GENDET.SW - Risk

Risk & Diversification Scores

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

Volatility Risk Score

4/7 Moderate

4 / 7 SRI PRIIPs Risk Class

Typical market fluctuations. Suitable for long-term wealth accumulation (3–5+ years horizon).

Volatility (5Y)

11.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-22.2%

Deepest Drawdown

Sharpe Ratio

0.03

Moderate (0.0 - 0.5)

Rec. Holding Period

3 - 5+ Years

Investment Horizon

Balanced / Moderate: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

87 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

14.5%

Low Concentration

Effective Holdings

~96

of 98 holdings

Top Sector

26.1%

Financial Services

Top Region / Country

47.4%

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	—	—	—	+3.1%
3 Years	9.7%	-13.0%	0.72	+9.5%
5 Years	11.7%	-22.2%	0.03	+2.8%
10 Years	13.7%	-34.0%	0.15	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.9

🟢 Excellent global diversification (Score 87/100)

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

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (15.8 analysts)

⚠️ Elevated Interest Rate Sensitivity: 51% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 60% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 44% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).

🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).