UC99.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)

16.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-23.2%

Deepest Drawdown

Sharpe Ratio

0.68

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

45.1%

Focused

Effective Holdings

~42

of 100 holdings

Top Sector

49.8%

Technology

Top Region / Country

96.2%

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+21.5%
3 Years	14.6%	-23.2%	1.13	+19.1%
5 Years	16.1%	-23.2%	0.68	+13.4%
10 Years	16.3%	-23.2%	0.75	+14.7%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 29.6

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟢 High institutional analyst coverage (28.9 analysts)

⚠️ Elevated top 10 holdings concentration: 45% of fund in top 10 positions.

⚠️ Sector concentration: 50% in "Technology".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 82% of total forward growth.

ℹ️ Tech-Capex Exposure: 33% in semiconductors & hardware – dependent on hyperscaler capex cycles.