0P00001ARG - 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)

15.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-24.0%

Deepest Drawdown

Sharpe Ratio

0.24

Moderate (0.0 - 0.5)

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

47.2%

Focused

Effective Holdings

~39

of 89 holdings

Top Sector

45.3%

Financial Services

Top Region / Country

60.4%

Australia

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	—	—	—	+8%
3 Years	14.8%	-18.3%	0.89	+15.7%
5 Years	15.8%	-24.0%	0.24	+6.2%
10 Years	17.2%	-39.4%	0.33	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 17.4

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (12.1 analysts)

⚠️ Elevated top 10 holdings concentration: 47% of fund in top 10 positions.

⚠️ Elevated emerging markets risk: 97% Emerging Markets.

⚠️ Sector concentration: 45% in "Financial Services".

⚠️ Elevated Commodity Sensitivity: 20% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

🔴 Dominant Cyclicality: 68% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 59% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 64% in heavily regulated industries (defense, regulated utilities, healthcare policy).