XCS4.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)

19.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-34.2%

Deepest Drawdown

Sharpe Ratio

0.05

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

48 / 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

77.8%

Focused

Effective Holdings

~16

of 23 holdings

Top Sector

32.8%

Industrials

Top Region / Country

90.2%

Thailand

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	—	—	—	+20.6%
3 Years	21.0%	-29.8%	0.42	+11.2%
5 Years	19.7%	-34.2%	0.05	+3.6%
10 Years	20.6%	-45.5%	0.05	+3.5%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 19.9

Solid fund volume

🔴 Extreme top 10 holdings concentration: 78% of fund in top 10 positions.

🔴 High single-country risk: 90% of portfolio in "Thailand".

⚠️ Elevated emerging markets risk: 90% Emerging Markets.

⚠️ Sector concentration: 33% in "Industrials".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 81% of total forward growth.

⚠️ Elevated Economic Cyclicality: 57% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 47% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 56% in heavily regulated industries (defense, regulated utilities, healthcare policy).