EXH3.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)

14.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-33.4%

Deepest Drawdown

Sharpe Ratio

-0.48

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

22 / 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

80.8%

Focused

Effective Holdings

~15

of 26 holdings

Top Sector

95.9%

Consumer Defensive

Top Region / Country

38.0%

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+2.8%
3 Years	14.5%	-19.8%	-0.44	-3.9%
5 Years	14.7%	-33.4%	-0.48	-4.5%
10 Years	14.6%	-33.4%	-0.18	-0.2%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 21.0

Solid fund volume

🟡 Moderate analyst coverage (18.6 analysts)

🔴 Extreme top 10 holdings concentration: 81% of fund in top 10 positions.

🔴 Severe sector concentration risk: 96% in "Consumer Defensive".

⚠️ Industry concentration: 50% in "Packaged Foods".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 48% of forward growth.

⚠️ Elevated Regulatory & Policy Risk: 37% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 96% 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.).