NDUS.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)

19.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-29.1%

Deepest Drawdown

Sharpe Ratio

0.49

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

30 / 100 Portfolio Diversification

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

High concentration risk: A few heavyweights drive the majority of fund value.

Top 10 Holdings

50.6%

Focused

Effective Holdings

~35

of 86 holdings

Top Sector

98.3%

Industrials

Top Region / Country

21.4%

Germany

Elevated concentration in top individual holdings, leading sectors, or key regions.

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	—	—	—	+4.2%
3 Years	18.1%	-18.3%	0.99	+20.4%
5 Years	19.1%	-29.1%	0.49	+11.8%
10 Years	19.6%	-41.1%	0.48	+11.8%

🟢 Favorable / fair valuation: Avg P/E of 24.8

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (15.8 analysts)

⚠️ Elevated top 10 holdings concentration: 51% of fund in top 10 positions.

🔴 Severe sector concentration risk: 98% in "Industrials".

⚠️ Industry concentration: 31% in "Specialty Industrial Machinery".

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