BNP Paribas
0P0001JH1Z.F
LU1753046652
BNP PARIBAS EASY MSCI JAPAN SRI PAB [TRACK PRIVILEGE H EUR, C]
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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)
18.7% p.a.
5-Year Horizon
Max Drawdown (5Y)
-21.8%
Deepest Drawdown
Sharpe Ratio
0.70
Good (0.5 - 1.0)
Rec. Holding Period
5 - 10+ Years
Investment Horizon
Elevated Risk / Growth: Score Basis:
Diversification Score
High Concentration (> 50%)
48 / 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
54.4%
Focused
Effective Holdings
~26
of 33 holdings
Top Sector
22.4%
Financial Services
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.

Stable Long-Term Volatility
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +24.5%
3 Years 20.4% -21.8% 0.74 +17.4%
5 Years 18.7% -21.8% 0.7 —
10 Years — — — —

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 14.6
⚠️ Fund closure risk (< 50M € AUM)
🟡 Moderate analyst coverage (13.6 analysts)
⚠️ Elevated top 10 holdings concentration: 54% of fund in top 10 positions.
🔴 High single-country risk: 100% of portfolio in "Japan".
⚠️ Elevated emerging markets risk: 100% Emerging Markets.
⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 57% of forward growth.
⚠️ Elevated Regulatory & Policy Risk: 44% in heavily regulated industries (defense, regulated utilities, healthcare policy).
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