XNID.L - Risk

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

5/7 Elevated

5 / 7 SRI PRIIPs Risk Class

Above-average volatility. Suitable for experienced investors with high risk tolerance (5+ years horizon).

Volatility (5Y)

16.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-27.8%

Deepest Drawdown

Sharpe Ratio

-0.23

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

68 / 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

54.9%

Focused

Effective Holdings

~29

of 52 holdings

Top Sector

26.2%

Consumer Cyclical

Top Region / Country

96.1%

United States

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	—	—	—	-19.5%
3 Years	15.4%	-27.8%	-0.25	-1.3%
5 Years	16.4%	-27.8%	-0.23	-1.2%
10 Years	20.4%	-44.9%	0.12	+4.9%

🟢 Favorable / fair valuation: Avg P/E of 24.3

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (21.6 analysts)

⚠️ Elevated top 10 holdings concentration: 55% of fund in top 10 positions.

⚠️ Elevated Economic Cyclicality: 55% in cyclical industries – more vulnerable to economic downturns.

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