EXCN.DE - 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 (3Y)

23.8% p.a.

Fallback

Max Drawdown (3Y)

-24.0%

Fallback

Sharpe Ratio

0.45

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

48 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

33.9%

Low Concentration

Effective Holdings

~84

of 952 holdings

Top Sector

40.1%

Technology

Top Region / Country

44.8%

Taiwan

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

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	—	—	—	+31.3%
3 Years	23.8%	-24.0%	0.45	—
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 16.4

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

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (19.5 analysts)

⚠️ Single-country focus: 45% in "Taiwan".

⚠️ Elevated emerging markets risk: 95% Emerging Markets.

⚠️ Sector concentration: 40% in "Technology".

ℹ️ Tech-Capex Exposure: 40% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Regulatory & Policy Risk: 39% in heavily regulated industries (defense, regulated utilities, healthcare policy).