EMXG.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)

27.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-37.5%

Deepest Drawdown

Sharpe Ratio

-0.08

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

48 / 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

48.3%

Focused

Effective Holdings

~41

of 243 holdings

Top Sector

47.5%

Technology

Top Region / Country

39.1%

Taiwan

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	—	—	—	+24.1%
3 Years	28.5%	-26.2%	0.51	+16.9%
5 Years	27.5%	-37.5%	-0.08	+0.4%
10 Years	—	—	—	—

Notes & Warnings

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

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (20.5 analysts)

⚠️ Elevated top 10 holdings concentration: 48% of fund in top 10 positions.

⚠️ Elevated emerging markets risk: 96% Emerging Markets.

⚠️ Sector concentration: 48% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 58% of forward growth.

ℹ️ Tech-Capex Exposure: 45% in semiconductors & hardware – dependent on hyperscaler capex cycles.