C006.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)

16.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-32.9%

Deepest Drawdown

Sharpe Ratio

0.10

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

51.6%

Focused

Effective Holdings

~34

of 101 holdings

Top Sector

28.5%

Industrials

Top Region / Country

100.0%

Germany

Elevated concentration in top individual holdings, leading sectors, or key regions.

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	—	—	—	-0.4%
3 Years	14.8%	-15.8%	0.69	+12.7%
5 Years	16.9%	-32.9%	0.1	+4.2%
10 Years	17.6%	-42.9%	0.11	+4.4%

🟢 Favorable / fair valuation: Avg P/E of 17.0

Solid fund volume

🟡 Moderate analyst coverage (13.8 analysts)

⚠️ Elevated top 10 holdings concentration: 52% of fund in top 10 positions.

🔴 High single-country risk: 100% of portfolio in "Germany".

⚠️ Elevated Interest Rate Sensitivity: 40% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 50% in heavily regulated industries (defense, regulated utilities, healthcare policy).