UVAL.L - Risk

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)

15.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-21.0%

Deepest Drawdown

Sharpe Ratio

0.71

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

68 / 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

36.2%

Focused

Effective Holdings

~59

of 120 holdings

Top Sector

41.2%

Technology

Top Region / Country

94.2%

United States

Elevated concentration in top individual holdings, leading sectors, or key regions.

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	—	—	—	+42%
3 Years	14.7%	-21.0%	1.39	+23%
5 Years	15.7%	-21.0%	0.71	+13.6%
10 Years	20.3%	-33.8%	0.45	+11.7%

🟢 Favorable / fair valuation: Avg P/E of 16.2

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (22.6 analysts)

⚠️ Sector concentration: 41% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 45% of forward growth.

⚠️ Elevated Regulatory & Policy Risk: 40% in heavily regulated industries (defense, regulated utilities, healthcare policy).