ASWC.DE - 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 (3Y)

23.4% p.a.

Fallback

Max Drawdown (3Y)

-22.6%

Fallback

Sharpe Ratio

1.36

Excellent (> 1.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

33 / 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

46.2%

Focused

Effective Holdings

~37

of 60 holdings

Top Sector

67.3%

Industrials

Top Region / Country

59.7%

United States

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	—	—	—	+5.4%
3 Years	23.4%	-22.6%	1.36	+34.2%
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

⚠️ Elevated valuation: Avg P/E of 32.3

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (22.3 analysts)

⚠️ Elevated top 10 holdings concentration: 46% of fund in top 10 positions.

⚠️ Sector concentration: 33% in "Technology".

🔴 Severe sector concentration risk: 67% in "Industrials".

🔴 Extreme industry concentration: 63% in "Aerospace & Defense".

🔴 Dominant Cyclicality: 67% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Regulatory & Policy Risk: 64% in heavily regulated industries (defense, regulated utilities, healthcare policy).