GCLE.SW - 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)

27.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-69.4%

Deepest Drawdown

Sharpe Ratio

-0.37

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

58 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

11.1%

Low Concentration

Effective Holdings

~109

of 110 holdings

Top Sector

43.7%

Industrials

Top Region / Country

21.5%

United States

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+4.2%
3 Years	25.3%	-41.0%	0.18	+7%
5 Years	27.9%	-69.4%	-0.37	-7.7%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 18.9

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

Solid fund volume

🟡 Moderate analyst coverage (8.4 analysts)

⚠️ Elevated emerging markets risk: 48% Emerging Markets.

⚠️ Sector concentration: 44% in "Industrials".

⚠️ Industry concentration: 31% in "Electrical Equipment & Parts".

⚠️ Elevated Economic Cyclicality: 61% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 43% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

ℹ️ Tech-Capex Exposure: 50% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Regulatory & Policy Risk: 37% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -69.4% in the extended horizon.