T3MP.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)

18.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-23.9%

Deepest Drawdown

Sharpe Ratio

0.66

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

71 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

29.1%

Low Concentration

Effective Holdings

~52

of 57 holdings

Top Sector

50.1%

Industrials

Top Region / Country

40.9%

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	—	—	—	+15.6%
3 Years	17.3%	-23.9%	1.04	+20.5%
5 Years	18.5%	-23.9%	0.66	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 20.9

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

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟡 Moderate analyst coverage (15 analysts)

⚠️ Elevated emerging markets risk: 26% Emerging Markets.

🔴 Severe sector concentration risk: 50% in "Industrials".

🔴 Dominant Cyclicality: 66% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 43% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).