5ESGS.SW - Risk

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)

40.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-86.0%

Deepest Drawdown

Sharpe Ratio

-0.64

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

68 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

Low Concentration

Effective Holdings

~50

of - holdings

Top Sector

—

Balanced

Top Region / Country

100.0%

United States

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

Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.

Volatility Expansion (3Y > 5Y) High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+12.4%
3 Years	50.3%	-86.0%	-0.75	-35.3%
5 Years	40.9%	-86.0%	-0.64	-23.7%
10 Years	—	—	—	—

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

⚠️ Elevated Short-Term Volatility: 3Y volatility (50.3%) is noticeably higher than the 5Y average (40.9%).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (40.9% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -86.0% in the extended horizon.