NUCL.SW - 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)

35.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-37.5%

Deepest Drawdown

Sharpe Ratio

0.54

Good (0.5 - 1.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

49 / 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

68.3%

Focused

Effective Holdings

~19

of 25 holdings

Top Sector

46.7%

Energy

Top Region / Country

36.9%

Canada

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 Volatility Expansion (3Y > 5Y) High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-19.6%
3 Years	38.2%	-37.5%	0.6	+25.4%
5 Years	35.8%	-37.5%	0.54	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 24.4

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (10.7 analysts)

🔴 Extreme top 10 holdings concentration: 68% of fund in top 10 positions.

⚠️ Elevated emerging markets risk: 40% Emerging Markets.

⚠️ Sector concentration: 47% in "Energy".

⚠️ Sector concentration: 47% in "Industrials".

⚠️ Industry concentration: 47% in "Uranium".

⚠️ 27% of ETF holdings are unprofitable companies (fundamental solvency & cash-burn risk).

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 64% of forward growth.

🔴 High Commodity Concentration: 53% of fund depends directly on volatile energy and raw material markets.

🔴 Dominant Cyclicality: 93% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Regulatory & Policy Risk: 53% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (35.8% p.a.).