DJSC.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)

16.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-27.7%

Deepest Drawdown

Sharpe Ratio

-0.03

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

68 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

16.9%

Low Concentration

Effective Holdings

~85

of 87 holdings

Top Sector

28.3%

Industrials

Top Region / Country

19.7%

France

Excellent multi-dimensional diversification across holdings, industries, and geographies.

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	—	—	—	+5.1%
3 Years	14.7%	-17.9%	0.38	+8.1%
5 Years	16.6%	-27.7%	-0.03	+2%
10 Years	16.2%	-28.6%	0.18	+5.5%

🟢 Favorable / fair valuation: Avg P/E of 0.1

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

Solid fund volume

🟡 Moderate analyst coverage (8.9 analysts)

⚠️ Elevated Commodity Sensitivity: 18% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

⚠️ Elevated Economic Cyclicality: 60% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 42% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).