PSRUSA.SW - Risk

Risk & Diversification Scores

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)

22.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-27.4%

Deepest Drawdown

Sharpe Ratio

-0.04

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

48 / 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

45.6%

Focused

Effective Holdings

~39

of 71 holdings

Top Sector

26.4%

Financial Services

Top Region / Country

81.1%

Japan

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.

Volatility Expansion (3Y > 5Y)

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+22.5%
3 Years	26.1%	-21.7%	0.34	+11.5%
5 Years	22.5%	-27.4%	-0.04	+1.7%
10 Years	19.4%	-30.7%	0.03	+3.1%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 14.0

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (13 analysts)

⚠️ Elevated top 10 holdings concentration: 46% of fund in top 10 positions.

🔴 High single-country risk: 81% of portfolio in "Japan".

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

⚠️ Elevated Interest Rate Sensitivity: 38% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 46% in heavily regulated industries (defense, regulated utilities, healthcare policy).