NFRA.L - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

5/7 Elevated

5 / 7 SRI PRIIPs Risk Class

Above-average volatility. Suitable for experienced investors with high risk tolerance (5+ years horizon).

Volatility (3Y)

12.1% p.a.

Fallback

Max Drawdown (3Y)

-16.1%

Fallback

Sharpe Ratio

0.61

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

79 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

17.4%

Low Concentration

Effective Holdings

~73

of 74 holdings

Top Sector

34.5%

Industrials

Top Region / Country

22.9%

United States

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

Multi-Horizon Risk & Performance Matrix

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	—	—	—	+7.3%
3 Years	12.1%	-16.1%	0.61	+9.9%
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 9.5

🟢 Excellent global diversification (Score 79/100)

🟢 Balanced position distribution (< 35% in Top 10)

Solid fund volume

🟡 Moderate analyst coverage (9.7 analysts)

⚠️ Elevated emerging markets risk: 41% Emerging Markets.

⚠️ Sector concentration: 34% in "Industrials".

⚠️ Elevated Interest Rate Sensitivity: 73% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 84% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 68% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).