MIVB.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 (5Y)

14.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-23.9%

Deepest Drawdown

Sharpe Ratio

0.13

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

68 / 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

37.9%

Focused

Effective Holdings

~56

of 123 holdings

Top Sector

25.9%

Financial Services

Top Region / Country

25.3%

Switzerland

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

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	—	—	—	+3.2%
3 Years	13.1%	-15.7%	0.45	+8.4%
5 Years	14.6%	-23.9%	0.13	+4.4%
10 Years	16.1%	-34.1%	0.36	—

🟢 Favorable / fair valuation: Avg P/E of 20.2

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (16.4 analysts)

⚠️ Elevated Regulatory & Policy Risk: 46% in heavily regulated industries (defense, regulated utilities, healthcare policy).