BATT.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)

26.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-33.9%

Deepest Drawdown

Sharpe Ratio

0.28

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

75 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

31.5%

Low Concentration

Effective Holdings

~44

of 46 holdings

Top Sector

33.8%

Industrials

Top Region / Country

19.5%

United States

Excellent multi-dimensional diversification across holdings, industries, and geographies.

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	—	—	—	+11%
3 Years	27.5%	-31.6%	0.67	+20.8%
5 Years	26.4%	-33.9%	0.28	+9.8%
10 Years	25.5%	-39.7%	0.41	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 18.0

🟢 Excellent global diversification (Score 75/100)

🟢 Balanced position distribution (< 35% in Top 10)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (12.5 analysts)

⚠️ Elevated emerging markets risk: 60% Emerging Markets.

⚠️ Sector concentration: 34% in "Industrials".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 53% of forward growth.

⚠️ Elevated Commodity Sensitivity: 24% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

🔴 Dominant Cyclicality: 82% in cyclical industries – higher drawdown risk in recessions.

ℹ️ Tech-Capex Exposure: 36% in semiconductors & hardware – dependent on hyperscaler capex cycles.