MIVA.DE - Risk

Risk & Diversification Scores

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

Volatility Risk Score

4/7 Moderate

4 / 7 SRI PRIIPs Risk Class

Typical market fluctuations. Suitable for long-term wealth accumulation (3–5+ years horizon).

Volatility (5Y)

10.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-19.7%

Deepest Drawdown

Sharpe Ratio

0.40

Moderate (0.0 - 0.5)

Rec. Holding Period

3 - 5+ Years

Investment Horizon

Balanced / Moderate: 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

60.2%

Focused

Effective Holdings

~21

of 24 holdings

Top Sector

25.5%

Technology

Top Region / Country

63.0%

United States

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+8.4%
3 Years	9.5%	-11.0%	0.99	+11.9%
5 Years	10.9%	-19.7%	0.4	+6.8%
10 Years	12.4%	-30.6%	0.37	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 18.2

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (27 analysts)

🔴 Extreme top 10 holdings concentration: 60% of fund in top 10 positions.

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 64% of forward growth.

⚠️ Elevated Regulatory & Policy Risk: 56% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).