GIJO.L - 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)

30.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-40.0%

Deepest Drawdown

Sharpe Ratio

0.12

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

44 / 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

48%

Focused

Effective Holdings

~33

of 48 holdings

Top Sector

60.0%

Industrials

Top Region / Country

100.0%

United States

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.

Stable Long-Term Volatility High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-34.3%
3 Years	28.3%	-40.0%	0.18	+7.7%
5 Years	30.3%	-40.0%	0.12	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 26.7

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟢 High institutional analyst coverage (20.5 analysts)

⚠️ Elevated top 10 holdings concentration: 48% of fund in top 10 positions.

⚠️ Sector concentration: 40% in "Technology".

🔴 Severe sector concentration risk: 60% in "Industrials".

🔴 Extreme industry concentration: 55% in "Aerospace & Defense".

⚠️ Elevated Economic Cyclicality: 60% in cyclical industries – more vulnerable to economic downturns.

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

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (30.3% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -40.0% in the extended horizon.