XZMJ.DE - 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)

19.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-21.5%

Deepest Drawdown

Sharpe Ratio

0.37

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

48 / 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

46.5%

Focused

Effective Holdings

~40

of 88 holdings

Top Sector

25.3%

Technology

Top Region / Country

100.0%

Japan

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.

Volatility Expansion (3Y > 5Y)

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+27.5%
3 Years	22.7%	-18.8%	0.79	+20.5%
5 Years	19.9%	-21.5%	0.37	+9.9%
10 Years	19.5%	-30.5%	0.2	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.0

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (13.6 analysts)

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

🔴 High single-country risk: 100% of portfolio in "Japan".

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

⚠️ Elevated Economic Cyclicality: 52% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Regulatory & Policy Risk: 36% in heavily regulated industries (defense, regulated utilities, healthcare policy).