MTVR.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)

27.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-27.0%

Deepest Drawdown

Sharpe Ratio

1.50

Excellent (> 1.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

30 / 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%

Focused

Effective Holdings

~31

of 65 holdings

Top Sector

90.5%

Technology

Top Region / Country

75.0%

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+79.4%
3 Years	27.7%	-27.0%	1.85	+53.7%
5 Years	27.7%	-27.0%	1.5	—
10 Years	—	—	—	—

Notes & Warnings

⚠️ Elevated valuation: Avg P/E of 34.6

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟢 High institutional analyst coverage (35.9 analysts)

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

🔴 Severe sector concentration risk: 90% in "Technology".

⚠️ Industry concentration: 49% in "Semiconductors".

ℹ️ Tech-Capex Exposure: 70% in semiconductors & hardware – dependent on hyperscaler capex cycles.