TDT.AS - 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)

15.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-24.0%

Deepest Drawdown

Sharpe Ratio

0.34

Moderate (0.0 - 0.5)

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

76.6%

Focused

Effective Holdings

~16

of 29 holdings

Top Sector

25.9%

Technology

Top Region / Country

62.1%

Netherlands

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	—	—	—	+16.5%
3 Years	13.1%	-16.0%	1	+15.6%
5 Years	15.3%	-24.0%	0.34	+7.8%
10 Years	16.0%	-35.8%	0.43	+9.4%

Notes & Warnings

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

Solid fund volume

🟡 Moderate analyst coverage (18.4 analysts)

🔴 Extreme top 10 holdings concentration: 77% of fund in top 10 positions.

⚠️ Single-country focus: 62% in "Netherlands".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 57% of forward growth.

⚠️ Elevated Commodity Sensitivity: 22% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

⚠️ Elevated Regulatory & Policy Risk: 37% 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.).