BIOT.L - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

5/7 Elevated

5 / 7 SRI PRIIPs Risk Class

Above-average volatility. Suitable for experienced investors with high risk tolerance (5+ years horizon).

Volatility (5Y)

18.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-33.6%

Deepest Drawdown

Sharpe Ratio

-0.04

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

14 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

26.5%

Low Concentration

Effective Holdings

~41

of 41 holdings

Top Sector

97.7%

Healthcare

Top Region / Country

60.3%

United States

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

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	—	—	—	+7.7%
3 Years	18.7%	-19.9%	0.52	+12.1%
5 Years	18.9%	-33.6%	-0.04	+1.7%
10 Years	19.5%	-34.5%	0.08	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 16.9

🟢 Balanced position distribution (< 35% in Top 10)

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (10.8 analysts)

🔴 Severe sector concentration risk: 98% in "Healthcare".

🔴 Extreme industry concentration: 63% in "Biotechnology".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 86% of total forward growth.

⚠️ Elevated Regulatory & Policy Risk: 98% in heavily regulated industries (defense, regulated utilities, healthcare policy).