FLXJ.DE - 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 (3Y)

11904.1% p.a.

Fallback

Max Drawdown (3Y)

-99.5%

Fallback

Sharpe Ratio

-0.01

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

48 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

25.4%

Low Concentration

Effective Holdings

~131

of 474 holdings

Top Sector

23.5%

Industrials

Top Region / Country

99.7%

Japan

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

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	—	—	—	+28%
3 Years	11904.1%	-99.5%	-0.01	—
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.3

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

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (12.2 analysts)

🔴 High single-country risk: 100% of portfolio in "Japan".

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 78% of total forward growth.

⚠️ Elevated Economic Cyclicality: 58% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Regulatory & Policy Risk: 40% in heavily regulated industries (defense, regulated utilities, healthcare policy).