XUEN.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)

26.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-27.9%

Deepest Drawdown

Sharpe Ratio

0.60

Good (0.5 - 1.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

25 / 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

78.1%

Focused

Effective Holdings

~16

of 24 holdings

Top Sector

100.0%

Energy

Top Region / Country

98.7%

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	—	—	—	+45.1%
3 Years	21.4%	-21.4%	0.53	+13.9%
5 Years	26.1%	-27.9%	0.6	+18.1%
10 Years	29.4%	-67.7%	0.19	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 19.0

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟡 Moderate analyst coverage (18.5 analysts)

🔴 Extreme top 10 holdings concentration: 78% of fund in top 10 positions.

🔴 Severe sector concentration risk: 100% in "Energy".

⚠️ Industry concentration: 46% in "Oil & Gas Integrated".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 65% of forward growth.

🔴 High Commodity Concentration: 100% of fund depends directly on volatile energy and raw material markets.

🔴 Dominant Cyclicality: 100% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Regulatory & Policy Risk: 91% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -67.7% in the extended horizon.