EXH8.DE - 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)

21.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-48.0%

Deepest Drawdown

Sharpe Ratio

-0.07

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

19 / 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

96.8%

Focused

Effective Holdings

~11

of 11 holdings

Top Sector

96.4%

Consumer Cyclical

Top Region / Country

39.0%

United Kingdom

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	—	—	—	-0.5%
3 Years	18.2%	-20.4%	0.33	+8.5%
5 Years	21.4%	-48.0%	-0.07	+1%
10 Years	19.5%	-50.0%	0.07	+3.8%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 20.1

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (16.8 analysts)

🔴 Extreme top 10 holdings concentration: 97% of fund in top 10 positions.

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

⚠️ Industry concentration: 49% in "Apparel Retail".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 57% of forward growth.

🔴 Dominant Cyclicality: 100% in cyclical industries – higher drawdown risk in recessions.

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -50.0% in the extended horizon.