PCEU.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)

13.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-19.5%

Deepest Drawdown

Sharpe Ratio

0.51

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

60.1%

Focused

Effective Holdings

~25

of 48 holdings

Top Sector

37.5%

Technology

Top Region / Country

32.6%

Netherlands

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+11.8%
3 Years	12.4%	-16.4%	0.99	+14.8%
5 Years	13.9%	-19.5%	0.51	+9.5%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 22.1

Solid fund volume

🟡 Moderate analyst coverage (19.8 analysts)

🔴 Extreme top 10 holdings concentration: 60% of fund in top 10 positions.

⚠️ Sector concentration: 38% in "Technology".

⚠️ Sector concentration: 31% in "Industrials".

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

🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).