FRXD.L - Risk

Risk & Diversification Scores

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

Volatility Risk Score

4/7 Moderate

4 / 7 SRI PRIIPs Risk Class

Typical market fluctuations. Suitable for long-term wealth accumulation (3–5+ years horizon).

Volatility (5Y)

11.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-17.5%

Deepest Drawdown

Sharpe Ratio

0.37

Moderate (0.0 - 0.5)

Rec. Holding Period

3 - 5+ Years

Investment Horizon

Balanced / Moderate: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

68 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

33.5%

Low Concentration

Effective Holdings

~47

of 55 holdings

Top Sector

42.9%

Financial Services

Top Region / Country

15.1%

Switzerland

Excellent multi-dimensional diversification across holdings, industries, and geographies.

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	—	—	—	+7%
3 Years	10.3%	-10.3%	0.97	+12.4%
5 Years	11.7%	-17.5%	0.37	+6.9%
10 Years	15.3%	-31.2%	0.09	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 14.0

🟢 Balanced position distribution (< 35% in Top 10)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (10.9 analysts)

⚠️ Sector concentration: 43% in "Financial Services".

⚠️ Elevated Commodity Sensitivity: 18% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

⚠️ Elevated Interest Rate Sensitivity: 64% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 77% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 52% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).

🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).