EXXX.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)

19.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-35.1%

Deepest Drawdown

Sharpe Ratio

0.50

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

53 / 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

84.4%

Focused

Effective Holdings

~14

of 20 holdings

Top Sector

50.8%

Financial Services

Top Region / Country

100.0%

Austria

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	—	—	—	+39.3%
3 Years	16.4%	-16.1%	1.58	+28.5%
5 Years	19.4%	-35.1%	0.5	+12.3%
10 Years	20.1%	-53.9%	0.43	+11%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 13.1

Solid fund volume

🟡 Moderate analyst coverage (8.2 analysts)

🔴 Extreme top 10 holdings concentration: 84% of fund in top 10 positions.

🔴 Severe sector concentration risk: 51% in "Financial Services".

⚠️ Industry concentration: 45% in "Banks - Regional".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 51% of forward growth.

⚠️ Elevated Commodity Sensitivity: 22% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

🔴 Dominant Cyclicality: 83% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 68% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 71% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -53.9% in the extended horizon.