SRIJ.PA - 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)

15.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-24.9%

Deepest Drawdown

Sharpe Ratio

-0.09

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: 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

54.4%

Focused

Effective Holdings

~26

of 33 holdings

Top Sector

22.4%

Financial Services

Top Region / Country

100.0%

Japan

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+18.1%
3 Years	16.3%	-14.3%	0.31	+7.5%
5 Years	15.7%	-24.9%	-0.09	+1%
10 Years	16.3%	-26.7%	0.04	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 14.6

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (13.6 analysts)

⚠️ Elevated top 10 holdings concentration: 54% of fund in top 10 positions.

🔴 High single-country risk: 100% of portfolio in "Japan".

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 57% of forward growth.

⚠️ Elevated Regulatory & Policy Risk: 44% in heavily regulated industries (defense, regulated utilities, healthcare policy).