SXLI.L - 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)

17.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-21.2%

Deepest Drawdown

Sharpe Ratio

0.55

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

47 / 100 Portfolio Diversification

4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings

40%

Focused

Effective Holdings

~48

of 83 holdings

Top Sector

92.0%

Industrials

Top Region / Country

93.2%

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+8.5%
3 Years	15.9%	-19.4%	1.06	+19.4%
5 Years	17.3%	-21.2%	0.55	+12%
10 Years	19.2%	-42.2%	0.54	+12.8%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 27.4

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (21 analysts)

🔴 Severe sector concentration risk: 92% in "Industrials".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 56% of forward growth.

🔴 Dominant Cyclicality: 91% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Regulatory & Policy Risk: 36% in heavily regulated industries (defense, regulated utilities, healthcare policy).