EXSE.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)

16.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-36.7%

Deepest Drawdown

Sharpe Ratio

-0.10

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

68 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

Low Concentration

Effective Holdings

~196

of 200 holdings

Top Sector

24.5%

Industrials

Top Region / Country

18.6%

United Kingdom

Excellent multi-dimensional diversification across holdings, industries, and geographies.

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	—	—	—	+9.1%
3 Years	14.1%	-16.0%	0.62	+11.2%
5 Years	16.8%	-36.7%	-0.1	+0.8%
10 Years	16.9%	-38.3%	0.14	+4.8%

🟢 Favorable / fair valuation: Avg P/E of 0.2

🟢 Balanced position distribution (< 35% in Top 10)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (8.6 analysts)

⚠️ Elevated Economic Cyclicality: 55% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 44% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 41% in heavily regulated industries (defense, regulated utilities, healthcare policy).