UMDV.AS - 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)

19.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-31.1%

Deepest Drawdown

Sharpe Ratio

-0.31

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

8 / 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

81.8%

Focused

Effective Holdings

~15

of 47 holdings

Top Sector

99.9%

Healthcare

Top Region / Country

88.0%

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-17.5%
3 Years	17.6%	-27.5%	-0	+2.5%
5 Years	19.2%	-31.1%	-0.31	-3.5%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 28.6

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (23.6 analysts)

🔴 Extreme top 10 holdings concentration: 82% of fund in top 10 positions.

🔴 Severe sector concentration risk: 100% in "Healthcare".

🔴 Extreme industry concentration: 72% in "Medical Devices".

⚠️ Elevated Regulatory & Policy Risk: 100% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 100% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).