OMXS.L - 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)

523.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-92.4%

Deepest Drawdown

Sharpe Ratio

0.01

Moderate (0.0 - 0.5)

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

45.7%

Focused

Effective Holdings

~42

of 112 holdings

Top Sector

43.3%

Industrials

Top Region / Country

90.7%

Sweden

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	—	—	—	+11.1%
3 Years	675.0%	-92.4%	0.02	+16.4%
5 Years	523.9%	-92.4%	0.01	+5.3%
10 Years	375.2%	-92.4%	-0.05	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 14.8

Solid fund volume

🟡 Moderate analyst coverage (11.5 analysts)

⚠️ Elevated top 10 holdings concentration: 46% of fund in top 10 positions.

🔴 High single-country risk: 91% of portfolio in "Sweden".

⚠️ Sector concentration: 43% in "Industrials".

⚠️ Elevated Economic Cyclicality: 61% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 43% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 38% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Elevated Short-Term Volatility: 3Y volatility (675.0%) is noticeably higher than the 5Y average (523.9%).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (523.9% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -92.4% in the extended horizon.