XMLA.L - 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 (5Y)

28.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-30.3%

Deepest Drawdown

Sharpe Ratio

0.30

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

48 / 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

53.9%

Focused

Effective Holdings

~27

of 37 holdings

Top Sector

46.0%

Technology

Top Region / Country

76.6%

Japan

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.

Volatility Expansion (3Y > 5Y) High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+37.3%
3 Years	31.0%	-28.4%	0.46	+16.7%
5 Years	28.6%	-30.3%	0.3	+11.1%
10 Years	28.4%	-49.1%	0.05	+3.8%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 21.4

Solid fund volume

🟡 Moderate analyst coverage (12.7 analysts)

⚠️ Elevated top 10 holdings concentration: 54% of fund in top 10 positions.

🔴 High single-country risk: 77% of portfolio in "Japan".

⚠️ Elevated emerging markets risk: 77% Emerging Markets.

⚠️ Sector concentration: 46% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 53% of forward growth.

ℹ️ Tech-Capex Exposure: 35% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Regulatory & Policy Risk: 36% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (28.6% p.a.).