SC0R.DE - 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)

23.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-36.9%

Deepest Drawdown

Sharpe Ratio

0.02

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

43 / 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

96.2%

Focused

Effective Holdings

~11

of 11 holdings

Top Sector

58.6%

Consumer Cyclical

Top Region / Country

35.4%

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	—	—	—	+3.5%
3 Years	19.8%	-24.8%	0.42	+10.9%
5 Years	23.4%	-36.9%	0.02	+2.9%
10 Years	24.8%	-53.5%	0.1	+5.1%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 14.4

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (15.7 analysts)

🔴 Extreme top 10 holdings concentration: 96% of fund in top 10 positions.

⚠️ Sector concentration: 41% in "Industrials".

🔴 Severe sector concentration risk: 59% in "Consumer Cyclical".

⚠️ Industry concentration: 36% in "Airlines".

⚠️ Industry concentration: 33% in "Lodging".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 50% of forward growth.

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

⚠️ Elevated Interest Rate Sensitivity: 70% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 58% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -53.5% in the extended horizon.