O9A.SI - 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)

21.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-28.8%

Deepest Drawdown

Sharpe Ratio

0.40

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

43 / 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

75.8%

Focused

Effective Holdings

~17

of 82 holdings

Top Sector

52.9%

Financial Services

Top Region / Country

98.1%

Singapore

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)

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+9.4%
3 Years	23.6%	-16.5%	1.01	+26.3%
5 Years	21.1%	-28.8%	0.4	+11%
10 Years	19.0%	-39.1%	0.32	+8.6%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 14.5

Solid fund volume

🟡 Moderate analyst coverage (12.4 analysts)

🔴 Extreme top 10 holdings concentration: 76% of fund in top 10 positions.

🔴 High single-country risk: 98% of portfolio in "Singapore".

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

🔴 Severe sector concentration risk: 53% in "Financial Services".

⚠️ Industry concentration: 49% in "Banks - Regional".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 47% of forward growth.

🔴 Dominant Cyclicality: 75% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 72% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 69% in heavily regulated industries (defense, regulated utilities, healthcare policy).