LVNG.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)

16.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-22.7%

Deepest Drawdown

Sharpe Ratio

0.16

Moderate (0.0 - 0.5)

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

13%

Low Concentration

Effective Holdings

~98

of 99 holdings

Top Sector

56.1%

Industrials

Top Region / Country

32.6%

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	—	—	—	+8%
3 Years	14.6%	-17.0%	0.58	+10.9%
5 Years	16.3%	-22.7%	0.16	+5%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 10.6

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

Solid fund volume

🟡 Moderate analyst coverage (11.6 analysts)

🔴 Severe sector concentration risk: 56% in "Industrials".

🔴 Dominant Cyclicality: 68% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 42% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).