SC0Z.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)

16.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-23.3%

Deepest Drawdown

Sharpe Ratio

0.52

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

12 / 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

78.9%

Focused

Effective Holdings

~15

of 27 holdings

Top Sector

95.9%

Utilities

Top Region / Country

26.5%

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	—	—	—	+20.1%
3 Years	14.9%	-10.7%	1.12	+19.1%
5 Years	16.2%	-23.3%	0.52	+11%
10 Years	17.0%	-33.4%	0.46	+10.2%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 17.8

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (13.9 analysts)

🔴 Extreme top 10 holdings concentration: 79% of fund in top 10 positions.

🔴 Severe sector concentration risk: 96% in "Utilities".

🔴 Extreme industry concentration: 60% in "Utilities - Diversified".

⚠️ Elevated Interest Rate Sensitivity: 96% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 100% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 100% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).