BOTZ - 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)

27.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-55.6%

Deepest Drawdown

Sharpe Ratio

-0.10

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

63 / 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

62.4%

Focused

Effective Holdings

~24

of 58 holdings

Top Sector

45.1%

Technology

Top Region / Country

38.2%

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	—	—	—	-6.5%
3 Years	25.3%	-29.0%	0.39	+12.3%
5 Years	27.3%	-55.6%	-0.1	-0.3%
10 Years	25.9%	-55.6%	0.23	+8.5%

Notes & Warnings

⚠️ Elevated valuation: Avg P/E of 36.0

Solid fund volume

🟡 Moderate analyst coverage (16.7 analysts)

🔴 Extreme top 10 holdings concentration: 62% of fund in top 10 positions.

⚠️ Elevated emerging markets risk: 46% Emerging Markets.

⚠️ Sector concentration: 45% in "Technology".

⚠️ Sector concentration: 44% in "Industrials".

ℹ️ Tech-Capex Exposure: 42% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -55.6% in the extended horizon.