4BRZ.DE - 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)

27.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-32.4%

Deepest Drawdown

Sharpe Ratio

0.43

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

68 / 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

59.9%

Focused

Effective Holdings

~25

of 46 holdings

Top Sector

35.9%

Financial Services

Top Region / Country

96.6%

Brazil

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.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+50%
3 Years	24.4%	-30.8%	0.73	+20.4%
5 Years	27.7%	-32.4%	0.43	+14.3%
10 Years	33.2%	-57.2%	0.14	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 12.9

🟢 Established large fund (> 500M € AUM)

🔴 Low analyst coverage (6.5 analysts, higher growth estimate uncertainty)

⚠️ Elevated top 10 holdings concentration: 60% of fund in top 10 positions.

🔴 High single-country risk: 97% of portfolio in "Brazil".

⚠️ Elevated emerging markets risk: 99% Emerging Markets.

⚠️ Sector concentration: 36% in "Financial Services".

🔴 High Commodity Concentration: 32% of fund depends directly on volatile energy and raw material markets.

🔴 Dominant Cyclicality: 71% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 47% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 75% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (27.7% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -57.2% in the extended horizon.