SC04.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)

17.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-22.0%

Deepest Drawdown

Sharpe Ratio

-0.03

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

46 / 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

86.3%

Focused

Effective Holdings

~13

of 27 holdings

Top Sector

52.5%

Consumer Defensive

Top Region / Country

43.0%

United Kingdom

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	—	—	—	-8.8%
3 Years	16.0%	-17.6%	-0.03	+2.1%
5 Years	17.3%	-22.0%	-0.03	+2%
10 Years	16.9%	-29.3%	0.12	+4.5%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 0.2

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (17 analysts)

🔴 Extreme top 10 holdings concentration: 86% of fund in top 10 positions.

⚠️ Single-country focus: 43% in "United Kingdom".

🔴 Severe sector concentration risk: 53% in "Consumer Defensive".

⚠️ Sector concentration: 46% in "Consumer Cyclical".

⚠️ Industry concentration: 36% in "Household & Personal Products".

⚠️ Industry concentration: 36% in "Luxury Goods".

🟢 Strong Defensive Buffer: 53% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).