XMTD.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)

25.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-41.1%

Deepest Drawdown

Sharpe Ratio

0.86

Good (0.5 - 1.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

31 / 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

61.1%

Focused

Effective Holdings

~25

of 82 holdings

Top Sector

78.1%

Technology

Top Region / Country

98.8%

Taiwan

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	—	—	—	+83.3%
3 Years	28.0%	-28.0%	1.71	+50.3%
5 Years	25.3%	-41.1%	0.86	+24.4%
10 Years	22.7%	-41.1%	0.84	+21.5%

Notes & Warnings

⚠️ Elevated valuation: Avg P/E of 30.3

Solid fund volume

🟢 High institutional analyst coverage (20.2 analysts)

🔴 Extreme top 10 holdings concentration: 61% of fund in top 10 positions.

🔴 High single-country risk: 99% of portfolio in "Taiwan".

⚠️ Elevated emerging markets risk: 99% Emerging Markets.

🔴 Severe sector concentration risk: 78% in "Technology".

⚠️ Industry concentration: 48% in "Semiconductors".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 55% of forward growth.

ℹ️ Tech-Capex Exposure: 79% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -41.1% in the extended horizon.