EXV3.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 (5Y)

25.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-40.5%

Deepest Drawdown

Sharpe Ratio

0.18

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

29 / 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

83.1%

Focused

Effective Holdings

~14

of 34 holdings

Top Sector

84.0%

Technology

Top Region / Country

45.7%

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+21.9%
3 Years	23.1%	-24.1%	0.64	+17.4%
5 Years	25.2%	-40.5%	0.18	+7.1%
10 Years	23.4%	-40.5%	0.36	+11%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 28.5

Solid fund volume

🟢 High institutional analyst coverage (21.5 analysts)

🔴 Extreme top 10 holdings concentration: 83% of fund in top 10 positions.

⚠️ Single-country focus: 46% in "Netherlands".

🔴 Severe sector concentration risk: 84% in "Technology".

⚠️ Industry concentration: 37% in "Semiconductor Equipment & Materials".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 62% of forward growth.

ℹ️ Tech-Capex Exposure: 56% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -40.5% in the extended horizon.