DMAT - Risk

Risk & Diversification Scores

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

Volatility Risk Score

4/7 Moderate

4 / 7 SRI PRIIPs Risk Class

Typical market fluctuations. Suitable for long-term wealth accumulation (3–5+ years horizon).

Volatility (5Y)

—

5-Year Horizon

Max Drawdown (5Y)

—

Deepest Drawdown

Sharpe Ratio

—

Risk / Reward

Rec. Holding Period

3 - 5+ Years

Investment Horizon

Balanced / Moderate: Score Basis:

Diversification Score

Focused (35% – 50%)

24 / 100 Portfolio Diversification

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

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings

45.5%

Focused

Effective Holdings

~36

of 50 holdings

Top Sector

90.7%

Basic Materials

Top Region / Country

24.7%

China

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	—
3 Years	—	—	—	—
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

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

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (9.9 analysts)

⚠️ Elevated top 10 holdings concentration: 46% of fund in top 10 positions.

⚠️ Elevated emerging markets risk: 59% Emerging Markets.

🔴 Severe sector concentration risk: 91% in "Basic Materials".

⚠️ Industry concentration: 47% in "Other Industrial Metals & Mining".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 92% of total forward growth.

🔴 High Commodity Concentration: 91% of fund depends directly on volatile energy and raw material markets.

🔴 Dominant Cyclicality: 98% in cyclical industries – higher drawdown risk in recessions.