AUSAUW.SW - 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)

49.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-51.5%

Deepest Drawdown

Sharpe Ratio

0.04

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

48 / 100 Portfolio Diversification

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

High concentration risk: A few heavyweights drive the majority of fund value.

Top 10 Holdings

64.1%

Focused

Effective Holdings

~22

of 47 holdings

Top Sector

42.5%

Financial Services

Top Region / Country

96.0%

Australia

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.

Volatility Expansion (3Y > 5Y) High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+11.5%
3 Years	62.7%	-51.5%	0.13	+10.7%
5 Years	49.9%	-51.5%	0.04	+4.3%
10 Years	38.8%	-51.5%	0.08	+5.8%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 20.2

Solid fund volume

🟡 Moderate analyst coverage (12.6 analysts)

🔴 Extreme top 10 holdings concentration: 64% of fund in top 10 positions.

⚠️ Elevated emerging markets risk: 97% Emerging Markets.

⚠️ Sector concentration: 42% in "Financial Services".

⚠️ Industry concentration: 31% in "Banks - Diversified".

⚠️ Elevated Commodity Sensitivity: 28% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

🔴 Dominant Cyclicality: 70% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 57% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 60% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Elevated Short-Term Volatility: 3Y volatility (62.7%) is noticeably higher than the 5Y average (49.9%).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (49.9% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -51.5% in the extended horizon.