XZEZ.DE - 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)

16.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-28.3%

Deepest Drawdown

Sharpe Ratio

0.28

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

68 / 100 Portfolio Diversification

4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings

49.5%

Focused

Effective Holdings

~37

of 102 holdings

Top Sector

29.8%

Financial Services

Top Region / Country

31.5%

France

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+7.8%
3 Years	13.9%	-15.7%	0.83	+14%
5 Years	16.7%	-28.3%	0.28	+7.2%
10 Years	—	—	—	—

🟢 Favorable / fair valuation: Avg P/E of 17.3

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (17.2 analysts)

⚠️ Elevated top 10 holdings concentration: 50% of fund in top 10 positions.

⚠️ Elevated Interest Rate Sensitivity: 39% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 42% in heavily regulated industries (defense, regulated utilities, healthcare policy).