EFA - 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)

16.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-32.1%

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%)

74 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

13.8%

Low Concentration

Effective Holdings

~98

of 10 holdings

Top Sector

27.3%

Healthcare

Top Region / Country

27.5%

Switzerland

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	—	—	—	+8.4%
3 Years	15.5%	-14.1%	0.77	+14.5%
5 Years	16.9%	-32.1%	0.19	+5.7%
10 Years	17.2%	-38.2%	0.19	+5.7%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 21.8

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

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (20.1 analysts)

🔴 Non-UCITS Fund: Cannot be purchased directly via EU brokers under PRIIPs rules. Trading requires tokenized assets (e.g. Robinhood) or US access.

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 70% of total forward growth.

⚠️ Elevated Commodity Sensitivity: 16% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

⚠️ Elevated Regulatory & Policy Risk: 55% in heavily regulated industries (defense, regulated utilities, healthcare policy).