EMSR.PA - 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)

17.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-29.9%

Deepest Drawdown

Sharpe Ratio

0.12

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

34.3%

Low Concentration

Effective Holdings

~70

of 186 holdings

Top Sector

39.1%

Technology

Top Region / Country

31.4%

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	—	—	—	+17.4%
3 Years	17.8%	-19.2%	0.85	+17.5%
5 Years	17.8%	-29.9%	0.12	+4.6%
10 Years	19.1%	-41.9%	0.23	+6.8%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 16.6

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

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (18.8 analysts)

⚠️ Elevated emerging markets risk: 94% Emerging Markets.

⚠️ Sector concentration: 39% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 46% of forward growth.

ℹ️ Tech-Capex Exposure: 40% in semiconductors & hardware – dependent on hyperscaler capex cycles.

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