EIMU.L - 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)

19.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-34.6%

Deepest Drawdown

Sharpe Ratio

0.19

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

48 / 100 Portfolio Diversification

4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

32.9%

Low Concentration

Effective Holdings

~91

of 2995 holdings

Top Sector

39.8%

Technology

Top Region / Country

27.2%

Taiwan

Excellent multi-dimensional diversification across holdings, industries, and geographies.

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	—	—	—	+21.3%
3 Years	18.8%	-17.8%	0.98	+20.9%
5 Years	19.0%	-34.6%	0.19	+6%
10 Years	20.1%	-40.6%	0.09	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 14.4

🟢 Balanced position distribution (< 35% in Top 10)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (19.1 analysts)

⚠️ Elevated emerging markets risk: 95% Emerging Markets.

⚠️ Sector concentration: 40% in "Technology".

ℹ️ Tech-Capex Exposure: 41% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Regulatory & Policy Risk: 37% in heavily regulated industries (defense, regulated utilities, healthcare policy).