SADM.DE - 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)

19.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-26.4%

Deepest Drawdown

Sharpe Ratio

0.13

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

48 / 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

46%

Focused

Effective Holdings

~46

of 383 holdings

Top Sector

43.2%

Technology

Top Region / Country

29.8%

Taiwan

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	—	—	—	+13.6%
3 Years	20.7%	-17.9%	0.68	+16.6%
5 Years	19.6%	-26.4%	0.13	+5%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 16.5

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (20.2 analysts)

⚠️ Elevated top 10 holdings concentration: 46% of fund in top 10 positions.

⚠️ Elevated emerging markets risk: 97% Emerging Markets.

⚠️ Sector concentration: 43% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 48% of forward growth.

ℹ️ Tech-Capex Exposure: 41% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Regulatory & Policy Risk: 35% in heavily regulated industries (defense, regulated utilities, healthcare policy).