XREA.DE - 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)

21.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-46.5%

Deepest Drawdown

Sharpe Ratio

-0.38

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

28 / 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

55.3%

Focused

Effective Holdings

~30

of 79 holdings

Top Sector

99.5%

Real Estate

Top Region / Country

23.1%

France

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-11.4%
3 Years	18.1%	-22.4%	0.14	+5%
5 Years	21.9%	-46.5%	-0.38	-5.7%
10 Years	19.7%	-47.5%	-0.11	+0.3%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 8.2

⚠️ Fund closure risk (< 50M € AUM)

🔴 Low analyst coverage (7.7 analysts, higher growth estimate uncertainty)

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

🔴 Severe sector concentration risk: 100% in "Real Estate".

⚠️ Industry concentration: 37% in "Real Estate Services".

⚠️ Elevated Interest Rate Sensitivity: 100% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -47.5% in the extended horizon.