SHLD.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)

21.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-36.6%

Deepest Drawdown

Sharpe Ratio

0.40

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

35 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

28.9%

Low Concentration

Effective Holdings

~76

of 116 holdings

Top Sector

84.6%

Technology

Top Region / Country

72.3%

United States

Excellent multi-dimensional diversification across holdings, industries, and geographies.

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	—	—	—	+27.6%
3 Years	20.4%	-22.7%	1.1	+25%
5 Years	21.7%	-36.6%	0.4	+11.1%
10 Years	21.3%	-36.6%	0.56	—

🟢 Favorable / fair valuation: Avg P/E of 29.7

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

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (20.9 analysts)

🔴 Severe sector concentration risk: 85% in "Technology".

⚠️ Industry concentration: 42% in "Software - Infrastructure".