XMEX.L - 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)

27.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-30.0%

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%)

66 / 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

79.3%

Focused

Effective Holdings

~15

of 25 holdings

Top Sector

31.3%

Basic Materials

Top Region / Country

99.9%

Mexico

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.

Volatility Expansion (3Y > 5Y)

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+15.7%
3 Years	31.9%	-30.0%	0.3	+12.2%
5 Years	27.9%	-30.0%	0.35	+12.3%
10 Years	27.0%	-50.7%	0.11	+5.4%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 12.9

Solid fund volume

🔴 Low analyst coverage (7 analysts, higher growth estimate uncertainty)

🔴 Extreme top 10 holdings concentration: 79% of fund in top 10 positions.

🔴 High single-country risk: 100% of portfolio in "Mexico".

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

⚠️ Sector concentration: 31% in "Basic Materials".

🔴 High Commodity Concentration: 31% of fund depends directly on volatile energy and raw material markets.

⚠️ Elevated Economic Cyclicality: 57% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 46% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 43% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -50.7% in the extended horizon.