DGIT.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)

27.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-41.1%

Deepest Drawdown

Sharpe Ratio

0.02

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

75 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

31.4%

Low Concentration

Effective Holdings

~82

of 210 holdings

Top Sector

40.3%

Technology

Top Region / Country

72.0%

United States

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)

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+4.3%
3 Years	30.1%	-41.1%	0.42	+15.2%
5 Years	27.4%	-41.1%	0.02	+3%
10 Years	23.3%	-41.1%	0.26	+8.5%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 28.8

🟢 Excellent global diversification (Score 75/100)

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

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (27.1 analysts)

⚠️ Sector concentration: 40% in "Technology".

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -41.1% in the extended horizon.