LYXIB.MC - 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)

17.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-20.0%

Deepest Drawdown

Sharpe Ratio

0.90

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

58 / 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

77.2%

Focused

Effective Holdings

~16

of 36 holdings

Top Sector

43.3%

Financial Services

Top Region / Country

92.6%

Spain

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	—	—	—	+22.6%
3 Years	16.4%	-12.5%	1.6	+28.8%
5 Years	17.0%	-20.0%	0.9	+17.7%
10 Years	17.9%	-44.6%	0.35	+8.9%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 14.3

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (15.2 analysts)

🔴 Extreme top 10 holdings concentration: 77% of fund in top 10 positions.

🔴 High single-country risk: 93% of portfolio in "Spain".

⚠️ Sector concentration: 43% in "Financial Services".

⚠️ Industry concentration: 33% in "Banks - Diversified".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 47% of forward growth.

🔴 Dominant Cyclicality: 72% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 80% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 72% in heavily regulated industries (defense, regulated utilities, healthcare policy).