GOAT.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 (5Y)

15.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-23.9%

Deepest Drawdown

Sharpe Ratio

0.26

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

83 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

20.6%

Low Concentration

Effective Holdings

~71

of 74 holdings

Top Sector

26.6%

Industrials

Top Region / Country

31.8%

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-0%
3 Years	14.2%	-14.2%	0.91	+15.5%
5 Years	15.6%	-23.9%	0.26	+6.6%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 23.4

🟢 Excellent global diversification (Score 83/100)

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

Solid fund volume

🟡 Moderate analyst coverage (19.6 analysts)

⚠️ Elevated emerging markets risk: 31% Emerging Markets.

⚠️ Elevated Regulatory & Policy Risk: 45% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).