0P0001J5N3 - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

6/7 High

6 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

23.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-42.2%

Deepest Drawdown

Sharpe Ratio

-0.26

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

88 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

22%

Low Concentration

Effective Holdings

~134

of 240 holdings

Top Sector

32.5%

Technology

Top Region / Country

63.5%

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.

Stable Long-Term Volatility Volatility Expansion (3Y > 5Y)

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-31.4%
3 Years	26.2%	-42.2%	-0.22	-3.3%
5 Years	23.7%	-42.2%	-0.26	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 23.3

🟢 Excellent global diversification (Score 88/100)

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

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (22.7 analysts)

⚠️ Sector concentration: 33% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 56% of forward growth.

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

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -42.2% in the extended horizon.