LUNR - Risk

Risk & Diversification Scores

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

Volatility Risk Score

7/7 Very High

7 / 7 SRI PRIIPs Risk Class

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

Volatility (5Y)

166.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-97.4%

Deepest Drawdown

Sharpe Ratio

0.03

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

40 / 100 Portfolio Diversification

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

High concentration risk: A few heavyweights drive the majority of fund value.

Top 10 Holdings

83%

Focused

Effective Holdings

~14

of 36 holdings

Top Sector

57.9%

Industrials

Top Region / Country

83.8%

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.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+9.8%
3 Years	117.3%	-75.1%	0.43	+52.4%
5 Years	166.8%	-97.4%	0.03	—
10 Years	—	—	—	—

Notes & Warnings

🔴 High valuation risk: Avg P/E of 48.5 (Elevated multiple compression risk)

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (8.5 analysts)

🔴 Extreme top 10 holdings concentration: 83% of fund in top 10 positions.

🔴 Severe sector concentration risk: 58% in "Industrials".

🔴 Extreme industry concentration: 57% in "Aerospace & Defense".

🔴 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 90% of total forward growth.

⚠️ Elevated Economic Cyclicality: 58% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Regulatory & Policy Risk: 70% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (166.8% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -97.4% in the extended horizon.