TRYP.L - 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)

26.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-37.2%

Deepest Drawdown

Sharpe Ratio

0.15

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

52 / 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

42.2%

Focused

Effective Holdings

~38

of 50 holdings

Top Sector

52.7%

Industrials

Top Region / Country

48.2%

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	—	—	—	+3.7%
3 Years	22.5%	-26.9%	0.72	+18.8%
5 Years	26.3%	-37.2%	0.15	+6.5%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 14.0

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (19.8 analysts)

🔴 Severe sector concentration risk: 53% in "Industrials".

⚠️ Sector concentration: 44% in "Consumer Cyclical".

⚠️ Industry concentration: 45% in "Airlines".

🔴 Dominant Cyclicality: 97% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 70% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 53% in heavily regulated industries (defense, regulated utilities, healthcare policy).