5HEE.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)

14.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-22.5%

Deepest Drawdown

Sharpe Ratio

0.07

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

68 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

29.3%

Low Concentration

Effective Holdings

~75

of 113 holdings

Top Sector

31.4%

Consumer Cyclical

Top Region / Country

93.8%

United States

Excellent multi-dimensional diversification across holdings, industries, and geographies.

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	—	—	—	+12.9%
3 Years	13.4%	-22.5%	0.29	+6.3%
5 Years	14.9%	-22.5%	0.07	+3.6%
10 Years	15.3%	-22.5%	0.51	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 24.4

🟢 Balanced position distribution (< 35% in Top 10)

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟢 High institutional analyst coverage (23 analysts)

⚠️ Sector concentration: 31% in "Consumer Cyclical".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 63% of forward growth.

⚠️ Elevated Commodity Sensitivity: 25% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

⚠️ Elevated Economic Cyclicality: 51% in cyclical industries – more vulnerable to economic downturns.

🟢 Strong Defensive Buffer: 48% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).

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