XCHA.L - 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)

22.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-39.8%

Deepest Drawdown

Sharpe Ratio

-0.06

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

68 / 100 Portfolio Diversification

4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

19.7%

Low Concentration

Effective Holdings

~161

of 289 holdings

Top Sector

31.5%

Technology

Top Region / Country

77.2%

United States

Excellent multi-dimensional diversification across holdings, industries, and geographies.

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	—	—	—	+4.7%
3 Years	22.3%	-26.8%	0.5	+13.7%
5 Years	22.3%	-39.8%	-0.06	+1.2%
10 Years	22.8%	-44.9%	0.24	+8%

🟢 Favorable / fair valuation: Avg P/E of 23.3

🟢 Balanced position distribution (< 35% in Top 10)

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (23 analysts)

⚠️ Sector concentration: 32% in "Technology".

⚠️ Elevated Regulatory & Policy Risk: 41% in heavily regulated industries (defense, regulated utilities, healthcare policy).