FOHW.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 (3Y)

14.6% p.a.

Fallback

Max Drawdown (3Y)

-18.7%

Fallback

Sharpe Ratio

0.39

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

35 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

34.4%

Low Concentration

Effective Holdings

~56

of 83 holdings

Top Sector

90.7%

Healthcare

Top Region / Country

71.8%

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	—	—	—	+2.3%
3 Years	14.6%	-18.7%	0.39	+8.2%
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 22.6

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

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (18.9 analysts)

🔴 Severe sector concentration risk: 91% in "Healthcare".

⚠️ Industry concentration: 33% in "Drug Manufacturers - General".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 85% of total forward growth.

⚠️ Elevated Regulatory & Policy Risk: 91% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 82% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).