UB0F.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)

4421.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-99.0%

Deepest Drawdown

Sharpe Ratio

0.00

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

68 / 100 Portfolio Diversification

4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

28.8%

Low Concentration

Effective Holdings

~93

of 218 holdings

Top Sector

25.4%

Financial Services

Top Region / Country

24.9%

Germany

Excellent multi-dimensional diversification across holdings, industries, and geographies.

Multi-Horizon Risk & Performance Matrix

Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.

Volatility Expansion (3Y > 5Y) High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+11.2%
3 Years	5697.9%	-99.0%	0	+16.5%
5 Years	4421.7%	-99.0%	0	+8.8%
10 Years	3259.1%	-99.0%	0	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 17.3

🟢 Balanced position distribution (< 35% in Top 10)

Solid fund volume

🟡 Moderate analyst coverage (16.7 analysts)

⚠️ Elevated Economic Cyclicality: 53% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 41% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 55% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Elevated Short-Term Volatility: 3Y volatility (5697.9%) is noticeably higher than the 5Y average (4421.7%).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (4421.7% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -99.0% in the extended horizon.