EXV1.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 (5Y)

22.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-29.7%

Deepest Drawdown

Sharpe Ratio

0.85

Good (0.5 - 1.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

11 / 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

60%

Focused

Effective Holdings

~25

of 57 holdings

Top Sector

100.0%

Financial Services

Top Region / Country

27.3%

United Kingdom

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	—	—	—	+26.2%
3 Years	20.9%	-20.1%	1.59	+35.7%
5 Years	22.9%	-29.7%	0.85	+21.8%
10 Years	24.4%	-60.0%	0.32	+10.3%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 11.6

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (13.4 analysts)

🔴 Extreme top 10 holdings concentration: 60% of fund in top 10 positions.

🔴 Severe sector concentration risk: 100% in "Financial Services".

⚠️ Industry concentration: 43% in "Banks - Diversified".

🔴 Extreme industry concentration: 57% in "Banks - Regional".

🔴 Dominant Cyclicality: 100% in cyclical industries – higher drawdown risk in recessions.

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

⚠️ Elevated Regulatory & Policy Risk: 100% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -60.0% in the extended horizon.