FLXT.L - 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)

24.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-35.7%

Deepest Drawdown

Sharpe Ratio

1.01

Excellent (> 1.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

34 / 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

57.1%

Focused

Effective Holdings

~29

of 137 holdings

Top Sector

75.5%

Technology

Top Region / Country

96.6%

Taiwan

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	—	—	—	+84.8%
3 Years	26.1%	-28.1%	1.84	+50.3%
5 Years	24.2%	-35.7%	1.01	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 28.6

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (19.6 analysts)

⚠️ Elevated top 10 holdings concentration: 57% of fund in top 10 positions.

🔴 High single-country risk: 97% of portfolio in "Taiwan".

⚠️ Elevated emerging markets risk: 97% Emerging Markets.

🔴 Severe sector concentration risk: 76% in "Technology".

⚠️ Industry concentration: 48% in "Semiconductors".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 54% of forward growth.

ℹ️ Tech-Capex Exposure: 79% in semiconductors & hardware – dependent on hyperscaler capex cycles.