, compared with a European average of 2.5%. Sarasin produced average alpha of 3.65% with a frequency of alpha of 62.59% (compared with the Swiss average of 38.5% and the European average of 40.2%), leading to an overall Alpha League Table score of 2.26. Specialist equity fund manager Vontobel came second in the ta...