STKX.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 (5Y)

26.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-38.5%

Deepest Drawdown

Sharpe Ratio

0.37

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

20 / 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

91.4%

Focused

Effective Holdings

~12

of 17 holdings

Top Sector

97.8%

Technology

Top Region / Country

46.1%

Netherlands

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	—	—	—	+46.2%
3 Years	25.8%	-27.0%	0.96	+27.3%
5 Years	26.7%	-38.5%	0.37	+12.5%
10 Years	24.8%	-38.5%	0.5	+14.9%

Notes & Warnings

⚠️ Elevated valuation: Avg P/E of 37.8

Solid fund volume

🟢 High institutional analyst coverage (23.4 analysts)

🔴 Extreme top 10 holdings concentration: 91% of fund in top 10 positions.

⚠️ Single-country focus: 46% in "Netherlands".

🔴 Severe sector concentration risk: 98% in "Technology".

⚠️ Industry concentration: 42% in "Semiconductor Equipment & Materials".

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

ℹ️ Tech-Capex Exposure: 71% in semiconductors & hardware – dependent on hyperscaler capex cycles.