XNZN.DE - Risk

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 (3Y)

15.7% p.a.

Fallback

Max Drawdown (3Y)

-23.9%

Fallback

Sharpe Ratio

0.34

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

68 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

31.7%

Low Concentration

Effective Holdings

~80

of 194 holdings

Top Sector

24.2%

Industrials

Top Region / Country

53.8%

Sweden

Excellent multi-dimensional diversification across holdings, industries, and geographies.

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	—	—	—	+1.5%
3 Years	15.7%	-23.9%	0.34	+7.8%
5 Years	—	—	—	—
10 Years	—	—	—	—

🟢 Favorable / fair valuation: Avg P/E of 14.5

🟢 Balanced position distribution (< 35% in Top 10)

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (11.8 analysts)

⚠️ Single-country focus: 54% in "Sweden".

⚠️ Elevated Interest Rate Sensitivity: 40% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 50% in heavily regulated industries (defense, regulated utilities, healthcare policy).