PQVM.MI - Risk

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 (5Y)

18.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-20.2%

Deepest Drawdown

Sharpe Ratio

0.62

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

68 / 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

43%

Focused

Effective Holdings

~45

of 100 holdings

Top Sector

27.3%

Technology

Top Region / Country

96.3%

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	—	—	—	+18.2%
3 Years	19.2%	-20.2%	0.88	+19.5%
5 Years	18.6%	-20.2%	0.62	+14%
10 Years	27.5%	-30.3%	0.32	—

🟢 Favorable / fair valuation: Avg P/E of 17.4

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (21.8 analysts)

⚠️ Elevated Commodity Sensitivity: 23% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

⚠️ Elevated Economic Cyclicality: 55% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Regulatory & Policy Risk: 42% in heavily regulated industries (defense, regulated utilities, healthcare policy).