DOCT.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)

24.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-54.0%

Deepest Drawdown

Sharpe Ratio

-0.14

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

30 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

22.8%

Low Concentration

Effective Holdings

~59

of 61 holdings

Top Sector

98.5%

Healthcare

Top Region / Country

75.0%

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+31.4%
3 Years	21.2%	-23.8%	0.83	+20.1%
5 Years	24.2%	-54.0%	-0.14	-1%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 27.8

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

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟡 Moderate analyst coverage (14.9 analysts)

🔴 Severe sector concentration risk: 99% in "Healthcare".

⚠️ Industry concentration: 33% in "Diagnostics & Research".

⚠️ 22% of ETF holdings are unprofitable companies (fundamental solvency & cash-burn risk).

⚠️ Elevated Regulatory & Policy Risk: 99% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 80% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -54.0% in the extended horizon.