XGEN.L - 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)

22.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-32.5%

Deepest Drawdown

Sharpe Ratio

0.17

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

26 / 100 Portfolio Diversification

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

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings

43.7%

Focused

Effective Holdings

~45

of 117 holdings

Top Sector

99.8%

Healthcare

Top Region / Country

68.2%

United States

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+62.3%
3 Years	24.4%	-20.3%	0.64	+18.2%
5 Years	22.8%	-32.5%	0.17	—
10 Years	—	—	—	—

Notes & Warnings

⚠️ Elevated valuation: Avg P/E of 33.3

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (14.5 analysts)

🔴 Severe sector concentration risk: 100% in "Healthcare".

⚠️ Industry concentration: 37% in "Diagnostics & Research".

⚠️ Industry concentration: 48% in "Biotechnology".

🔴 30% of ETF holdings are unprofitable companies (severe cash-burn and fundamental financial risk).

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 51% of forward growth.

⚠️ Elevated Regulatory & Policy Risk: 100% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 52% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).