DISW.MI - 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 (3Y)

18.9% p.a.

Fallback

Max Drawdown (3Y)

-28.0%

Fallback

Sharpe Ratio

0.34

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

28 / 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

69.4%

Focused

Effective Holdings

~20

of 95 holdings

Top Sector

95.2%

Consumer Cyclical

Top Region / Country

74.3%

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	—	—	—	-1.8%
3 Years	18.9%	-28.0%	0.34	+8.9%
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 23.4

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (33.4 analysts)

🔴 Extreme top 10 holdings concentration: 69% of fund in top 10 positions.

🔴 Severe sector concentration risk: 95% in "Consumer Cyclical".

⚠️ Industry concentration: 35% in "Internet Retail".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 45% of forward growth.

🔴 Dominant Cyclicality: 98% in cyclical industries – higher drawdown risk in recessions.