WMTS.AS - Risk

Risk & Diversification Scores

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)

19.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-29.9%

Deepest Drawdown

Sharpe Ratio

-0.01

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

43 / 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

40.5%

Focused

Effective Holdings

~48

of 90 holdings

Top Sector

92.0%

Basic Materials

Top Region / Country

27.0%

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	—	—	—	+11.6%
3 Years	18.2%	-21.5%	0.51	+11.7%
5 Years	19.3%	-29.9%	-0.01	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 20.5

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟡 Moderate analyst coverage (15.5 analysts)

🔴 Severe sector concentration risk: 92% in "Basic Materials".

🔴 High Commodity Concentration: 97% of fund depends directly on volatile energy and raw material markets.

🔴 Dominant Cyclicality: 100% in cyclical industries – higher drawdown risk in recessions.