SC0W.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)

27.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-38.1%

Deepest Drawdown

Sharpe Ratio

0.35

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

10 / 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

87.5%

Focused

Effective Holdings

~13

of 19 holdings

Top Sector

97.2%

Basic Materials

Top Region / Country

42.8%

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	—	—	—	+42.3%
3 Years	25.9%	-34.4%	0.61	+18.2%
5 Years	27.4%	-38.1%	0.35	+12%
10 Years	27.9%	-45.5%	0.41	+13.9%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 16.3

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (13.7 analysts)

🔴 Extreme top 10 holdings concentration: 88% of fund in top 10 positions.

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

🔴 Severe sector concentration risk: 97% in "Basic Materials".

🔴 Extreme industry concentration: 59% in "Other Industrial Metals & Mining".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 80% of total forward growth.

🔴 High Commodity Concentration: 97% of fund depends directly on volatile energy and raw material markets.

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