SC0X.DE - Risk

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)

23.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-38.9%

Deepest Drawdown

Sharpe Ratio

0.10

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

42 / 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

81.9%

Focused

Effective Holdings

~15

of 30 holdings

Top Sector

81.2%

Technology

Top Region / Country

34.6%

Netherlands

Elevated concentration in top individual holdings, leading sectors, or key regions.

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	—	—	—	+7%
3 Years	21.5%	-23.9%	0.48	+12.9%
5 Years	23.7%	-38.9%	0.1	+4.9%
10 Years	22.5%	-38.9%	0.32	+9.7%

🟢 Favorable / fair valuation: Avg P/E of 25.6

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (19.8 analysts)

🔴 Extreme top 10 holdings concentration: 82% of fund in top 10 positions.

🔴 Severe sector concentration risk: 81% in "Technology".

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

ℹ️ Tech-Capex Exposure: 46% in semiconductors & hardware – dependent on hyperscaler capex cycles.