MSRUSB.SW - 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)

24.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-31.3%

Deepest Drawdown

Sharpe Ratio

0.22

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

68 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

Low Concentration

Effective Holdings

~50

of - holdings

Top Sector

—

Balanced

Top Region / Country

100.0%

Emerging Markets

Excellent multi-dimensional diversification across holdings, industries, and geographies.

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

Stable Long-Term Volatility Volatility Expansion (3Y > 5Y)

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+42.6%
3 Years	27.4%	-22.1%	0.82	+25%
5 Years	24.7%	-31.3%	0.22	+7.9%
10 Years	—	—	—	—

🟢 Established large fund (> 500M € AUM)

⚠️ Elevated emerging markets risk: 100% Emerging Markets.