100GBA.SW - Risk

Risk & Diversification Scores

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)

14.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-22.4%

Deepest Drawdown

Sharpe Ratio

0.16

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: 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

49.3%

Focused

Effective Holdings

~36

of 92 holdings

Top Sector

27.7%

Financial Services

Top Region / Country

94.3%

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+12.2%
3 Years	13.6%	-17.1%	0.61	+10.8%
5 Years	14.8%	-22.4%	0.16	+4.9%
10 Years	17.0%	-45.0%	0.02	+2.9%

Notes & Warnings

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

Solid fund volume

🟡 Moderate analyst coverage (15.3 analysts)

⚠️ Elevated top 10 holdings concentration: 49% of fund in top 10 positions.

🔴 High single-country risk: 94% of portfolio in "United Kingdom".

⚠️ Elevated Commodity Sensitivity: 19% 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: 73% in heavily regulated industries (defense, regulated utilities, healthcare policy).