UC63.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)

8868.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-99.0%

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

High Concentration (> 50%)

68 / 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

53.4%

Focused

Effective Holdings

~31

of 62 holdings

Top Sector

27.7%

Financial Services

Top Region / Country

95.1%

United Kingdom

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	—	—	—	+9.4%
3 Years	11425.4%	-99.0%	0	+11.8%
5 Years	8868.6%	-99.0%	0	+8.5%
10 Years	6272.3%	-99.0%	0	+3.8%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.5

Solid fund volume

🟡 Moderate analyst coverage (15.6 analysts)

⚠️ Elevated top 10 holdings concentration: 53% of fund in top 10 positions.

🔴 High single-country risk: 95% of portfolio in "United Kingdom".

⚠️ Elevated Commodity Sensitivity: 20% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

⚠️ Elevated Economic Cyclicality: 54% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Regulatory & Policy Risk: 75% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Elevated Short-Term Volatility: 3Y volatility (11425.4%) is noticeably higher than the 5Y average (8868.6%).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (8868.6% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -99.0% in the extended horizon.