RNRG - 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)

20.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-54.2%

Deepest Drawdown

Sharpe Ratio

-0.48

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

2 / 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

56%

Focused

Effective Holdings

~25

of 31 holdings

Top Sector

90.6%

Utilities

Top Region / Country

14.1%

New Zealand

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	—	—	—	-5%
3 Years	19.0%	-31.4%	0.07	+3.9%
5 Years	20.1%	-54.2%	-0.48	-7.2%
10 Years	19.6%	-60.8%	-0.16	-0.6%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 22.8

⚠️ Fund closure risk (< 50M € AUM)

🔴 Low analyst coverage (6 analysts, higher growth estimate uncertainty)

⚠️ Elevated top 10 holdings concentration: 56% of fund in top 10 positions.

⚠️ Elevated emerging markets risk: 50% Emerging Markets.

🔴 Severe sector concentration risk: 91% in "Utilities".

🔴 Extreme industry concentration: 91% in "Utilities - Renewable".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 54% of forward growth.

⚠️ Elevated Interest Rate Sensitivity: 97% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 93% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 91% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -60.8% in the extended horizon.