0P0001ISPQ.F

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)

23.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-46.3%

Deepest Drawdown

Sharpe Ratio

-0.46

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

41 / 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

47.7%

Focused

Effective Holdings

~38

of 92 holdings

Top Sector

97.5%

Real Estate

Top Region / Country

29.5%

United Kingdom

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	—	—	—	-8.8%
3 Years	19.1%	-23.6%	-0.1	+0.6%
5 Years	23.6%	-46.3%	-0.46	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 9.6

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (9 analysts)

⚠️ Elevated top 10 holdings concentration: 48% of fund in top 10 positions.

🔴 Severe sector concentration risk: 98% in "Real Estate".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 65% of total forward growth.

⚠️ Elevated Interest Rate Sensitivity: 100% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -46.3% in the extended horizon.