SGQX.L - Risk

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)

10.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-15.3%

Deepest Drawdown

Sharpe Ratio

0.82

Good (0.5 - 1.0)

Rec. Holding Period

3 - 5+ Years

Investment Horizon

Balanced / Moderate: Score Basis:

Diversification Score

High Concentration (> 50%)

68 / 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

50.4%

Focused

Effective Holdings

~27

of 32 holdings

Top Sector

47.2%

Technology

Top Region / Country

100.0%

United States

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+10.1%
3 Years	9.6%	-8.8%	1.3	+15%
5 Years	10.0%	-15.3%	0.82	+10.6%
10 Years	11.4%	-32.3%	0.4	+7%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 29.9

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (32.3 analysts)

⚠️ Elevated top 10 holdings concentration: 50% of fund in top 10 positions.

⚠️ Sector concentration: 47% in "Technology".

ℹ️ Tech-Capex Exposure: 31% in semiconductors & hardware – dependent on hyperscaler capex cycles.

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