SUST.DE - Risk

Risk & Diversification Scores

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 (5Y)

—

5-Year Horizon

Max Drawdown (5Y)

—

Deepest Drawdown

Sharpe Ratio

—

Risk / Reward

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

67 / 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

71.9%

Focused

Effective Holdings

~19

of 189 holdings

Top Sector

33.4%

Industrials

Top Region / Country

61.6%

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+11.1%
3 Years	—	—	—	—
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

⚠️ Elevated valuation: Avg P/E of 36.1

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟢 High institutional analyst coverage (22.6 analysts)

🔴 Extreme top 10 holdings concentration: 72% of fund in top 10 positions.

⚠️ Sector concentration: 32% in "Consumer Cyclical".

⚠️ Sector concentration: 33% in "Industrials".

⚠️ Industry concentration: 31% in "Auto Manufacturers".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 49% of forward growth.

⚠️ Elevated Commodity Sensitivity: 16% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

🔴 Dominant Cyclicality: 81% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 54% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 48% in heavily regulated industries (defense, regulated utilities, healthcare policy).