V3PA.SW - Risk

Risk & Diversification Scores

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)

17.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-18.3%

Deepest Drawdown

Sharpe Ratio

0.81

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: 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

27.6%

Low Concentration

Effective Holdings

~126

of 1500 holdings

Top Sector

31.4%

Technology

Top Region / Country

54.6%

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+40.5%
3 Years	19.1%	-18.3%	0.96	+20.7%
5 Years	17.5%	-18.3%	0.81	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.7

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

Solid fund volume

🟡 Moderate analyst coverage (15.9 analysts)

⚠️ Single-country focus: 55% in "Japan".

⚠️ Elevated emerging markets risk: 99% Emerging Markets.

⚠️ Sector concentration: 31% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 62% of forward growth.

⚠️ Elevated Economic Cyclicality: 54% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 38% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

ℹ️ Tech-Capex Exposure: 30% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Regulatory & Policy Risk: 41% in heavily regulated industries (defense, regulated utilities, healthcare policy).