BCHN.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)

39.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-61.1%

Deepest Drawdown

Sharpe Ratio

0.18

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

54 / 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

36.4%

Focused

Effective Holdings

~40

of 45 holdings

Top Sector

58.5%

Financial Services

Top Region / Country

56.1%

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.

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

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-2.4%
3 Years	41.6%	-36.4%	1	+44.3%
5 Years	39.4%	-61.1%	0.18	+9.5%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 13.2

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (15.7 analysts)

⚠️ Elevated emerging markets risk: 40% Emerging Markets.

🔴 Severe sector concentration risk: 59% in "Financial Services".

⚠️ Industry concentration: 36% in "Capital Markets".

⚠️ 17% of ETF holdings are unprofitable companies (fundamental solvency & cash-burn risk).

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

⚠️ Elevated Regulatory & Policy Risk: 63% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (39.4% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -61.1% in the extended horizon.