WITS.AS - Risk

Risk & Diversification Scores

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

Volatility Risk Score

6/7 High

6 / 7 SRI PRIIPs Risk Class

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

Volatility (5Y)

24.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-39.3%

Deepest Drawdown

Sharpe Ratio

0.69

Good (0.5 - 1.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

28 / 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

67.5%

Focused

Effective Holdings

~22

of 131 holdings

Top Sector

99.5%

Technology

Top Region / Country

84.2%

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	—	—	—	+31.4%
3 Years	22.7%	-25.3%	1.36	+33.4%
5 Years	24.3%	-39.3%	0.69	+19.2%
10 Years	—	—	—	—

Notes & Warnings

⚠️ Elevated valuation: Avg P/E of 33.9

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (36.7 analysts)

🔴 Extreme top 10 holdings concentration: 68% of fund in top 10 positions.

🔴 Severe sector concentration risk: 100% in "Technology".

⚠️ Industry concentration: 34% in "Semiconductors".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 54% of forward growth.

ℹ️ Tech-Capex Exposure: 68% in semiconductors & hardware – dependent on hyperscaler capex cycles.