JEQA.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 (3Y)

17.8% p.a.

Fallback

Max Drawdown (3Y)

-20.6%

Fallback

Sharpe Ratio

1.19

Excellent (> 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

66 / 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

51%

Focused

Effective Holdings

~35

of 93 holdings

Top Sector

60.2%

Technology

Top Region / Country

93.4%

United States

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+20.1%
3 Years	17.8%	-20.6%	1.19	—
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 29.6

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (34.6 analysts)

⚠️ Elevated top 10 holdings concentration: 51% of fund in top 10 positions.

🔴 Severe sector concentration risk: 60% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 53% of forward growth.

ℹ️ Tech-Capex Exposure: 47% in semiconductors & hardware – dependent on hyperscaler capex cycles.