AVDV - 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)

17.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-30.2%

Deepest Drawdown

Sharpe Ratio

0.47

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

83 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

6.6%

Low Concentration

Effective Holdings

~1039

of 1672 holdings

Top Sector

22.2%

Industrials

Top Region / Country

33.1%

Japan

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	—	—	—	+19.8%
3 Years	16.4%	-14.2%	1.31	+24%
5 Years	17.6%	-30.2%	0.47	+10.7%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 10.7

🟢 Excellent global diversification (Score 83/100)

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

🟢 Established large fund (> 500M € AUM)

🔴 Low analyst coverage (5.9 analysts, higher growth estimate uncertainty)

⚠️ Elevated emerging markets risk: 50% Emerging Markets.

🔴 Non-UCITS Fund: Cannot be purchased directly via EU brokers under PRIIPs rules. Trading requires tokenized assets (e.g. Robinhood) or US access.

🔴 High Commodity Concentration: 33% of fund depends directly on volatile energy and raw material markets.

🔴 Dominant Cyclicality: 77% in cyclical industries – higher drawdown risk in recessions.