UC13.L - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

7/7 Very High

7 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

37.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-29.0%

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

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

37.2%

Focused

Effective Holdings

~68

of 498 holdings

Top Sector

38.2%

Technology

Top Region / Country

97.4%

United States

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.

Volatility Expansion (3Y > 5Y) High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+16.8%
3 Years	46.6%	-29.0%	0.35	+18.7%
5 Years	37.6%	-29.0%	0.27	+12.8%
10 Years	30.9%	-29.0%	0.34	+12.9%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 24.7

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟢 High institutional analyst coverage (30.4 analysts)

⚠️ Sector concentration: 38% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 46% of forward growth.

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

⚠️ Elevated Short-Term Volatility: 3Y volatility (46.6%) is noticeably higher than the 5Y average (37.6%).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (37.6% p.a.).