PRAM.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)

18.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-31.2%

Deepest Drawdown

Sharpe Ratio

0.32

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

48 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

34.5%

Low Concentration

Effective Holdings

~83

of 1930 holdings

Top Sector

40.0%

Technology

Top Region / Country

26.5%

Taiwan

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	—	—	—	+22.5%
3 Years	18.5%	-16.7%	1.11	+23%
5 Years	18.8%	-31.2%	0.32	+8.6%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.0

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

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (19.7 analysts)

⚠️ Elevated emerging markets risk: 96% Emerging Markets.

⚠️ Sector concentration: 40% in "Technology".

ℹ️ Tech-Capex Exposure: 41% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Regulatory & Policy Risk: 39% in heavily regulated industries (defense, regulated utilities, healthcare policy).