AIAG.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)

27.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-41.6%

Deepest Drawdown

Sharpe Ratio

0.59

Good (0.5 - 1.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

59 / 100 Portfolio Diversification

4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

23.7%

Low Concentration

Effective Holdings

~54

of 55 holdings

Top Sector

72.8%

Technology

Top Region / Country

73.3%

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	—	—	—	+48.2%
3 Years	25.7%	-30.7%	1.4	+38.5%
5 Years	27.4%	-41.6%	0.59	+18.7%
10 Years	—	—	—	—

Notes & Warnings

⚠️ Elevated valuation: Avg P/E of 41.3

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

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (28.9 analysts)

🔴 Severe sector concentration risk: 73% in "Technology".

ℹ️ Tech-Capex Exposure: 48% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -41.6% in the extended horizon.