VRPS.L - Risk

Risk & Diversification Scores

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

Volatility Risk Score

4/7 Moderate

4 / 7 SRI PRIIPs Risk Class

Typical market fluctuations. Suitable for long-term wealth accumulation (3–5+ years horizon).

Volatility (5Y)

5.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-18.0%

Deepest Drawdown

Sharpe Ratio

-0.73

Negative (< 0.0)

Rec. Holding Period

3 - 5+ Years

Investment Horizon

Balanced / Moderate: 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

9.4%

Low Concentration

Effective Holdings

~304

of 352 holdings

Top Sector

5.6%

Financial Services

Top Region / Country

8.6%

United States

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

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	—	—	—	-4.3%
3 Years	5.0%	-5.3%	0.05	+2.8%
5 Years	5.9%	-18.0%	-0.73	-1.8%
10 Years	11.1%	-35.0%	-0.26	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 1.9

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

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🔴 Dominant Cyclicality: 75% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 96% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 96% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).