FOFD.L - 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 (3Y)

15.1% p.a.

Fallback

Max Drawdown (3Y)

-17.4%

Fallback

Sharpe Ratio

0.37

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

82 / 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

39.5%

Focused

Effective Holdings

~42

of 55 holdings

Top Sector

27.2%

Consumer Defensive

Top Region / Country

52.2%

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	—	—	—	+5.7%
3 Years	15.1%	-17.4%	0.37	+8%
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 20.8

🟢 Excellent global diversification (Score 82/100)

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (11.4 analysts)

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 47% of forward growth.

🔴 High Commodity Concentration: 35% of fund depends directly on volatile energy and raw material markets.

⚠️ Elevated Economic Cyclicality: 50% in cyclical industries – more vulnerable to economic downturns.

🟢 Strong Defensive Buffer: 48% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).