SC0S.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)

19.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-30.8%

Deepest Drawdown

Sharpe Ratio

0.42

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

31 / 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

51.8%

Focused

Effective Holdings

~34

of 92 holdings

Top Sector

94.1%

Industrials

Top Region / Country

19.7%

United Kingdom

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	—	—	—	+3.9%
3 Years	18.4%	-19.2%	1	+20.8%
5 Years	19.8%	-30.8%	0.42	+10.8%
10 Years	20.5%	-41.7%	0.44	+11.5%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 25.8

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (15.8 analysts)

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

🔴 Severe sector concentration risk: 94% in "Industrials".

⚠️ Industry concentration: 34% in "Aerospace & Defense".

🔴 Dominant Cyclicality: 96% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Regulatory & Policy Risk: 37% in heavily regulated industries (defense, regulated utilities, healthcare policy).