0P0001CJGW - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

5/7 Elevated

5 / 7 SRI PRIIPs Risk Class

Above-average volatility. Suitable for experienced investors with high risk tolerance (5+ years horizon).

Volatility (5Y)

14.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-26.0%

Deepest Drawdown

Sharpe Ratio

0.63

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

90 / 100 Portfolio Diversification

4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

26.1%

Low Concentration

Effective Holdings

~138

of 1285 holdings

Top Sector

30.4%

Technology

Top Region / Country

70.5%

United States

Excellent multi-dimensional diversification across holdings, industries, and geographies.

Multi-Horizon Risk & Performance Matrix

Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+14.6%
3 Years	12.8%	-16.6%	1.48	+21.5%
5 Years	14.7%	-26.0%	0.63	+11.7%
10 Years	16.6%	-34.0%	0.75	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 22.2

🟢 Excellent global diversification (Score 90/100)

🟢 Balanced position distribution (< 35% in Top 10)

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (26 analysts)

⚠️ Sector concentration: 30% in "Technology".

⚠️ Elevated Regulatory & Policy Risk: 46% in heavily regulated industries (defense, regulated utilities, healthcare policy).