ROE.L - Risk

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)

20.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-39.6%

Deepest Drawdown

Sharpe Ratio

0.06

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

88 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

31.4%

Low Concentration

Effective Holdings

~54

of 65 holdings

Top Sector

14.0%

Industrials

Top Region / Country

43.1%

United States

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

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	—	—	—	+5.3%
3 Years	15.5%	-17.3%	0.81	+15.2%
5 Years	20.7%	-39.6%	0.06	+3.8%
10 Years	—	—	—	—

🟢 Favorable / fair valuation: Avg P/E of 19.7

🟢 Excellent global diversification (Score 88/100)

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

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟢 High institutional analyst coverage (20.7 analysts)

⚠️ Elevated Regulatory & Policy Risk: 52% in heavily regulated industries (defense, regulated utilities, healthcare policy).