GENDEW.SW - 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)

18.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-21.5%

Deepest Drawdown

Sharpe Ratio

0.26

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

87 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

13.1%

Low Concentration

Effective Holdings

~99

of 100 holdings

Top Sector

27.5%

Financial Services

Top Region / Country

46.9%

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.

Volatility Expansion (3Y > 5Y)

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+14.7%
3 Years	22.1%	-21.5%	0.49	+13.4%
5 Years	18.4%	-21.5%	0.26	+7.3%
10 Years	16.5%	-32.2%	0.36	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 16.2

🟢 Excellent global diversification (Score 87/100)

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

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (17.8 analysts)

⚠️ Elevated Interest Rate Sensitivity: 50% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 58% in heavily regulated industries (defense, regulated utilities, healthcare policy).