VEGB.L - Risk

Risk & Diversification Scores

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)

60.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-39.0%

Deepest Drawdown

Sharpe Ratio

-0.13

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

45 / 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

48.7%

Focused

Effective Holdings

~29

of 35 holdings

Top Sector

62.8%

Consumer Defensive

Top Region / Country

48.4%

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.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-4.9%
3 Years	11.9%	-16.8%	0.25	+5.4%
5 Years	60.0%	-39.0%	-0.13	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 19.6

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🔴 Low analyst coverage (7.8 analysts, higher growth estimate uncertainty)

⚠️ Elevated top 10 holdings concentration: 49% of fund in top 10 positions.

🔴 Severe sector concentration risk: 63% in "Consumer Defensive".

⚠️ Sector concentration: 33% in "Basic Materials".

⚠️ Industry concentration: 40% in "Packaged Foods".

🔴 High Commodity Concentration: 43% of fund depends directly on volatile energy and raw material markets.

🟢 Strong Defensive Buffer: 64% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (60.0% p.a.).