XSNR.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)

4419.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-99.0%

Deepest Drawdown

Sharpe Ratio

0.00

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

30 / 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

50.6%

Focused

Effective Holdings

~35

of 99 holdings

Top Sector

98.2%

Industrials

Top Region / Country

21.3%

Germany

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) High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+4.3%
3 Years	5696.3%	-99.0%	0	+15%
5 Years	4419.3%	-99.0%	0	+8.2%
10 Years	3123.1%	-99.0%	0	+9.6%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 24.7

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (15.8 analysts)

⚠️ Elevated top 10 holdings concentration: 51% of fund in top 10 positions.

🔴 Severe sector concentration risk: 98% in "Industrials".

⚠️ Industry concentration: 31% in "Specialty Industrial Machinery".

🔴 Dominant Cyclicality: 98% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Short-Term Volatility: 3Y volatility (5696.3%) is noticeably higher than the 5Y average (4419.3%).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (4419.3% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -99.0% in the extended horizon.