EQAL - 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)

17.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-23.1%

Deepest Drawdown

Sharpe Ratio

0.15

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

68 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

4.9%

Low Concentration

Effective Holdings

~872

of 1010 holdings

Top Sector

13.5%

Technology

Top Region / Country

92.5%

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	—	—	—	+10.8%
3 Years	14.8%	-20.4%	0.78	+14.1%
5 Years	17.1%	-23.1%	0.15	+5.1%
10 Years	18.8%	-40.9%	0.31	+8.4%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 18.2

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

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (14.8 analysts)

🔴 Non-UCITS Fund: Cannot be purchased directly via EU brokers under PRIIPs rules. Trading requires tokenized assets (e.g. Robinhood) or US access.

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 48% of forward growth.

⚠️ Elevated Commodity Sensitivity: 19% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

⚠️ Elevated Interest Rate Sensitivity: 37% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 48% in heavily regulated industries (defense, regulated utilities, healthcare policy).