FXC.L - 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)

27.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-45.3%

Deepest Drawdown

Sharpe Ratio

-0.19

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

48 / 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

58.1%

Focused

Effective Holdings

~26

of 50 holdings

Top Sector

35.3%

Financial Services

Top Region / Country

94.1%

China

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	—	—	—	-17.4%
3 Years	24.1%	-22.9%	0.15	+6.1%
5 Years	27.6%	-45.3%	-0.19	-2.7%
10 Years	25.0%	-57.4%	-0.18	-2.1%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 9.5

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (13.9 analysts)

⚠️ Elevated top 10 holdings concentration: 58% of fund in top 10 positions.

🔴 High single-country risk: 94% of portfolio in "China".

⚠️ Elevated emerging markets risk: 98% Emerging Markets.

⚠️ Sector concentration: 35% in "Financial Services".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 86% of total forward growth.

🔴 Dominant Cyclicality: 69% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 42% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 60% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -57.4% in the extended horizon.