USPY.L - Risk

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

7/7 Very High

7 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

26.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-39.4%

Deepest Drawdown

Sharpe Ratio

0.44

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

11 / 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

64%

Focused

Effective Holdings

~21

of 30 holdings

Top Sector

97.0%

Technology

Top Region / Country

85.0%

United States

Elevated concentration in top individual holdings, leading sectors, or key regions.

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	—	—	—	+52.4%
3 Years	26.1%	-27.1%	1.23	+34.6%
5 Years	26.9%	-39.4%	0.44	+14.3%
10 Years	24.1%	-39.4%	0.62	+17.3%

⚠️ Elevated valuation: Avg P/E of 35.6

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (28.3 analysts)

🔴 Extreme top 10 holdings concentration: 64% of fund in top 10 positions.

🔴 Severe sector concentration risk: 97% in "Technology".

🔴 Extreme industry concentration: 77% in "Software - Infrastructure".