RAYZ - Risk

Risk & Diversification Scores

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

Volatility Risk Score

4/7 Moderate

4 / 7 SRI PRIIPs Risk Class

Typical market fluctuations. Suitable for long-term wealth accumulation (3–5+ years horizon).

Volatility (5Y)

—

5-Year Horizon

Max Drawdown (5Y)

—

Deepest Drawdown

Sharpe Ratio

—

Risk / Reward

Rec. Holding Period

3 - 5+ Years

Investment Horizon

Balanced / Moderate: Score Basis:

Diversification Score

High Concentration (> 50%)

39 / 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

55.4%

Focused

Effective Holdings

~28

of 47 holdings

Top Sector

62.0%

Technology

Top Region / Country

61.2%

China

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	—
3 Years	—	—	—	—
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 16.1

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (9.1 analysts)

⚠️ Elevated top 10 holdings concentration: 55% of fund in top 10 positions.

⚠️ Single-country focus: 61% in "China".

⚠️ Elevated emerging markets risk: 68% Emerging Markets.

🔴 Severe sector concentration risk: 62% in "Technology".

⚠️ Industry concentration: 49% in "Solar".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 45% of forward growth.

⚠️ Elevated Interest Rate Sensitivity: 56% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

ℹ️ Tech-Capex Exposure: 87% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Regulatory & Policy Risk: 56% in heavily regulated industries (defense, regulated utilities, healthcare policy).