EXH6.DE - Risk

Risk & Diversification Scores

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)

18.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-39.6%

Deepest Drawdown

Sharpe Ratio

-0.16

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

16 / 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

99.7%

Focused

Effective Holdings

~10

of 8 holdings

Top Sector

100.0%

Communication Services

Top Region / Country

45.2%

United Kingdom

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	—	—	—	-6%
3 Years	16.9%	-39.6%	-0.09	+1%
5 Years	18.0%	-39.6%	-0.16	-0.4%
10 Years	18.0%	-39.6%	-0.01	+2.2%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 22.2

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (13 analysts)

🔴 Extreme top 10 holdings concentration: 100% of fund in top 10 positions.

⚠️ Single-country focus: 45% in "United Kingdom".

🔴 Severe sector concentration risk: 100% in "Communication Services".

⚠️ Industry concentration: 41% in "Advertising Agencies".

⚠️ Industry concentration: 31% in "Publishing".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 70% of total forward growth.