0P0000XR9M.F

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)

15.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-22.3%

Deepest Drawdown

Sharpe Ratio

0.32

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

90 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

2.1%

Low Concentration

Effective Holdings

~1455

of 1500 holdings

Top Sector

17.9%

Industrials

Top Region / Country

67.2%

United States

Excellent multi-dimensional diversification across holdings, industries, and geographies.

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	—	—	—	+17.9%
3 Years	14.2%	-22.3%	0.96	+16.1%
5 Years	15.2%	-22.3%	0.32	+7.4%
10 Years	17.1%	-40.2%	0.37	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 1.4

🟢 Excellent global diversification (Score 90/100)

🟢 Balanced position distribution (< 35% in Top 10)

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (10 analysts)

⚠️ Elevated Commodity Sensitivity: 15% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

⚠️ Elevated Economic Cyclicality: 50% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Regulatory & Policy Risk: 41% in heavily regulated industries (defense, regulated utilities, healthcare policy).