EGV1.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 (3Y)

16.1% p.a.

Fallback

Max Drawdown (3Y)

-12.5%

Fallback

Sharpe Ratio

0.72

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

68 / 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

54.8%

Focused

Effective Holdings

~27

of 37 holdings

Top Sector

49.0%

Financial Services

Top Region / Country

32.4%

Netherlands

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	—	—	—	+3.9%
3 Years	16.1%	-12.5%	0.72	—
5 Years	—	—	—	—
10 Years	—	—	—	—

🟢 Favorable / fair valuation: Avg P/E of 15.5

Solid fund volume

🟡 Moderate analyst coverage (13 analysts)

⚠️ Elevated top 10 holdings concentration: 55% of fund in top 10 positions.

⚠️ Sector concentration: 49% in "Financial Services".

⚠️ Elevated Interest Rate Sensitivity: 55% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 69% in heavily regulated industries (defense, regulated utilities, healthcare policy).