XCAD.L - 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)

-25.0%

Deepest Drawdown

Sharpe Ratio

0.49

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

68 / 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

50.4%

Focused

Effective Holdings

~34

of 77 holdings

Top Sector

41.2%

Financial Services

Top Region / Country

97.5%

Canada

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	—	—	—	+11.3%
3 Years	14.9%	-12.4%	1.4	+23.5%
5 Years	17.1%	-25.0%	0.49	+10.9%
10 Years	17.8%	-41.2%	0.45	+10.5%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 21.0

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (16.5 analysts)

⚠️ Elevated top 10 holdings concentration: 50% of fund in top 10 positions.

🔴 High single-country risk: 98% of portfolio in "Canada".

⚠️ Sector concentration: 41% in "Financial Services".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 48% of forward growth.

🔴 High Commodity Concentration: 30% of fund depends directly on volatile energy and raw material markets.

🔴 Dominant Cyclicality: 71% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 58% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 66% in heavily regulated industries (defense, regulated utilities, healthcare policy).