0XCK.IL - 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)

17.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-32.5%

Deepest Drawdown

Sharpe Ratio

0.31

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

68 / 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

47.9%

Focused

Effective Holdings

~37

of 76 holdings

Top Sector

21.8%

Consumer Cyclical

Top Region / Country

99.3%

Italy

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+10%
3 Years	15.7%	-18.6%	1.04	+18.8%
5 Years	17.4%	-32.5%	0.31	+7.7%
10 Years	18.0%	-40.9%	0.2	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.4

Solid fund volume

🔴 Low analyst coverage (6.1 analysts, higher growth estimate uncertainty)

⚠️ Elevated top 10 holdings concentration: 48% of fund in top 10 positions.

🔴 High single-country risk: 99% of portfolio in "Italy".

⚠️ Elevated Economic Cyclicality: 62% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 46% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 38% in heavily regulated industries (defense, regulated utilities, healthcare policy).