GDIG.L - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

7/7 Very High

7 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

32.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-40.0%

Deepest Drawdown

Sharpe Ratio

0.44

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

28 / 100 Portfolio Diversification

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

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings

43.7%

Focused

Effective Holdings

~48

of 184 holdings

Top Sector

94.0%

Basic Materials

Top Region / Country

30.1%

Canada

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

Multi-Horizon Risk & Performance Matrix

Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+22.1%
3 Years	31.9%	-27.3%	0.83	+29.1%
5 Years	32.3%	-40.0%	0.44	+16.7%
10 Years	30.6%	-40.0%	0.38	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.5

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (12.2 analysts)

⚠️ Elevated emerging markets risk: 35% Emerging Markets.

🔴 Severe sector concentration risk: 94% in "Basic Materials".

⚠️ Industry concentration: 33% in "Other Industrial Metals & Mining".

⚠️ Industry concentration: 40% in "Gold".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 62% of forward growth.

🔴 High Commodity Concentration: 99% of fund depends directly on volatile energy and raw material markets.

🔴 Dominant Cyclicality: 99% in cyclical industries – higher drawdown risk in recessions.

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (32.3% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -40.0% in the extended horizon.