S250.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)

14.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-28.9%

Deepest Drawdown

Sharpe Ratio

0.12

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

68 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

12.1%

Low Concentration

Effective Holdings

~214

of 250 holdings

Top Sector

28.4%

Financial Services

Top Region / Country

73.2%

United Kingdom

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+12.1%
3 Years	13.2%	-16.2%	0.9	+14.4%
5 Years	14.9%	-28.9%	0.12	+4.3%
10 Years	15.9%	-40.9%	0.2	+5.6%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 9.9

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

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (8.4 analysts)

🔴 High single-country risk: 73% of portfolio in "United Kingdom".

⚠️ Elevated Interest Rate Sensitivity: 58% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 50% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).