EXV5.DE - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

6/7 High

6 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

23.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-43.8%

Deepest Drawdown

Sharpe Ratio

-0.48

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: 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

92.9%

Focused

Effective Holdings

~11

of 14 holdings

Top Sector

85.8%

Consumer Cyclical

Top Region / Country

45.1%

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-21.7%
3 Years	21.2%	-43.8%	-0.66	-11.4%
5 Years	23.9%	-43.8%	-0.48	-8.8%
10 Years	25.1%	-61.4%	-0.2	-2.4%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 7.8

Solid fund volume

🟡 Moderate analyst coverage (12.8 analysts)

🔴 Extreme top 10 holdings concentration: 93% of fund in top 10 positions.

⚠️ Single-country focus: 45% in "Germany".

🔴 Severe sector concentration risk: 86% in "Consumer Cyclical".

🔴 Extreme industry concentration: 74% in "Auto Manufacturers".

⚠️ 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.

⚠️ Elevated Interest Rate Sensitivity: 89% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 87% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -61.4% in the extended horizon.