UC94.L - 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)

13.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-22.7%

Deepest Drawdown

Sharpe Ratio

0.24

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

68 / 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

74.7%

Focused

Effective Holdings

~17

of 39 holdings

Top Sector

37.9%

Healthcare

Top Region / Country

100.0%

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+13.6%
3 Years	12.9%	-16.9%	0.79	+12.7%
5 Years	13.5%	-22.7%	0.24	+5.8%
10 Years	14.2%	-28.2%	0.34	+7.3%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 24.4

Solid fund volume

🟡 Moderate analyst coverage (16.3 analysts)

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

🔴 High single-country risk: 100% of portfolio in "Switzerland".

⚠️ Sector concentration: 38% in "Healthcare".

⚠️ Elevated Regulatory & Policy Risk: 59% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 64% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).

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