EPRE.PA - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

7/7 Very High

7 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

21.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-46.4%

Deepest Drawdown

Sharpe Ratio

-0.40

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: 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

61.2%

Focused

Effective Holdings

~23

of 39 holdings

Top Sector

31.5%

Technology

Top Region / Country

87.7%

United States

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-6.6%
3 Years	18.2%	-21.4%	0.13	+4.8%
5 Years	21.6%	-46.4%	-0.4	-6.1%
10 Years	20.5%	-46.7%	-0.21	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 24.0

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (32 analysts)

🔴 Extreme top 10 holdings concentration: 61% of fund in top 10 positions.

⚠️ Sector concentration: 32% in "Technology".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 68% of total forward growth.

⚠️ Elevated Regulatory & Policy Risk: 45% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -46.7% in the extended horizon.