UC07.L - 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)

22.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-26.3%

Deepest Drawdown

Sharpe Ratio

0.27

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

68 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

28.6%

Low Concentration

Effective Holdings

~105

of 391 holdings

Top Sector

23.0%

Technology

Top Region / Country

95.8%

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.

Volatility Expansion (3Y > 5Y)

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+17.1%
3 Years	26.6%	-26.3%	0.4	+13.1%
5 Years	22.6%	-26.3%	0.27	+8.6%
10 Years	19.8%	-29.3%	0.25	+7.4%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 20.1

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

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (23.8 analysts)

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 61% of forward growth.

⚠️ Elevated Regulatory & Policy Risk: 54% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Elevated Short-Term Volatility: 3Y volatility (26.6%) is noticeably higher than the 5Y average (22.6%).