GNOM - 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)

34.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-68.9%

Deepest Drawdown

Sharpe Ratio

-0.21

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

16 / 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

50.2%

Focused

Effective Holdings

~32

of 50 holdings

Top Sector

99.7%

Healthcare

Top Region / Country

84.2%

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	—	—	—	+56.4%
3 Years	31.7%	-43.3%	0.51	+18.5%
5 Years	34.4%	-68.9%	-0.21	-4.8%
10 Years	—	—	—	—

Notes & Warnings

⚠️ Elevated valuation: Avg P/E of 35.3

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟡 Moderate analyst coverage (13.1 analysts)

⚠️ Elevated top 10 holdings concentration: 50% of fund in top 10 positions.

🔴 Severe sector concentration risk: 100% in "Healthcare".

🔴 Extreme industry concentration: 58% in "Biotechnology".

🔴 47% of ETF holdings are unprofitable companies (severe cash-burn and fundamental financial risk).

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 84% of total forward growth.

⚠️ Elevated Regulatory & Policy Risk: 100% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 42% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (34.4% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -68.9% in the extended horizon.