XUCD.L - Risk

Risk & Diversification Scores

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

Volatility Risk Score

6/7 High

6 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

23.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-42.3%

Deepest Drawdown

Sharpe Ratio

0.09

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

29 / 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

71.8%

Focused

Effective Holdings

~19

of 53 holdings

Top Sector

98.7%

Consumer Cyclical

Top Region / Country

96.6%

United States

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	—	—	—	-2.5%
3 Years	21.0%	-27.1%	0.59	+15%
5 Years	23.6%	-42.3%	0.09	+4.7%
10 Years	23.1%	-42.3%	0.43	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 25.4

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (35.1 analysts)

🔴 Extreme top 10 holdings concentration: 72% of fund in top 10 positions.

🔴 Severe sector concentration risk: 99% in "Consumer Cyclical".

⚠️ Industry concentration: 36% in "Internet Retail".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 48% of forward growth.

🔴 Dominant Cyclicality: 99% in cyclical industries – higher drawdown risk in recessions.

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -42.3% in the extended horizon.