EMMUSA.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)

24.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-32.5%

Deepest Drawdown

Sharpe Ratio

0.06

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

39.5%

Focused

Effective Holdings

~63

of 1179 holdings

Top Sector

43.3%

Technology

Top Region / Country

27.2%

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.

Volatility Expansion (3Y > 5Y)

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+28.5%
3 Years	27.0%	-23.0%	0.59	+18.5%
5 Years	24.5%	-32.5%	0.06	+4%
10 Years	22.9%	-38.5%	0.09	+4.5%

Notes & Warnings

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

⚠️ Fund closure risk (< 50M € AUM)

🟢 High institutional analyst coverage (21 analysts)

⚠️ Elevated emerging markets risk: 96% Emerging Markets.

⚠️ Sector concentration: 43% in "Technology".

ℹ️ Tech-Capex Exposure: 44% in semiconductors & hardware – dependent on hyperscaler capex cycles.

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