SLMC.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 (5Y)

14.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-20.9%

Deepest Drawdown

Sharpe Ratio

0.47

Moderate (0.0 - 0.5)

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

23.3%

Low Concentration

Effective Holdings

~142

of 371 holdings

Top Sector

28.9%

Financial Services

Top Region / Country

19.2%

United Kingdom

Excellent multi-dimensional diversification across holdings, industries, and geographies.

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	—	—	—	+10.9%
3 Years	13.1%	-16.8%	0.94	+14.9%
5 Years	14.4%	-20.9%	0.47	+9.3%
10 Years	17.7%	-34.9%	0.42	—

🟢 Favorable / fair valuation: Avg P/E of 17.1

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

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (15.9 analysts)

⚠️ Elevated Economic Cyclicality: 50% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 42% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 61% in heavily regulated industries (defense, regulated utilities, healthcare policy).