UPAB.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)

16.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-29.1%

Deepest Drawdown

Sharpe Ratio

0.57

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

45.5%

Focused

Effective Holdings

~46

of 266 holdings

Top Sector

44.0%

Technology

Top Region / Country

97.5%

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	—	—	—	+13%
3 Years	14.1%	-18.5%	1.38	+21.9%
5 Years	16.9%	-29.1%	0.57	+12.2%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 26.3

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (32.7 analysts)

⚠️ Elevated top 10 holdings concentration: 46% of fund in top 10 positions.

⚠️ Sector concentration: 44% in "Technology".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 67% of total forward growth.

⚠️ Elevated Regulatory & Policy Risk: 38% in heavily regulated industries (defense, regulated utilities, healthcare policy).