SC05.DE - 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)

22.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-49.6%

Deepest Drawdown

Sharpe Ratio

-0.06

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

20 / 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

100%

Focused

Effective Holdings

~10

of 10 holdings

Top Sector

95.2%

Consumer Cyclical

Top Region / Country

47.8%

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	—	—	—	-1%
3 Years	18.6%	-19.4%	0.35	+9.1%
5 Years	22.0%	-49.6%	-0.06	+1.3%
10 Years	21.6%	-51.5%	0.11	+4.9%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 18.7

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (16 analysts)

🔴 Extreme top 10 holdings concentration: 100% of fund in top 10 positions.

⚠️ Single-country focus: 48% in "United Kingdom".

🔴 Severe sector concentration risk: 95% in "Consumer Cyclical".

⚠️ Industry concentration: 41% in "Apparel Retail".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 52% of forward growth.

🔴 Dominant Cyclicality: 100% in cyclical industries – higher drawdown risk in recessions.

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -51.5% in the extended horizon.