EXH2.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)

19.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-32.9%

Deepest Drawdown

Sharpe Ratio

0.16

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

23 / 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

76.6%

Focused

Effective Holdings

~16

of 37 holdings

Top Sector

96.4%

Financial Services

Top Region / Country

33.2%

Switzerland

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+4%
3 Years	16.4%	-19.8%	0.72	+14.3%
5 Years	19.2%	-32.9%	0.16	+5.6%
10 Years	19.3%	-42.0%	0.32	+8.7%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 11.1

Solid fund volume

🟡 Moderate analyst coverage (9.5 analysts)

🔴 Extreme top 10 holdings concentration: 77% of fund in top 10 positions.

🔴 Severe sector concentration risk: 96% in "Financial Services".

⚠️ Industry concentration: 44% in "Asset Management".

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

⚠️ Elevated Interest Rate Sensitivity: 76% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 96% in heavily regulated industries (defense, regulated utilities, healthcare policy).