XZEC.DE - 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)

-30.2%

Deepest Drawdown

Sharpe Ratio

-0.05

Negative (< 0.0)

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

47.2%

Focused

Effective Holdings

~34

of 47 holdings

Top Sector

29.8%

Healthcare

Top Region / Country

36.4%

France

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	—	—	—	+2.8%
3 Years	15.9%	-23.8%	0.11	+4.2%
5 Years	19.6%	-30.2%	-0.05	+1.6%
10 Years	—	—	—	—

🟢 Favorable / fair valuation: Avg P/E of 20.2

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (18.4 analysts)

⚠️ Elevated top 10 holdings concentration: 47% of fund in top 10 positions.

⚠️ Elevated Regulatory & Policy Risk: 47% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 53% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).