EXV4.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)

15.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-26.8%

Deepest Drawdown

Sharpe Ratio

-0.06

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

11 / 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

73.6%

Focused

Effective Holdings

~18

of 46 holdings

Top Sector

98.7%

Healthcare

Top Region / Country

41.4%

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	—	—	—	-2.9%
3 Years	16.5%	-26.8%	-0.11	+0.8%
5 Years	15.9%	-26.8%	-0.06	+1.6%
10 Years	15.8%	-26.8%	0.1	+4.2%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 21.5

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (18.3 analysts)

🔴 Extreme top 10 holdings concentration: 74% of fund in top 10 positions.

⚠️ Single-country focus: 41% in "Switzerland".

🔴 Severe sector concentration risk: 99% in "Healthcare".

🔴 Extreme industry concentration: 66% in "Drug Manufacturers - General".

⚠️ Elevated Regulatory & Policy Risk: 99% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 92% 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.).