FINX - 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)

31.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-65.6%

Deepest Drawdown

Sharpe Ratio

-0.48

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

70 / 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

50.5%

Focused

Effective Holdings

~34

of 79 holdings

Top Sector

47.9%

Technology

Top Region / Country

76.6%

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.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-30.1%
3 Years	28.0%	-36.9%	0.16	+7.1%
5 Years	31.9%	-65.6%	-0.48	-12.8%
10 Years	28.8%	-65.6%	0.08	+4.8%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 18.5

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟢 High institutional analyst coverage (20.4 analysts)

⚠️ Elevated top 10 holdings concentration: 51% of fund in top 10 positions.

⚠️ Sector concentration: 42% in "Financial Services".

⚠️ Sector concentration: 48% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 49% of forward growth.

⚠️ Elevated Interest Rate Sensitivity: 39% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 45% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (31.9% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -65.6% in the extended horizon.