FYEM.DE - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

5/7 Elevated

5 / 7 SRI PRIIPs Risk Class

Above-average volatility. Suitable for experienced investors with high risk tolerance (5+ years horizon).

Volatility (5Y)

16.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-25.1%

Deepest Drawdown

Sharpe Ratio

0.52

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: 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

25.8%

Low Concentration

Effective Holdings

~93

of 145 holdings

Top Sector

44.3%

Technology

Top Region / Country

33.7%

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	—	—	—	+42.7%
3 Years	17.3%	-18.4%	1.31	+25.1%
5 Years	16.6%	-25.1%	0.52	+11.1%
10 Years	18.1%	-36.5%	0.26	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.4

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

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (12.9 analysts)

⚠️ Elevated emerging markets risk: 95% Emerging Markets.

⚠️ Sector concentration: 44% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 45% of forward growth.

ℹ️ Tech-Capex Exposure: 42% in semiconductors & hardware – dependent on hyperscaler capex cycles.