USMUFS.SW - Risk

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)

13.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-23.6%

Deepest Drawdown

Sharpe Ratio

0.23

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

68 / 100 Portfolio Diversification

4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

13.3%

Low Concentration

Effective Holdings

~464

of 1983 holdings

Top Sector

21.9%

Technology

Top Region / Country

95.1%

United States

Excellent multi-dimensional diversification across holdings, industries, and geographies.

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	—	—	—	+9.5%
3 Years	12.3%	-19.0%	0.92	+13.9%
5 Years	13.8%	-23.6%	0.23	+5.6%
10 Years	16.0%	-35.4%	0.39	—

🟢 Favorable / fair valuation: Avg P/E of 20.9

🟢 Balanced position distribution (< 35% in Top 10)

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟢 High institutional analyst coverage (21.1 analysts)

⚠️ Elevated Regulatory & Policy Risk: 49% in heavily regulated industries (defense, regulated utilities, healthcare policy).