IE0002LI4M98
IE0002LI4M98
State Street Saudi Arabia Enhanced Active Equity UCITS ETF (Acc)
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Risk & Diversification Scores
Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.
Volatility Risk Score
4/7 Moderate
4 / 7 SRI PRIIPs Risk Class
Typical market fluctuations. Suitable for long-term wealth accumulation (3–5+ years horizon).
Volatility (5Y)
—
5-Year HorizonMax Drawdown (5Y)
—
Deepest DrawdownSharpe Ratio
—
Risk / RewardRec. Holding Period
3 - 5+ Years
Investment HorizonBalanced / Moderate: Score Basis:
Diversification Score
High Concentration (> 50%)
48 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)
High concentration risk: A few heavyweights drive the majority of fund value.
Top 10 Holdings
54.3%
FocusedEffective Holdings
~30
of 64 holdingsTop Sector
34.6%
Financial ServicesTop Region / Country
100.0%
Saudi ArabiaElevated 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.
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | — |
| 3 Years | — | — | — | — |
| 5 Years | — | — | — | — |
| 10 Years | — | — | — | — |
Notes & Warnings
🟢 Favorable / fair valuation: Avg P/E of 12.7
Solid fund volume
🔴 Low analyst coverage (6.7 analysts, higher growth estimate uncertainty)
⚠️ Elevated top 10 holdings concentration: 54% of fund in top 10 positions.
🔴 High single-country risk: 100% of portfolio in "Saudi Arabia".
⚠️ Elevated emerging markets risk: 100% Emerging Markets.
⚠️ Sector concentration: 35% in "Financial Services".
⚠️ Industry concentration: 34% in "Banks - Regional".
⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 61% of forward growth.
🔴 High Commodity Concentration: 30% of fund depends directly on volatile energy and raw material markets.
🔴 Dominant Cyclicality: 71% in cyclical industries – higher drawdown risk in recessions.
⚠️ Elevated Interest Rate Sensitivity: 55% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 68% in heavily regulated industries (defense, regulated utilities, healthcare policy).