UCAP.L - Risk

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

5/7 Elevated

5 / 7 SRI PRIIPs Risk Class

Above-average volatility. Suitable for experienced investors with high risk tolerance (5+ years horizon).

Volatility (5Y)

15.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-20.7%

Deepest Drawdown

Sharpe Ratio

0.37

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

68 / 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

51.9%

Focused

Effective Holdings

~34

of 101 holdings

Top Sector

56.7%

Technology

Top Region / Country

96.6%

United States

Elevated concentration in top individual holdings, leading sectors, or key regions.

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	—	—	—	+3.5%
3 Years	12.7%	-14.3%	0.83	+13.1%
5 Years	15.8%	-20.7%	0.37	+8.3%
10 Years	17.1%	-35.3%	0.6	+12.8%

🟢 Favorable / fair valuation: Avg P/E of 26.6

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (29.9 analysts)

⚠️ Elevated top 10 holdings concentration: 52% of fund in top 10 positions.

🔴 Severe sector concentration risk: 57% in "Technology".