XMOV.SW - 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)

23.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-39.1%

Deepest Drawdown

Sharpe Ratio

0.41

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

66 / 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

48.1%

Focused

Effective Holdings

~38

of 95 holdings

Top Sector

34.7%

Consumer Cyclical

Top Region / Country

40.1%

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+16.7%
3 Years	23.7%	-19.8%	0.87	+23%
5 Years	23.1%	-39.1%	0.41	+12%
10 Years	23.2%	-40.1%	0.49	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 17.7

Solid fund volume

🟢 High institutional analyst coverage (22.1 analysts)

⚠️ Elevated top 10 holdings concentration: 48% of fund in top 10 positions.

⚠️ Elevated emerging markets risk: 42% Emerging Markets.

⚠️ Sector concentration: 35% in "Consumer Cyclical".

⚠️ Sector concentration: 31% in "Technology".

⚠️ Industry concentration: 32% in "Auto Manufacturers".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 49% of forward growth.

⚠️ Elevated Economic Cyclicality: 63% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 41% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

ℹ️ Tech-Capex Exposure: 36% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Regulatory & Policy Risk: 37% in heavily regulated industries (defense, regulated utilities, healthcare policy).