MGT.PA - 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 (5Y)

17.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-24.9%

Deepest Drawdown

Sharpe Ratio

0.75

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

73 / 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

56%

Focused

Effective Holdings

~24

of 29 holdings

Top Sector

49.3%

Technology

Top Region / Country

100.0%

United States

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	—	—	—	+23%
3 Years	16.7%	-24.9%	1.26	+23.6%
5 Years	17.2%	-24.9%	0.75	+15.4%
10 Years	17.4%	-29.8%	0.69	+14.5%

🟢 Favorable / fair valuation: Avg P/E of 29.4

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (31.7 analysts)

⚠️ Elevated top 10 holdings concentration: 56% of fund in top 10 positions.

⚠️ Sector concentration: 49% in "Technology".

ℹ️ Tech-Capex Exposure: 42% in semiconductors & hardware – dependent on hyperscaler capex cycles.