EXXT.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)

22.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-31.6%

Deepest Drawdown

Sharpe Ratio

0.61

Good (0.5 - 1.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

68 / 100 Portfolio Diversification

4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings

46.1%

Focused

Effective Holdings

~41

of 102 holdings

Top Sector

59.4%

Technology

Top Region / Country

94.5%

United States

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	—	—	—	+28.3%
3 Years	23.5%	-26.7%	0.96	+25.1%
5 Years	22.9%	-31.6%	0.61	+16.6%
10 Years	21.3%	-31.6%	0.82	+20%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 29.9

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (35.2 analysts)

⚠️ Elevated top 10 holdings concentration: 46% of fund in top 10 positions.

🔴 Severe sector concentration risk: 59% in "Technology".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 66% of total forward growth.

ℹ️ Tech-Capex Exposure: 44% in semiconductors & hardware – dependent on hyperscaler capex cycles.