WSRIC.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)

34.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-72.1%

Deepest Drawdown

Sharpe Ratio

-0.48

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

88 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

31.6%

Low Concentration

Effective Holdings

~88

of 360 holdings

Top Sector

35.2%

Technology

Top Region / Country

68.1%

United States

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

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	—	—	—	+11.1%
3 Years	41.6%	-72.1%	-0.55	-20.5%
5 Years	34.6%	-72.1%	-0.48	-14.2%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 24.9

🟢 Excellent global diversification (Score 88/100)

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

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (26.1 analysts)

⚠️ Sector concentration: 35% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 62% of forward growth.

⚠️ Elevated Regulatory & Policy Risk: 35% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Elevated Short-Term Volatility: 3Y volatility (41.6%) is noticeably higher than the 5Y average (34.6%).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (34.6% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -72.1% in the extended horizon.