FLXB.L - 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)

-32.1%

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

55.1%

Focused

Effective Holdings

~30

of 79 holdings

Top Sector

25.1%

Financial Services

Top Region / Country

95.6%

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+51.5%
3 Years	24.6%	-28.8%	0.78	+21.7%
5 Years	27.7%	-32.1%	0.43	+14.3%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 12.3

Solid fund volume

🔴 Low analyst coverage (5.5 analysts, higher growth estimate uncertainty)

⚠️ Elevated top 10 holdings concentration: 55% of fund in top 10 positions.

🔴 High single-country risk: 96% of portfolio in "Brazil".

⚠️ Elevated emerging markets risk: 96% Emerging Markets.

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 52% of forward growth.

🔴 High Commodity Concentration: 37% of fund depends directly on volatile energy and raw material markets.

🔴 Dominant Cyclicality: 68% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 42% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 71% in heavily regulated industries (defense, regulated utilities, healthcare policy).