XAUS.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)

54.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-53.6%

Deepest Drawdown

Sharpe Ratio

0.00

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

48 / 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

~40

of 208 holdings

Top Sector

33.8%

Financial Services

Top Region / Country

92.9%

Australia

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.

Volatility Expansion (3Y > 5Y) High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+3%
3 Years	68.4%	-53.6%	0.07	+7.6%
5 Years	54.2%	-53.6%	0	+2.7%
10 Years	41.0%	-53.6%	0	+2.5%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 19.7

Solid fund volume

🟡 Moderate analyst coverage (12 analysts)

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

⚠️ Elevated emerging markets risk: 94% Emerging Markets.

⚠️ Sector concentration: 34% in "Financial Services".

🔴 High Commodity Concentration: 31% of fund depends directly on volatile energy and raw material markets.

🔴 Dominant Cyclicality: 67% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 51% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 54% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Elevated Short-Term Volatility: 3Y volatility (68.4%) is noticeably higher than the 5Y average (54.2%).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (54.2% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -53.6% in the extended horizon.