AMEG.L - Risk

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)

4791.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-99.0%

Deepest Drawdown

Sharpe Ratio

0.00

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: 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

41.7%

Focused

Effective Holdings

~50

of 144 holdings

Top Sector

38.9%

Technology

Top Region / Country

33.8%

Taiwan

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.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+15.9%
3 Years	16.5%	-19.9%	0.66	+13.4%
5 Years	4791.2%	-99.0%	0	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 18.2

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (17.1 analysts)

⚠️ Elevated emerging markets risk: 94% Emerging Markets.

⚠️ Sector concentration: 39% in "Technology".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 70% of total forward growth.

ℹ️ Tech-Capex Exposure: 40% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Regulatory & Policy Risk: 38% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (4791.2% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -99.0% in the extended horizon.