UKUSD.SW - 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)

13.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-11.6%

Deepest Drawdown

Sharpe Ratio

0.78

Good (0.5 - 1.0)

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

52.5%

Focused

Effective Holdings

~31

of 62 holdings

Top Sector

27.7%

Financial Services

Top Region / Country

95.1%

United Kingdom

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	—	—	—	+12.9%
3 Years	12.2%	-11.6%	1.06	+15.4%
5 Years	13.1%	-11.6%	0.78	+12.7%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.5

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (15.6 analysts)

⚠️ Elevated top 10 holdings concentration: 53% of fund in top 10 positions.

🔴 High single-country risk: 95% of portfolio in "United Kingdom".

⚠️ Elevated Commodity Sensitivity: 20% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

⚠️ Elevated Economic Cyclicality: 54% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Regulatory & Policy Risk: 75% in heavily regulated industries (defense, regulated utilities, healthcare policy).

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