EPRA.PA - 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 (5Y)

15.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-30.3%

Deepest Drawdown

Sharpe Ratio

-0.13

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

43 / 100 Portfolio Diversification

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

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings

38.9%

Focused

Effective Holdings

~62

of 350 holdings

Top Sector

99.3%

Real Estate

Top Region / Country

66.2%

United States

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	—	—	—	+4.7%
3 Years	13.6%	-20.3%	0.32	+6.8%
5 Years	15.3%	-30.3%	-0.13	+0.5%
10 Years	16.6%	-43.2%	0.03	—

🟢 Favorable / fair valuation: Avg P/E of 20.9

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🔴 Low analyst coverage (5 analysts, higher growth estimate uncertainty)

🔴 Severe sector concentration risk: 99% in "Real Estate".

⚠️ Elevated Interest Rate Sensitivity: 100% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).