METAJ.MI - 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 (3Y)

33.9% p.a.

Fallback

Max Drawdown (3Y)

-18.6%

Fallback

Sharpe Ratio

0.49

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

80 / 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

60.7%

Focused

Effective Holdings

~21

of 24 holdings

Top Sector

38.1%

Healthcare

Top Region / Country

86.0%

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	—	—	—	+3.6%
3 Years	33.9%	-18.6%	0.49	—
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 24.8

🟢 Excellent global diversification (Score 80/100)

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟢 High institutional analyst coverage (27.7 analysts)

🔴 Extreme top 10 holdings concentration: 61% of fund in top 10 positions.

⚠️ Sector concentration: 38% in "Healthcare".

⚠️ Sector concentration: 35% in "Technology".

⚠️ Elevated Regulatory & Policy Risk: 58% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 41% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).