UIFS.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)

25.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-31.3%

Deepest Drawdown

Sharpe Ratio

0.24

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

43 / 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

56.2%

Focused

Effective Holdings

~29

of 77 holdings

Top Sector

98.0%

Financial Services

Top Region / Country

96.1%

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.

Volatility Expansion (3Y > 5Y)

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+2.2%
3 Years	29.1%	-31.3%	0.47	+16.1%
5 Years	25.8%	-31.3%	0.24	+8.6%
10 Years	24.1%	-35.3%	0.37	+11.4%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.6

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (19.8 analysts)

⚠️ Elevated top 10 holdings concentration: 56% of fund in top 10 positions.

🔴 Severe sector concentration risk: 98% in "Financial Services".

⚠️ Elevated Interest Rate Sensitivity: 91% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 98% in heavily regulated industries (defense, regulated utilities, healthcare policy).