DLTM.L - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

6/7 High

6 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

23.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-31.4%

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

Focused (35% – 50%)

68 / 100 Portfolio Diversification

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

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings

44.2%

Focused

Effective Holdings

~42

of 84 holdings

Top Sector

29.7%

Financial Services

Top Region / Country

49.1%

Brazil

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	—	—	—	+33.5%
3 Years	21.6%	-31.1%	0.62	+15.8%
5 Years	23.4%	-31.4%	0.28	+9.1%
10 Years	26.7%	-56.9%	0.03	+3.4%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 12.9

🟢 Established large fund (> 500M € AUM)

🔴 Low analyst coverage (6.6 analysts, higher growth estimate uncertainty)

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

⚠️ Elevated emerging markets risk: 89% Emerging Markets.

🔴 High Commodity Concentration: 32% of fund depends directly on volatile energy and raw material markets.

🔴 Dominant Cyclicality: 71% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 49% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 63% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -56.9% in the extended horizon.