EDM2.SW - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

6/7 High

6 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

20.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-35.6%

Deepest Drawdown

Sharpe Ratio

0.26

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

48 / 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

38.3%

Focused

Effective Holdings

~66

of 1024 holdings

Top Sector

41.7%

Technology

Top Region / Country

27.3%

Taiwan

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

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+24.2%
3 Years	20.6%	-16.7%	1.07	+24.5%
5 Years	20.4%	-35.6%	0.26	+7.8%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 16.6

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (20.3 analysts)

⚠️ Elevated emerging markets risk: 95% Emerging Markets.

⚠️ Sector concentration: 42% in "Technology".

ℹ️ Tech-Capex Exposure: 43% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Regulatory & Policy Risk: 38% in heavily regulated industries (defense, regulated utilities, healthcare policy).