HKDU.SW - 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)

309.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-87.2%

Deepest Drawdown

Sharpe Ratio

-0.02

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

48 / 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

76.5%

Focused

Effective Holdings

~16

of 25 holdings

Top Sector

47.1%

Financial Services

Top Region / Country

93.3%

Hong Kong SAR China

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.

Volatility Expansion (3Y > 5Y) High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-0.8%
3 Years	399.6%	-87.2%	0.01	+7.4%
5 Years	309.1%	-87.2%	-0.02	-2.7%
10 Years	219.0%	-87.2%	-0.01	-0.2%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 12.7

Solid fund volume

🟡 Moderate analyst coverage (8.8 analysts)

🔴 Extreme top 10 holdings concentration: 77% of fund in top 10 positions.

🔴 High single-country risk: 93% of portfolio in "Hong Kong SAR China".

⚠️ Elevated emerging markets risk: 93% Emerging Markets.

⚠️ Sector concentration: 47% in "Financial Services".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 68% of total forward growth.

⚠️ Elevated Interest Rate Sensitivity: 61% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 66% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 40% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).

⚠️ Elevated Short-Term Volatility: 3Y volatility (399.6%) is noticeably higher than the 5Y average (309.1%).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (309.1% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -87.2% in the extended horizon.