PTPXH.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)

18.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-20.9%

Deepest Drawdown

Sharpe Ratio

0.92

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

51.2%

Focused

Effective Holdings

~29

of 39 holdings

Top Sector

33.3%

Industrials

Top Region / Country

51.7%

Germany

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	—	—	—	+28.8%
3 Years	19.3%	-20.9%	1.21	+25.9%
5 Years	18.1%	-20.9%	0.92	+19.2%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 21.6

Solid fund volume

🟡 Moderate analyst coverage (19.4 analysts)

⚠️ Elevated top 10 holdings concentration: 51% of fund in top 10 positions.

⚠️ Single-country focus: 52% in "Germany".

⚠️ Sector concentration: 33% in "Industrials".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 47% of forward growth.

⚠️ Elevated Regulatory & Policy Risk: 46% in heavily regulated industries (defense, regulated utilities, healthcare policy).