EXV8.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)

19.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-30.3%

Deepest Drawdown

Sharpe Ratio

0.16

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

40 / 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

73.6%

Focused

Effective Holdings

~17

of 32 holdings

Top Sector

76.6%

Industrials

Top Region / Country

31.8%

France

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	—	—	—	-5.7%
3 Years	18.4%	-17.6%	0.43	+10.4%
5 Years	19.7%	-30.3%	0.16	+5.7%
10 Years	20.0%	-42.8%	0.21	+6.8%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 18.2

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (12.3 analysts)

🔴 Extreme top 10 holdings concentration: 74% of fund in top 10 positions.

🔴 Severe sector concentration risk: 77% in "Industrials".

⚠️ Industry concentration: 44% in "Engineering & Construction".

⚠️ Elevated Commodity Sensitivity: 23% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

🔴 Dominant Cyclicality: 93% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 82% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).