AGED.L - 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)

17.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-26.3%

Deepest Drawdown

Sharpe Ratio

0.19

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

71 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

6.6%

Low Concentration

Effective Holdings

~337

of 354 holdings

Top Sector

48.8%

Healthcare

Top Region / Country

48.3%

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+10.4%
3 Years	16.3%	-16.4%	0.93	+17.7%
5 Years	17.6%	-26.3%	0.19	+5.9%
10 Years	17.6%	-40.1%	0.27	+7.3%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 16.1

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

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (11.4 analysts)

⚠️ Sector concentration: 49% in "Healthcare".

⚠️ Sector concentration: 43% in "Financial Services".

⚠️ Elevated Interest Rate Sensitivity: 45% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 94% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 62% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).