GLUX.PA - 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)

20.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-30.4%

Deepest Drawdown

Sharpe Ratio

-0.17

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

74 / 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

55.8%

Focused

Effective Holdings

~25

of 31 holdings

Top Sector

42.4%

Technology

Top Region / Country

99.2%

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-11.9%
3 Years	18.9%	-28.1%	-0.14	-0.1%
5 Years	20.9%	-30.4%	-0.17	-1.1%
10 Years	22.0%	-43.2%	0.15	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 29.1

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (35.6 analysts)

⚠️ Elevated top 10 holdings concentration: 56% of fund in top 10 positions.

⚠️ Sector concentration: 42% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 55% of forward growth.

ℹ️ Tech-Capex Exposure: 30% in semiconductors & hardware – dependent on hyperscaler capex cycles.