GERD.DE - 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)

13.1% p.a.

Fallback

Max Drawdown (3Y)

-19.2%

Fallback

Sharpe Ratio

1.16

Excellent (> 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

88 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

10%

Low Concentration

Effective Holdings

~841

of 4439 holdings

Top Sector

25.1%

Technology

Top Region / Country

45.3%

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	—	—	—	+18%
3 Years	13.1%	-19.2%	1.16	+17.7%
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 11.2

🟢 Excellent global diversification (Score 88/100)

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

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (19.5 analysts)

⚠️ Elevated emerging markets risk: 27% Emerging Markets.

⚠️ Elevated Regulatory & Policy Risk: 49% in heavily regulated industries (defense, regulated utilities, healthcare policy).