MLPD.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)

19.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-23.4%

Deepest Drawdown

Sharpe Ratio

0.29

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

11 / 100 Portfolio Diversification

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

High concentration risk: A few heavyweights drive the majority of fund value.

Top 10 Holdings

81.5%

Focused

Effective Holdings

~13

of 14 holdings

Top Sector

100.0%

Energy

Top Region / Country

100.0%

United States

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+13.5%
3 Years	16.7%	-18.6%	0.31	+7.6%
5 Years	19.9%	-23.4%	0.29	+8.4%
10 Years	28.6%	-81.5%	-0.15	-1.8%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 14.9

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🔴 Low analyst coverage (5.7 analysts, higher growth estimate uncertainty)

🔴 Extreme top 10 holdings concentration: 82% of fund in top 10 positions.

🔴 Severe sector concentration risk: 100% in "Energy".

🔴 Extreme industry concentration: 65% in "Oil & Gas Midstream".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 86% of total forward growth.

🔴 High Commodity Concentration: 100% of fund depends directly on volatile energy and raw material markets.

🔴 Dominant Cyclicality: 100% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 65% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 95% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -81.5% in the extended horizon.