BKCH - 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)

75.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-92.2%

Deepest Drawdown

Sharpe Ratio

-0.15

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

17 / 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

73.8%

Focused

Effective Holdings

~17

of 33 holdings

Top Sector

80.4%

Financial Services

Top Region / Country

79.7%

United States

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.

Stable Long-Term Volatility High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-39%
3 Years	75.1%	-60.7%	0.5	+40.2%
5 Years	75.8%	-92.2%	-0.15	-9.1%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 3.6

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟡 Moderate analyst coverage (8.8 analysts)

🔴 Extreme top 10 holdings concentration: 74% of fund in top 10 positions.

🔴 Severe sector concentration risk: 80% in "Financial Services".

🔴 Extreme industry concentration: 69% in "Capital Markets".

🔴 50% of ETF holdings are unprofitable companies (severe cash-burn and fundamental financial risk).

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 64% of forward growth.

⚠️ Elevated Interest Rate Sensitivity: 69% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 81% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (75.8% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -92.2% in the extended horizon.