SC0V.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)

21.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-22.2%

Deepest Drawdown

Sharpe Ratio

0.75

Good (0.5 - 1.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

23 / 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

87.7%

Focused

Effective Holdings

~13

of 24 holdings

Top Sector

76.8%

Energy

Top Region / Country

29.9%

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	—	—	—	+49.7%
3 Years	18.6%	-22.2%	0.95	+20.1%
5 Years	21.6%	-22.2%	0.75	+18.7%
10 Years	23.5%	-57.1%	0.36	+11%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.3

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (17.6 analysts)

🔴 Extreme top 10 holdings concentration: 88% of fund in top 10 positions.

🔴 Severe sector concentration risk: 77% in "Energy".

🔴 Extreme industry concentration: 68% in "Oil & Gas Integrated".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 90% of total forward growth.

🔴 High Commodity Concentration: 77% of fund depends directly on volatile energy and raw material markets.

🔴 Dominant Cyclicality: 98% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Regulatory & Policy Risk: 75% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -57.1% in the extended horizon.