GOAI.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)

23.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-34.6%

Deepest Drawdown

Sharpe Ratio

0.33

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

52 / 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

36.6%

Focused

Effective Holdings

~64

of 183 holdings

Top Sector

80.8%

Technology

Top Region / Country

79.7%

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	—	—	—	+35.5%
3 Years	24.7%	-25.0%	0.83	+23.1%
5 Years	23.4%	-34.6%	0.33	+10.3%
10 Years	23.1%	-34.8%	0.55	—

⚠️ Elevated valuation: Avg P/E of 36.5

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (30.5 analysts)

🔴 Severe sector concentration risk: 81% in "Technology".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 65% of total forward growth.

ℹ️ Tech-Capex Exposure: 43% in semiconductors & hardware – dependent on hyperscaler capex cycles.