MATW.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)

16.7% p.a.

Fallback

Max Drawdown (3Y)

-21.0%

Fallback

Sharpe Ratio

0.68

Good (0.5 - 1.0)

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

53.1%

Focused

Effective Holdings

~31

of 72 holdings

Top Sector

98.0%

Basic Materials

Top Region / Country

22.0%

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	—	—	—	+21.4%
3 Years	16.7%	-21.0%	0.68	+13.9%
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 19.6

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟡 Moderate analyst coverage (16.7 analysts)

⚠️ Elevated top 10 holdings concentration: 53% of fund in top 10 positions.

🔴 Severe sector concentration risk: 98% in "Basic Materials".

⚠️ Industry concentration: 32% in "Specialty Chemicals".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 50% of forward growth.

🔴 High Commodity Concentration: 99% of fund depends directly on volatile energy and raw material markets.

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