WNRG.L - 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)

24.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-26.6%

Deepest Drawdown

Sharpe Ratio

0.72

Good (0.5 - 1.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

18 / 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

59.7%

Focused

Effective Holdings

~25

of 50 holdings

Top Sector

100.0%

Energy

Top Region / Country

62.2%

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.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+45.3%
3 Years	19.6%	-18.9%	0.77	+17.6%
5 Years	24.0%	-26.6%	0.72	+19.7%
10 Years	33.4%	-63.9%	0.21	+9.6%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 17.1

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (17.5 analysts)

⚠️ Elevated top 10 holdings concentration: 60% of fund in top 10 positions.

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

🔴 Extreme industry concentration: 51% in "Oil & Gas Integrated".

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

🔴 High Commodity Concentration: 100% of fund depends directly on volatile energy and raw material markets.

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

⚠️ Elevated Regulatory & Policy Risk: 95% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (24.0% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -63.9% in the extended horizon.