RBOT.L - Risk

Risk & Diversification Scores

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)

24.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-44.5%

Deepest Drawdown

Sharpe Ratio

0.36

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

57 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

31.6%

Low Concentration

Effective Holdings

~76

of 158 holdings

Top Sector

74.5%

Technology

Top Region / Country

55.4%

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+35.1%
3 Years	23.2%	-25.1%	1.04	+26.7%
5 Years	24.6%	-44.5%	0.36	+11.4%
10 Years	22.9%	-44.5%	0.58	+15.8%

Notes & Warnings

⚠️ Elevated valuation: Avg P/E of 36.8

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

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (22.5 analysts)

🔴 Severe sector concentration risk: 74% in "Technology".

ℹ️ Tech-Capex Exposure: 48% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -44.5% in the extended horizon.