MSRUSA.SW - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

6/7 High

6 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

21.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-36.2%

Deepest Drawdown

Sharpe Ratio

0.26

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

48 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

34.2%

Low Concentration

Effective Holdings

~73

of 229 holdings

Top Sector

44.0%

Technology

Top Region / Country

33.0%

Taiwan

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	—	—	—	+34.5%
3 Years	20.8%	-18.7%	1.14	+26.3%
5 Years	21.0%	-36.2%	0.26	+8%
10 Years	20.9%	-46.7%	0.2	+6.6%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 18.4

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

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (17.5 analysts)

⚠️ Elevated emerging markets risk: 98% Emerging Markets.

⚠️ Sector concentration: 44% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 59% of forward growth.

ℹ️ Tech-Capex Exposure: 43% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Regulatory & Policy Risk: 36% in heavily regulated industries (defense, regulated utilities, healthcare policy).