XPHG.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)

25.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-30.0%

Deepest Drawdown

Sharpe Ratio

-0.26

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

48 / 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

73.1%

Focused

Effective Holdings

~18

of 37 holdings

Top Sector

38.5%

Industrials

Top Region / Country

87.8%

Philippines

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	—	—	—	-9.4%
3 Years	29.4%	-30.0%	-0.22	-4%
5 Years	25.6%	-30.0%	-0.26	-4.2%
10 Years	24.4%	-44.0%	-0.28	-4.4%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 0.6

⚠️ Fund closure risk (< 50M € AUM)

🔴 Low analyst coverage (1 analysts, higher growth estimate uncertainty)

🔴 Extreme top 10 holdings concentration: 73% of fund in top 10 positions.

🔴 High single-country risk: 88% of portfolio in "Philippines".

⚠️ Elevated emerging markets risk: 88% Emerging Markets.

⚠️ Sector concentration: 38% in "Industrials".

⚠️ Industry concentration: 31% in "Marine Shipping".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 64% of forward growth.

🔴 Dominant Cyclicality: 79% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 44% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 69% in heavily regulated industries (defense, regulated utilities, healthcare policy).