RS2K.PA - Risk

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

Volatility Risk Score

6/7 High

6 / 7 SRI PRIIPs Risk Class

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

Volatility (5Y)

20.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-32.6%

Deepest Drawdown

Sharpe Ratio

0.17

Moderate (0.0 - 0.5)

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

55.6%

Focused

Effective Holdings

~29

of 61 holdings

Top Sector

30.6%

Industrials

Top Region / Country

40.7%

Germany

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	—	—	—	+16.6%
3 Years	20.0%	-32.6%	0.64	+15.2%
5 Years	20.8%	-32.6%	0.17	+5.9%
10 Years	21.5%	-40.5%	0.31	+9.2%

🟢 Favorable / fair valuation: Avg P/E of 22.7

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (19.1 analysts)

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

⚠️ Single-country focus: 41% in "Germany".

⚠️ Sector concentration: 31% in "Industrials".

⚠️ Elevated Economic Cyclicality: 52% in cyclical industries – more vulnerable to economic downturns.