UC04.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)

23.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-29.3%

Deepest Drawdown

Sharpe Ratio

0.41

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: 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

36.3%

Focused

Effective Holdings

~72

of 521 holdings

Top Sector

37.7%

Technology

Top Region / Country

97.0%

United States

Elevated concentration in top individual holdings, leading sectors, or key regions.

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	—	—	—	+16.6%
3 Years	27.7%	-29.3%	0.59	+18.8%
5 Years	23.9%	-29.3%	0.41	+12.4%
10 Years	20.7%	-29.3%	0.5	+12.9%

🟢 Favorable / fair valuation: Avg P/E of 25.0

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟢 High institutional analyst coverage (30.2 analysts)

⚠️ Sector concentration: 38% in "Technology".

⚠️ Elevated Regulatory & Policy Risk: 41% in heavily regulated industries (defense, regulated utilities, healthcare policy).