SP500S.SW - 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)

39.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-82.7%

Deepest Drawdown

Sharpe Ratio

-0.60

Negative (< 0.0)

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

37.4%

Focused

Effective Holdings

~68

of 498 holdings

Top Sector

38.2%

Technology

Top Region / Country

97.4%

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.

Volatility Expansion (3Y > 5Y) High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+10.9%
3 Years	48.4%	-82.7%	-0.7	-31.2%
5 Years	39.5%	-82.7%	-0.6	-21.3%
10 Years	30.4%	-82.7%	-0.25	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 24.7

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (30.4 analysts)

⚠️ Sector concentration: 38% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 46% of forward growth.

⚠️ Elevated Regulatory & Policy Risk: 41% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Elevated Short-Term Volatility: 3Y volatility (48.4%) is noticeably higher than the 5Y average (39.5%).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (39.5% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -82.7% in the extended horizon.