AUHCHA.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)

15.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-15.8%

Deepest Drawdown

Sharpe Ratio

0.13

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

48 / 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

64.3%

Focused

Effective Holdings

~22

of 47 holdings

Top Sector

42.4%

Financial Services

Top Region / Country

96.0%

Australia

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	—	—	—	-3.3%
3 Years	14.6%	-15.8%	0.26	+6.3%
5 Years	15.4%	-15.8%	0.13	+4.5%
10 Years	16.9%	-33.6%	0.2	+5.9%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 20.2

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (12.6 analysts)

🔴 Extreme top 10 holdings concentration: 64% of fund in top 10 positions.

⚠️ Elevated emerging markets risk: 97% Emerging Markets.

⚠️ Sector concentration: 42% in "Financial Services".

⚠️ Industry concentration: 31% in "Banks - Diversified".

⚠️ Elevated Commodity Sensitivity: 28% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

🔴 Dominant Cyclicality: 70% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 57% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 60% in heavily regulated industries (defense, regulated utilities, healthcare policy).