FR001400KH45
FR001400KH45
Amundi PEA MSCI USA Value Advanced UCITS ETF - Acc
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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 (3Y)
16.2% p.a.
FallbackMax Drawdown (3Y)
-23.7%
FallbackSharpe Ratio
0.74
Good (0.5 - 1.0)Rec. Holding Period
5 - 10+ Years
Investment HorizonElevated 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
52.3%
FocusedEffective Holdings
~27
of 35 holdingsTop Sector
26.4%
IndustrialsTop Region / Country
43.0%
NetherlandsElevated 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 | — | — | — | +22.8% |
| 3 Years | 16.2% | -23.7% | 0.74 | — |
| 5 Years | — | — | — | — |
| 10 Years | — | — | — | — |
Notes & Warnings
🟢 Favorable / fair valuation: Avg P/E of 17.2
⚠️ Fund closure risk (< 50M € AUM)
🟡 Moderate analyst coverage (18.7 analysts)
⚠️ Elevated top 10 holdings concentration: 52% of fund in top 10 positions.
⚠️ Single-country focus: 43% in "Netherlands".
⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 46% of forward growth.
⚠️ Elevated Interest Rate Sensitivity: 36% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 42% in heavily regulated industries (defense, regulated utilities, healthcare policy).