TPHG.L - 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)

9867.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-99.1%

Deepest Drawdown

Sharpe Ratio

0.00

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

68 / 100 Portfolio Diversification

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

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings

38.2%

Focused

Effective Holdings

~54

of 104 holdings

Top Sector

42.8%

Technology

Top Region / Country

75.8%

United States

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	—	—	—	+31.7%
3 Years	12709.4%	-99.1%	0	+28.2%
5 Years	9867.9%	-99.1%	0	+21.2%
10 Years	7585.6%	-99.1%	0	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 22.5

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (28.1 analysts)

⚠️ Sector concentration: 43% in "Technology".

ℹ️ Tech-Capex Exposure: 35% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Short-Term Volatility: 3Y volatility (12709.4%) is noticeably higher than the 5Y average (9867.9%).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (9867.9% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -99.1% in the extended horizon.