EBIZ - 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)

28.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-56.1%

Deepest Drawdown

Sharpe Ratio

-0.14

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

44 / 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

42.8%

Focused

Effective Holdings

~34

of 40 holdings

Top Sector

71.3%

Consumer Cyclical

Top Region / Country

49.9%

United States

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.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-18.9%
3 Years	22.6%	-27.9%	0.63	+16.7%
5 Years	28.9%	-56.1%	-0.14	-1.5%
10 Years	28.3%	-61.8%	0.19	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 18.6

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟢 High institutional analyst coverage (20.1 analysts)

⚠️ Elevated emerging markets risk: 37% Emerging Markets.

🔴 Severe sector concentration risk: 71% in "Consumer Cyclical".

⚠️ Industry concentration: 43% in "Internet Retail".

🔴 Dominant Cyclicality: 78% in cyclical industries – higher drawdown risk in recessions.

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (28.9% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -61.8% in the extended horizon.