ZPDK.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)

19.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-36.2%

Deepest Drawdown

Sharpe Ratio

0.40

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

12 / 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

92%

Focused

Effective Holdings

~12

of 24 holdings

Top Sector

100.0%

Communication Services

Top Region / Country

100.0%

United States

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	—	—	—	+8.7%
3 Years	17.4%	-21.9%	1.03	+20.4%
5 Years	19.3%	-36.2%	0.4	+10.2%
10 Years	19.8%	-37.0%	0.54	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.8

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (33.6 analysts)

🔴 Extreme top 10 holdings concentration: 92% of fund in top 10 positions.

🔴 Severe sector concentration risk: 100% in "Communication Services".

🔴 Extreme industry concentration: 51% in "Internet Content & Information".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 58% of forward growth.

⚠️ Elevated Regulatory & Policy Risk: 72% in heavily regulated industries (defense, regulated utilities, healthcare policy).