ARXK.DE - Risk

Risk & Diversification Scores

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

Volatility Risk Score

7/7 Very High

7 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (3Y)

39.7% p.a.

Fallback

Max Drawdown (3Y)

-42.1%

Fallback

Sharpe Ratio

0.84

Good (0.5 - 1.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

84 / 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

48.7%

Focused

Effective Holdings

~31

of 41 holdings

Top Sector

29.3%

Healthcare

Top Region / Country

88.1%

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+6.4%
3 Years	39.7%	-42.1%	0.84	—
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

🔴 High valuation risk: Avg P/E of 55.0 (Elevated multiple compression risk)

🟢 Excellent global diversification (Score 84/100)

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (23.8 analysts)

⚠️ Elevated top 10 holdings concentration: 49% of fund in top 10 positions.

⚠️ 26% of ETF holdings are unprofitable companies (fundamental solvency & cash-burn risk).

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 67% of total forward growth.

⚠️ Elevated Regulatory & Policy Risk: 69% in heavily regulated industries (defense, regulated utilities, healthcare policy).