SC01.DE - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

6/7 High

6 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

20.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-28.8%

Deepest Drawdown

Sharpe Ratio

0.27

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

41 / 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

72.1%

Focused

Effective Holdings

~18

of 31 holdings

Top Sector

75.1%

Industrials

Top Region / Country

30.0%

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	—	—	—	-3.8%
3 Years	18.8%	-17.0%	0.53	+12.5%
5 Years	20.1%	-28.8%	0.27	+7.8%
10 Years	20.1%	-37.0%	0.3	+8.5%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 18.4

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (12.2 analysts)

🔴 Extreme top 10 holdings concentration: 72% of fund in top 10 positions.

🔴 Severe sector concentration risk: 75% in "Industrials".

⚠️ Industry concentration: 40% in "Engineering & Construction".

⚠️ Elevated Commodity Sensitivity: 25% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

🔴 Dominant Cyclicality: 92% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 80% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).