SC00.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)

17.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-26.7%

Deepest Drawdown

Sharpe Ratio

-0.07

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

11 / 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

86.9%

Focused

Effective Holdings

~13

of 15 holdings

Top Sector

90.3%

Basic Materials

Top Region / Country

39.7%

Germany

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	—	—	—	+14.5%
3 Years	15.1%	-20.0%	0.21	+5.6%
5 Years	17.1%	-26.7%	-0.07	+1.3%
10 Years	17.1%	-30.5%	0.2	+5.9%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 23.2

Solid fund volume

🟡 Moderate analyst coverage (14.4 analysts)

🔴 Extreme top 10 holdings concentration: 87% of fund in top 10 positions.

🔴 Severe sector concentration risk: 90% in "Basic Materials".

🔴 Extreme industry concentration: 68% in "Specialty Chemicals".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 61% of forward growth.

🔴 High Commodity Concentration: 90% of fund depends directly on volatile energy and raw material markets.

🔴 Dominant Cyclicality: 90% in cyclical industries – higher drawdown risk in recessions.