BBSD.L - 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)

19.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-26.8%

Deepest Drawdown

Sharpe Ratio

0.42

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

4.7%

Low Concentration

Effective Holdings

~1082

of 1302 holdings

Top Sector

17.4%

Industrials

Top Region / Country

95.5%

United States

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

Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+13.3%
3 Years	18.9%	-26.8%	0.79	+17.4%
5 Years	19.6%	-26.8%	0.42	—
10 Years	—	—	—	—

🟢 Favorable / fair valuation: Avg P/E of 19.0

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

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟡 Moderate analyst coverage (11.1 analysts)

⚠️ Elevated Regulatory & Policy Risk: 44% in heavily regulated industries (defense, regulated utilities, healthcare policy).