XMAD.L - Risk

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)

19.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-37.7%

Deepest Drawdown

Sharpe Ratio

0.36

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

68 / 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

37.8%

Focused

Effective Holdings

~55

of 106 holdings

Top Sector

37.4%

Technology

Top Region / Country

84.7%

United States

Elevated concentration in top individual holdings, leading sectors, or key regions.

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	—	—	—	+29%
3 Years	20.6%	-19.2%	1.01	+23.3%
5 Years	19.6%	-37.7%	0.36	+9.6%
10 Years	19.6%	-46.0%	0.36	+9.6%

🟢 Favorable / fair valuation: Avg P/E of 25.6

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (28.7 analysts)

⚠️ Sector concentration: 37% in "Technology".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 69% of total forward growth.

⚠️ Elevated Regulatory & Policy Risk: 37% in heavily regulated industries (defense, regulated utilities, healthcare policy).