XUCM.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)

21.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-46.9%

Deepest Drawdown

Sharpe Ratio

0.26

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

27 / 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

84.3%

Focused

Effective Holdings

~14

of 28 holdings

Top Sector

91.5%

Communication Services

Top Region / Country

94.5%

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	—	—	—	+2.4%
3 Years	17.9%	-20.2%	1.11	+22.3%
5 Years	21.0%	-46.9%	0.26	+7.9%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.9

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (32.3 analysts)

🔴 Extreme top 10 holdings concentration: 84% of fund in top 10 positions.

🔴 Severe sector concentration risk: 92% in "Communication Services".

⚠️ Industry concentration: 44% in "Internet Content & Information".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 78% of total forward growth.

⚠️ Elevated Regulatory & Policy Risk: 70% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -46.9% in the extended horizon.