XRES.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)

18.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-34.7%

Deepest Drawdown

Sharpe Ratio

-0.08

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

39 / 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

67.8%

Focused

Effective Holdings

~20

of 31 holdings

Top Sector

100.0%

Real Estate

Top Region / Country

100.0%

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	—	—	—	+1.9%
3 Years	16.5%	-17.9%	0.44	+9.7%
5 Years	18.6%	-34.7%	-0.08	+1%
10 Years	18.9%	-37.8%	0.17	+5.8%

Notes & Warnings

⚠️ Elevated valuation: Avg P/E of 32.2

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🔴 Low analyst coverage (4.4 analysts, higher growth estimate uncertainty)

🔴 Extreme top 10 holdings concentration: 68% of fund in top 10 positions.

🔴 Severe sector concentration risk: 100% in "Real Estate".

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

⚠️ Elevated Interest Rate Sensitivity: 100% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).