U8NJ.DE - 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 (3Y)

53.8% p.a.

Fallback

Max Drawdown (3Y)

-59.2%

Fallback

Sharpe Ratio

-0.13

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

0 / 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

74.8%

Focused

Effective Holdings

~17

of 40 holdings

Top Sector

93.5%

Energy

Top Region / Country

42.9%

Canada

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	—	—	—	-29.2%
3 Years	53.8%	-59.2%	-0.13	—
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

🔴 High valuation risk: Avg P/E of 75.4 (Elevated multiple compression risk)

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🔴 Low analyst coverage (5.7 analysts, higher growth estimate uncertainty)

🔴 Extreme top 10 holdings concentration: 75% of fund in top 10 positions.

⚠️ Single-country focus: 43% in "Canada".

⚠️ Elevated emerging markets risk: 40% Emerging Markets.

🔴 Severe sector concentration risk: 94% in "Energy".

🔴 Extreme industry concentration: 94% in "Uranium".

🔴 47% of ETF holdings are unprofitable companies (severe cash-burn and fundamental financial risk).

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 70% of total forward growth.

🔴 High Commodity Concentration: 100% of fund depends directly on volatile energy and raw material markets.

🔴 Dominant Cyclicality: 100% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Regulatory & Policy Risk: 94% in heavily regulated industries (defense, regulated utilities, healthcare policy).