SC03.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)

14.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-28.7%

Deepest Drawdown

Sharpe Ratio

-0.37

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

23 / 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

80.4%

Focused

Effective Holdings

~15

of 23 holdings

Top Sector

95.6%

Consumer Defensive

Top Region / Country

28.2%

Switzerland

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+4.9%
3 Years	14.2%	-17.9%	-0.26	-1.2%
5 Years	14.7%	-28.7%	-0.37	-2.9%
10 Years	14.5%	-32.4%	-0.1	+1.1%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 20.2

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (18.5 analysts)

🔴 Extreme top 10 holdings concentration: 80% of fund in top 10 positions.

🔴 Severe sector concentration risk: 96% in "Consumer Defensive".

⚠️ Industry concentration: 42% in "Packaged Foods".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 46% of forward growth.

⚠️ Elevated Regulatory & Policy Risk: 45% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 96% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).

🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).