RIO.PA - 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)

26.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-28.9%

Deepest Drawdown

Sharpe Ratio

0.47

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

68 / 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

58.8%

Focused

Effective Holdings

~23

of 29 holdings

Top Sector

46.5%

Technology

Top Region / Country

93.5%

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.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+55.9%
3 Years	23.6%	-28.9%	0.67	+18.2%
5 Years	26.8%	-28.9%	0.47	+15%
10 Years	31.1%	-55.2%	0.15	+7.2%

Notes & Warnings

⚠️ Elevated valuation: Avg P/E of 32.6

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (35.6 analysts)

⚠️ Elevated top 10 holdings concentration: 59% of fund in top 10 positions.

⚠️ Sector concentration: 47% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 49% of forward growth.

ℹ️ Tech-Capex Exposure: 47% in semiconductors & hardware – dependent on hyperscaler capex cycles.

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (26.8% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -55.2% in the extended horizon.