FOOD.L - 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)

18.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-44.3%

Deepest Drawdown

Sharpe Ratio

-0.62

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

82 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

29.8%

Low Concentration

Effective Holdings

~48

of 52 holdings

Top Sector

24.0%

Industrials

Top Region / Country

50.1%

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	—	—	—	-2.2%
3 Years	16.4%	-23.1%	-0.15	+0%
5 Years	18.8%	-44.3%	-0.62	-9.1%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 19.5

🟢 Excellent global diversification (Score 82/100)

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

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟡 Moderate analyst coverage (8.4 analysts)

🔴 High Commodity Concentration: 48% of fund depends directly on volatile energy and raw material markets.

🔴 Dominant Cyclicality: 69% in cyclical industries – higher drawdown risk in recessions.

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -44.3% in the extended horizon.