U1FA.AS - 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)

13.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-18.2%

Deepest Drawdown

Sharpe Ratio

0.77

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

44.7%

Focused

Effective Holdings

~41

of 83 holdings

Top Sector

41.3%

Financial Services

Top Region / Country

97.5%

Canada

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+17.4%
3 Years	12.3%	-12.5%	1.77	+24.2%
5 Years	13.7%	-18.2%	0.77	+13%
10 Years	14.5%	-34.4%	0.54	+10.3%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 19.3

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟡 Moderate analyst coverage (15.5 analysts)

🔴 High single-country risk: 98% of portfolio in "Canada".

⚠️ Sector concentration: 41% in "Financial Services".

🔴 High Commodity Concentration: 31% of fund depends directly on volatile energy and raw material markets.

🔴 Dominant Cyclicality: 73% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 54% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 68% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).