GLUX.PA - Risk

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)

20.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-30.4%

Deepest Drawdown

Sharpe Ratio

-0.17

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

36 / 100 Portfolio Diversification

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

High concentration risk: A few heavyweights drive the majority of fund value.

Top 10 Holdings

55.6%

Focused

Effective Holdings

~30

of 82 holdings

Top Sector

85.5%

Consumer Cyclical

Top Region / Country

40.5%

United States

Elevated concentration in top individual holdings, leading sectors, or key regions.

Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-11.9%
3 Years	18.9%	-28.1%	-0.14	-0.1%
5 Years	20.9%	-30.4%	-0.17	-1.1%
10 Years	22.0%	-43.2%	0.15	—

🟢 Favorable / fair valuation: Avg P/E of 0.1

Solid fund volume

🟢 High institutional analyst coverage (20.6 analysts)

⚠️ Elevated top 10 holdings concentration: 56% of fund in top 10 positions.

🔴 Severe sector concentration risk: 85% in "Consumer Cyclical".

⚠️ Industry concentration: 30% in "Luxury Goods".

🔴 Dominant Cyclicality: 86% in cyclical industries – higher drawdown risk in recessions.