XCS3.L - 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)

14.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-22.7%

Deepest Drawdown

Sharpe Ratio

0.09

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

35 / 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

73.8%

Focused

Effective Holdings

~17

of 25 holdings

Top Sector

52.0%

Financial Services

Top Region / Country

99.8%

Malaysia

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	—	—	—	+4.6%
3 Years	14.6%	-22.6%	0.69	+12.6%
5 Years	14.4%	-22.7%	0.09	+3.8%
10 Years	15.5%	-43.4%	-0.04	+1.8%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 12.0

Solid fund volume

🟡 Moderate analyst coverage (15.7 analysts)

🔴 Extreme top 10 holdings concentration: 74% of fund in top 10 positions.

🔴 High single-country risk: 100% of portfolio in "Malaysia".

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

🔴 Severe sector concentration risk: 52% in "Financial Services".

🔴 Extreme industry concentration: 52% in "Banks - Regional".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 52% of forward growth.

🔴 Dominant Cyclicality: 76% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 73% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 77% in heavily regulated industries (defense, regulated utilities, healthcare policy).

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