10AJ.DE - Risk

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)

14.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-32.1%

Deepest Drawdown

Sharpe Ratio

-0.33

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

43 / 100 Portfolio Diversification

4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings

37.8%

Focused

Effective Holdings

~65

of 350 holdings

Top Sector

99.2%

Real Estate

Top Region / Country

65.5%

United States

Elevated concentration in top individual holdings, leading sectors, or key regions.

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	—	—	—	+1.6%
3 Years	13.7%	-22.7%	0.09	+3.7%
5 Years	14.8%	-32.1%	-0.33	-2.4%
10 Years	17.1%	-42.6%	-0.11	—

🟢 Favorable / fair valuation: Avg P/E of 20.4

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🔴 Low analyst coverage (5.1 analysts, higher growth estimate uncertainty)

🔴 Severe sector concentration risk: 99% in "Real Estate".

⚠️ Elevated Interest Rate Sensitivity: 100% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).