OPEN.L - 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 (5Y)

15.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-22.6%

Deepest Drawdown

Sharpe Ratio

0.60

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

82 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

23.5%

Low Concentration

Effective Holdings

~83

of 99 holdings

Top Sector

31.3%

Financial Services

Top Region / Country

24.9%

United States

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	—	—	—	+25.6%
3 Years	14.5%	-14.9%	1.39	+22.7%
5 Years	15.6%	-22.6%	0.6	+11.9%
10 Years	16.9%	-33.5%	0.55	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 17.8

🟢 Excellent global diversification (Score 82/100)

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

Solid fund volume

🟡 Moderate analyst coverage (15.9 analysts)

⚠️ Elevated emerging markets risk: 35% Emerging Markets.

⚠️ Sector concentration: 31% in "Financial Services".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 48% of forward growth.

⚠️ Elevated Interest Rate Sensitivity: 41% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 54% in heavily regulated industries (defense, regulated utilities, healthcare policy).