DCAM.PA - 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 (5Y)

—

5-Year Horizon

Max Drawdown (5Y)

—

Deepest Drawdown

Sharpe Ratio

—

Risk / Reward

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

84 / 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

53.9%

Focused

Effective Holdings

~31

of 76 holdings

Top Sector

29.5%

Industrials

Top Region / Country

48.5%

Germany

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	—	—	—	+18.9%
3 Years	—	—	—	—
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 22.2

🟢 Excellent global diversification (Score 84/100)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (19.7 analysts)

⚠️ Elevated top 10 holdings concentration: 54% of fund in top 10 positions.

⚠️ Single-country focus: 49% in "Germany".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 47% of forward growth.

⚠️ Elevated Economic Cyclicality: 52% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 39% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 51% in heavily regulated industries (defense, regulated utilities, healthcare policy).