HDLV.L - 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)

14.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-24.6%

Deepest Drawdown

Sharpe Ratio

-0.04

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

68 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

28.3%

Low Concentration

Effective Holdings

~48

of 50 holdings

Top Sector

20.3%

Consumer Defensive

Top Region / Country

98.1%

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	—	—	—	-1.3%
3 Years	12.5%	-16.1%	0.41	+7.6%
5 Years	14.1%	-24.6%	-0.04	+1.9%
10 Years	16.3%	-41.7%	-0.02	+2.1%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.7

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

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟡 Moderate analyst coverage (15.6 analysts)

⚠️ Elevated Interest Rate Sensitivity: 58% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 60% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 55% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).