ROBO.MI - 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)

22.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-36.3%

Deepest Drawdown

Sharpe Ratio

0.14

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

56 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

16.9%

Low Concentration

Effective Holdings

~78

of 79 holdings

Top Sector

45.2%

Industrials

Top Region / Country

41.9%

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	—	—	—	+22.3%
3 Years	22.4%	-31.7%	0.59	+15.7%
5 Years	22.1%	-36.3%	0.14	+5.7%
10 Years	21.2%	-36.3%	0.42	+11.5%

Notes & Warnings

⚠️ Elevated valuation: Avg P/E of 31.6

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

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (13.7 analysts)

⚠️ Elevated emerging markets risk: 34% Emerging Markets.

⚠️ Sector concentration: 44% in "Technology".

⚠️ Sector concentration: 45% in "Industrials".

⚠️ Industry concentration: 34% in "Specialty Industrial Machinery".

⚠️ Elevated Economic Cyclicality: 50% in cyclical industries – more vulnerable to economic downturns.

ℹ️ Tech-Capex Exposure: 43% in semiconductors & hardware – dependent on hyperscaler capex cycles.