UEFD.AS - Risk

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

5/7 Elevated

5 / 7 SRI PRIIPs Risk Class

Above-average volatility. Suitable for experienced investors with high risk tolerance (5+ years horizon).

Volatility (5Y)

18.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-31.3%

Deepest Drawdown

Sharpe Ratio

0.01

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

68 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

11.5%

Low Concentration

Effective Holdings

~284

of 367 holdings

Top Sector

28.4%

Industrials

Top Region / Country

22.3%

Germany

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	—	—	—	+4.9%
3 Years	16.2%	-15.3%	0.51	+10.8%
5 Years	18.2%	-31.3%	0.01	+2.8%
10 Years	17.1%	-39.4%	0.21	+6%

🟢 Favorable / fair valuation: Avg P/E of 0.1

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

Solid fund volume

🔴 Low analyst coverage (7.5 analysts, higher growth estimate uncertainty)

⚠️ Elevated Commodity Sensitivity: 19% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

⚠️ Elevated Economic Cyclicality: 61% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 37% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).