SC0T.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)

15.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-21.7%

Deepest Drawdown

Sharpe Ratio

0.04

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

15 / 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

67.6%

Focused

Effective Holdings

~20

of 43 holdings

Top Sector

98.3%

Healthcare

Top Region / Country

33.1%

Switzerland

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-2.9%
3 Years	15.3%	-21.7%	0.04	+3.2%
5 Years	15.2%	-21.7%	0.04	+3.1%
10 Years	15.5%	-26.5%	0.23	+6%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 20.8

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (17.8 analysts)

🔴 Extreme top 10 holdings concentration: 68% of fund in top 10 positions.

🔴 Severe sector concentration risk: 98% in "Healthcare".

🔴 Extreme industry concentration: 58% in "Drug Manufacturers - General".

⚠️ Elevated Regulatory & Policy Risk: 98% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 90% 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.).