MXFP.L - 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)

25.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-27.2%

Deepest Drawdown

Sharpe Ratio

0.26

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

48 / 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

36.4%

Focused

Effective Holdings

~74

of 1178 holdings

Top Sector

39.6%

Technology

Top Region / Country

26.5%

Taiwan

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.

Volatility Expansion (3Y > 5Y)

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+27.3%
3 Years	29.2%	-27.2%	0.64	+21.1%
5 Years	25.1%	-27.2%	0.26	+9.1%
10 Years	25.0%	-32.2%	0.2	+7.6%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 16.3

Solid fund volume

🟢 High institutional analyst coverage (20.2 analysts)

⚠️ Elevated emerging markets risk: 96% Emerging Markets.

⚠️ Sector concentration: 40% in "Technology".

ℹ️ Tech-Capex Exposure: 41% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Regulatory & Policy Risk: 40% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Elevated Short-Term Volatility: 3Y volatility (29.2%) is noticeably higher than the 5Y average (25.1%).