SGPDU.SW - 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)

29.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-33.4%

Deepest Drawdown

Sharpe Ratio

0.20

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

21 / 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

90.3%

Focused

Effective Holdings

~12

of 16 holdings

Top Sector

61.4%

Financial Services

Top Region / Country

98.2%

Singapore

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.

Volatility Expansion (3Y > 5Y) High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+8.6%
3 Years	34.3%	-24.4%	0.64	+24.6%
5 Years	29.3%	-33.4%	0.2	+8.5%
10 Years	24.4%	-46.0%	0.13	+5.7%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 14.5

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (13.3 analysts)

🔴 Extreme top 10 holdings concentration: 90% of fund in top 10 positions.

🔴 High single-country risk: 98% of portfolio in "Singapore".

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

🔴 Severe sector concentration risk: 61% in "Financial Services".

🔴 Extreme industry concentration: 57% in "Banks - Regional".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 57% of forward growth.

🔴 Dominant Cyclicality: 82% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 74% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 77% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Elevated Short-Term Volatility: 3Y volatility (34.3%) is noticeably higher than the 5Y average (29.3%).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (29.3% p.a.).