3D3D.DE - 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 (3Y)

13.8% p.a.

Fallback

Max Drawdown (3Y)

-14.9%

Fallback

Sharpe Ratio

0.83

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

68 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

23.2%

Low Concentration

Effective Holdings

~119

of 207 holdings

Top Sector

25.9%

Financial Services

Top Region / Country

20.2%

United Kingdom

Excellent multi-dimensional diversification across holdings, industries, and geographies.

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%
3 Years	13.8%	-14.9%	0.83	—
5 Years	—	—	—	—
10 Years	—	—	—	—

🟢 Favorable / fair valuation: Avg P/E of 17.4

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

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (15.7 analysts)

⚠️ Elevated Economic Cyclicality: 52% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 39% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 52% in heavily regulated industries (defense, regulated utilities, healthcare policy).