KJ7.SI - 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)

21.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-57.7%

Deepest Drawdown

Sharpe Ratio

-0.62

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

68 / 100 Portfolio Diversification

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

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings

36%

Focused

Effective Holdings

~53

of 80 holdings

Top Sector

36.1%

Technology

Top Region / Country

98.7%

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.

Volatility Expansion (3Y > 5Y)

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-35.7%
3 Years	24.7%	-57.7%	-0.86	-18.9%
5 Years	21.3%	-57.7%	-0.62	-10.7%
10 Years	23.8%	-57.8%	-0.33	-5.4%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 25.8

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟢 High institutional analyst coverage (29 analysts)

⚠️ Sector concentration: 36% in "Technology".

⚠️ Elevated Regulatory & Policy Risk: 44% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -57.8% in the extended horizon.