EXIA.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)

16.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-28.1%

Deepest Drawdown

Sharpe Ratio

0.42

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

68 / 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

66.3%

Focused

Effective Holdings

~21

of 40 holdings

Top Sector

27.5%

Industrials

Top Region / Country

99.1%

Germany

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	—	—	—	+5%
3 Years	15.2%	-16.0%	0.98	+17.4%
5 Years	16.9%	-28.1%	0.42	+9.7%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 17.5

Solid fund volume

🟡 Moderate analyst coverage (14.5 analysts)

🔴 Extreme top 10 holdings concentration: 66% of fund in top 10 positions.

🔴 High single-country risk: 99% of portfolio in "Germany".

⚠️ Elevated Interest Rate Sensitivity: 39% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 47% in heavily regulated industries (defense, regulated utilities, healthcare policy).