EXV9.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)

23.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-37.1%

Deepest Drawdown

Sharpe Ratio

-0.09

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

38 / 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

93.4%

Focused

Effective Holdings

~11

of 12 holdings

Top Sector

63.3%

Consumer Cyclical

Top Region / Country

39.1%

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	—	—	—	+0.4%
3 Years	20.1%	-24.9%	0.25	+7.6%
5 Years	23.6%	-37.1%	-0.09	+0.3%
10 Years	24.3%	-56.4%	-0.03	+1.7%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.6

Solid fund volume

🟡 Moderate analyst coverage (15.6 analysts)

🔴 Extreme top 10 holdings concentration: 93% of fund in top 10 positions.

🔴 Severe sector concentration risk: 63% in "Consumer Cyclical".

⚠️ Sector concentration: 37% in "Industrials".

⚠️ Industry concentration: 37% in "Lodging".

⚠️ Industry concentration: 32% in "Airlines".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 51% of forward growth.

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

⚠️ Elevated Interest Rate Sensitivity: 68% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 55% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -56.4% in the extended horizon.