LFOD.DE - Risk

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 (3Y)

13.8% p.a.

Fallback

Max Drawdown (3Y)

-11.8%

Fallback

Sharpe Ratio

-0.04

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

68 / 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

58.2%

Focused

Effective Holdings

~24

of 34 holdings

Top Sector

27.4%

Industrials

Top Region / Country

20.6%

Netherlands

Elevated concentration in top individual holdings, leading sectors, or key regions.

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	—	—	—	+5.3%
3 Years	13.8%	-11.8%	-0.04	—
5 Years	—	—	—	—
10 Years	—	—	—	—

🟢 Favorable / fair valuation: Avg P/E of 18.5

Solid fund volume

🟡 Moderate analyst coverage (14.7 analysts)

⚠️ Elevated top 10 holdings concentration: 58% of fund in top 10 positions.

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 69% of total forward growth.

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

⚠️ Elevated Regulatory & Policy Risk: 45% in heavily regulated industries (defense, regulated utilities, healthcare policy).