NDIA.L - Risk

Risk & Diversification Scores

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)

17.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-25.5%

Deepest Drawdown

Sharpe Ratio

-0.13

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

48 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

34.3%

Low Concentration

Effective Holdings

~69

of 165 holdings

Top Sector

30.0%

Financial Services

Top Region / Country

100.0%

India

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-15.8%
3 Years	16.9%	-25.5%	-0.05	+1.7%
5 Years	17.4%	-25.5%	-0.13	+0.2%
10 Years	21.6%	-43.0%	0.14	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 21.3

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

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (26.2 analysts)

🔴 High single-country risk: 100% of portfolio in "India".

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

⚠️ Elevated Commodity Sensitivity: 19% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

🔴 Dominant Cyclicality: 68% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 53% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 66% in heavily regulated industries (defense, regulated utilities, healthcare policy).