SPYP.DE - Risk

Risk & Diversification Scores

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)

18.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-22.6%

Deepest Drawdown

Sharpe Ratio

0.26

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

23 / 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

75.3%

Focused

Effective Holdings

~17

of 27 holdings

Top Sector

99.1%

Basic Materials

Top Region / Country

27.6%

Switzerland

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+22.6%
3 Years	16.3%	-20.7%	0.62	+12.6%
5 Years	18.0%	-22.6%	0.26	+7.1%
10 Years	18.5%	-35.2%	0.38	+9.5%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 20.6

Solid fund volume

🟡 Moderate analyst coverage (15 analysts)

🔴 Extreme top 10 holdings concentration: 75% of fund in top 10 positions.

🔴 Severe sector concentration risk: 99% in "Basic Materials".

⚠️ Industry concentration: 35% in "Specialty Chemicals".

⚠️ Industry concentration: 33% in "Other Industrial Metals & Mining".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 60% of forward growth.

🔴 High Commodity Concentration: 100% of fund depends directly on volatile energy and raw material markets.

🔴 Dominant Cyclicality: 100% in cyclical industries – higher drawdown risk in recessions.