SPYL.L - Risk

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

6/7 High

6 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (3Y)

23.8% p.a.

Fallback

Max Drawdown (3Y)

-20.8%

Fallback

Sharpe Ratio

0.93

Good (0.5 - 1.0)

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

38.6%

Focused

Effective Holdings

~64

of 504 holdings

Top Sector

39.2%

Technology

Top Region / Country

97.5%

United States

Elevated concentration in top individual holdings, leading sectors, or key regions.

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	—	—	—	+16.3%
3 Years	23.8%	-20.8%	0.93	—
5 Years	—	—	—	—
10 Years	—	—	—	—

🟢 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 (30.6 analysts)

⚠️ Sector concentration: 39% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 47% of forward growth.

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