XS8R.L - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

7/7 Very High

7 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

26.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-40.8%

Deepest Drawdown

Sharpe Ratio

-0.21

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

24 / 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

88.3%

Focused

Effective Holdings

~13

of 25 holdings

Top Sector

93.1%

Technology

Top Region / Country

46.6%

Netherlands

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	—	—	—	-15.3%
3 Years	26.4%	-40.8%	-0.12	-0.7%
5 Years	26.5%	-40.8%	-0.21	-3%
10 Years	24.0%	-40.8%	0.13	+5.7%

Notes & Warnings

⚠️ Elevated valuation: Avg P/E of 38.7

⚠️ Fund closure risk (< 50M € AUM)

🟢 High institutional analyst coverage (22.3 analysts)

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

⚠️ Single-country focus: 47% in "Netherlands".

🔴 Severe sector concentration risk: 93% in "Technology".

⚠️ Industry concentration: 38% in "Semiconductor Equipment & Materials".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 71% of total forward growth.

ℹ️ Tech-Capex Exposure: 67% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -40.8% in the extended horizon.