BTEC.L - Risk

Risk & Diversification Scores

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

Volatility Risk Score

6/7 High

6 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

21.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-34.5%

Deepest Drawdown

Sharpe Ratio

0.21

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

17 / 100 Portfolio Diversification

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

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings

43.8%

Focused

Effective Holdings

~49

of 250 holdings

Top Sector

100.0%

Healthcare

Top Region / Country

88.3%

United States

Elevated concentration in top individual holdings, leading sectors, or key regions.

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	—	—	—	+30.5%
3 Years	20.3%	-26.8%	0.86	+19.9%
5 Years	21.3%	-34.5%	0.21	+6.9%
10 Years	22.3%	-38.4%	0.24	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 18.2

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (16.1 analysts)

🔴 Severe sector concentration risk: 100% in "Healthcare".

🔴 Extreme industry concentration: 68% in "Biotechnology".

🔴 34% of ETF holdings are unprofitable companies (severe cash-burn and fundamental financial risk).

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 83% of total forward growth.

⚠️ Elevated Regulatory & Policy Risk: 100% in heavily regulated industries (defense, regulated utilities, healthcare policy).