XCS5.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)

17.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-27.6%

Deepest Drawdown

Sharpe Ratio

-0.17

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

68 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

34.6%

Low Concentration

Effective Holdings

~61

of 110 holdings

Top Sector

30.0%

Technology

Top Region / Country

96.6%

United States

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	—	—	—	-15.7%
3 Years	16.5%	-27.6%	-0.08	+1.2%
5 Years	17.2%	-27.6%	-0.17	-0.4%
10 Years	20.6%	-46.0%	0.13	+5.2%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 22.6

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

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (29.7 analysts)

⚠️ Sector concentration: 30% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 64% of forward growth.

⚠️ Elevated Regulatory & Policy Risk: 42% in heavily regulated industries (defense, regulated utilities, healthcare policy).