UC65.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)

6799.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-99.4%

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%)

48 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

29.3%

Low Concentration

Effective Holdings

~85

of 167 holdings

Top Sector

23.6%

Industrials

Top Region / Country

100.0%

Japan

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	—	—	—	+22.3%
3 Years	8764.0%	-99.4%	0	+19.7%
5 Years	6799.4%	-99.4%	0	+8.3%
10 Years	5932.6%	-99.4%	0	+7.4%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.3

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

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (13.1 analysts)

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

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

⚠️ Elevated Economic Cyclicality: 58% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 36% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 42% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Elevated Short-Term Volatility: 3Y volatility (8764.0%) is noticeably higher than the 5Y average (6799.4%).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (6799.4% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -99.4% in the extended horizon.