EXV6.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)

26.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-44.6%

Deepest Drawdown

Sharpe Ratio

0.18

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

10 / 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

85.6%

Focused

Effective Holdings

~13

of 21 holdings

Top Sector

96.4%

Basic Materials

Top Region / Country

48.4%

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	—	—	—	+37.6%
3 Years	25.0%	-35.3%	0.47	+14.4%
5 Years	26.4%	-44.6%	0.18	+7.2%
10 Years	27.3%	-50.0%	0.24	+9.1%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.4

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (14.1 analysts)

🔴 Extreme top 10 holdings concentration: 86% of fund in top 10 positions.

⚠️ Single-country focus: 48% in "United Kingdom".

🔴 Severe sector concentration risk: 96% in "Basic Materials".

🔴 Extreme industry concentration: 62% in "Other Industrial Metals & Mining".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 77% of total forward growth.

🔴 High Commodity Concentration: 98% of fund depends directly on volatile energy and raw material markets.

🔴 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.