NASD.L - Risk

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)

23.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-35.0%

Deepest Drawdown

Sharpe Ratio

0.60

Good (0.5 - 1.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

68 / 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

47.1%

Focused

Effective Holdings

~43

of 266 holdings

Top Sector

38.7%

Technology

Top Region / Country

92.4%

United States

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

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	—	—	—	+24.2%
3 Years	22.7%	-22.4%	1.14	+28.3%
5 Years	23.4%	-35.0%	0.6	+16.4%
10 Years	22.5%	-35.0%	0.87	+22%

🟢 Favorable / fair valuation: Avg P/E of 23.9

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (31.5 analysts)

⚠️ Elevated top 10 holdings concentration: 47% of fund in top 10 positions.

⚠️ Sector concentration: 39% in "Technology".