FTSE.PA - 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)

14.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-22.4%

Deepest Drawdown

Sharpe Ratio

0.32

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

68 / 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

42%

Focused

Effective Holdings

~42

of 65 holdings

Top Sector

25.2%

Financial Services

Top Region / Country

92.0%

United Kingdom

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.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+7.7%
3 Years	13.3%	-12.6%	0.94	+15%
5 Years	14.6%	-22.4%	0.32	+7.1%
10 Years	1865.8%	-98.8%	-0.02	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.4

Solid fund volume

🟡 Moderate analyst coverage (13.5 analysts)

🔴 High single-country risk: 92% of portfolio in "United Kingdom".

⚠️ Elevated Interest Rate Sensitivity: 41% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 50% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (14.6% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -98.8% in the extended horizon.