DAGB.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)

72.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-91.2%

Deepest Drawdown

Sharpe Ratio

-0.11

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

35 / 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

61.1%

Focused

Effective Holdings

~19

of 20 holdings

Top Sector

61.5%

Financial Services

Top Region / Country

79.7%

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.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-28.1%
3 Years	67.4%	-58.5%	0.64	+45.4%
5 Years	72.0%	-91.2%	-0.11	-5.8%
10 Years	—	—	—	—

Notes & Warnings

🔴 High valuation risk: Avg P/E of 62.8 (Elevated multiple compression risk)

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (10.5 analysts)

🔴 Extreme top 10 holdings concentration: 61% of fund in top 10 positions.

🔴 Severe sector concentration risk: 62% in "Financial Services".

⚠️ Sector concentration: 34% in "Technology".

🔴 Extreme industry concentration: 52% in "Capital Markets".

🔴 44% of ETF holdings are unprofitable companies (severe cash-burn and fundamental financial risk).

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 57% of forward growth.

⚠️ Elevated Interest Rate Sensitivity: 52% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 62% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (72.0% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -91.2% in the extended horizon.