SADA.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)

19.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-39.3%

Deepest Drawdown

Sharpe Ratio

-0.03

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

48 / 100 Portfolio Diversification

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

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings

49.8%

Focused

Effective Holdings

~36

of 84 holdings

Top Sector

43.8%

Technology

Top Region / Country

38.8%

Taiwan

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+14.8%
3 Years	19.3%	-23.8%	0.71	+16.3%
5 Years	19.8%	-39.3%	-0.03	+1.9%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 22.9

Solid fund volume

🟡 Moderate analyst coverage (19.3 analysts)

⚠️ Elevated top 10 holdings concentration: 50% of fund in top 10 positions.

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

⚠️ Sector concentration: 44% in "Technology".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 72% of total forward growth.

ℹ️ Tech-Capex Exposure: 46% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Regulatory & Policy Risk: 35% in heavily regulated industries (defense, regulated utilities, healthcare policy).