MLUX.PA - Risk

Risk & Diversification Scores

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

Volatility Risk Score

6/7 High

6 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

—

5-Year Horizon

Max Drawdown (5Y)

—

Deepest Drawdown

Sharpe Ratio

—

Risk / Reward

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

68 / 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

48.8%

Focused

Effective Holdings

~30

of 39 holdings

Top Sector

27.4%

Industrials

Top Region / Country

43.6%

Germany

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	—	—	—	-12.4%
3 Years	—	—	—	—
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 17.6

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (18.7 analysts)

⚠️ Elevated top 10 holdings concentration: 49% of fund in top 10 positions.

⚠️ Single-country focus: 44% in "Germany".

⚠️ Elevated Economic Cyclicality: 50% in cyclical industries – more vulnerable to economic downturns.

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

⚠️ Elevated Regulatory & Policy Risk: 60% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 41% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).