EXV7.DE - 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)

16.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-26.2%

Deepest Drawdown

Sharpe Ratio

-0.12

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

9 / 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

85.1%

Focused

Effective Holdings

~13

of 18 holdings

Top Sector

92.0%

Basic Materials

Top Region / Country

34.9%

Germany

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	—	—	—	+11.8%
3 Years	14.8%	-20.2%	0.1	+4%
5 Years	16.8%	-26.2%	-0.12	+0.4%
10 Years	17.3%	-31.4%	0.12	+4.6%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 21.6

Solid fund volume

🟡 Moderate analyst coverage (14.4 analysts)

🔴 Extreme top 10 holdings concentration: 85% of fund in top 10 positions.

🔴 Severe sector concentration risk: 92% in "Basic Materials".

🔴 Extreme industry concentration: 71% in "Specialty Chemicals".

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

🔴 High Commodity Concentration: 92% of fund depends directly on volatile energy and raw material markets.

🔴 Dominant Cyclicality: 92% in cyclical industries – higher drawdown risk in recessions.