FTEK.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)

24.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-38.3%

Deepest Drawdown

Sharpe Ratio

-0.01

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

68 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

25.1%

Low Concentration

Effective Holdings

~49

of 50 holdings

Top Sector

47.9%

Technology

Top Region / Country

92.3%

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	—	—	—	-9.1%
3 Years	22.1%	-25.3%	0.58	+15.4%
5 Years	24.0%	-38.3%	-0.01	+2.3%
10 Years	22.3%	-39.7%	0.38	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 24.1

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

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟡 Moderate analyst coverage (16.8 analysts)

⚠️ Sector concentration: 48% in "Technology".

⚠️ Sector concentration: 45% in "Financial Services".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 55% of forward growth.

⚠️ Elevated Interest Rate Sensitivity: 35% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 47% in heavily regulated industries (defense, regulated utilities, healthcare policy).