BNP Paribas
0P00017JS9.F
LU1291106943
BNP PARIBAS EASY MSCI PACIFIC EX JAPAN MIN TE [TRACK X, C]
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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 (5Y)
14.2% p.a.
5-Year Horizon
Max Drawdown (5Y)
-19.7%
Deepest Drawdown
Sharpe Ratio
0.35
Moderate (0.0 - 0.5)
Rec. Holding Period
5 - 10+ Years
Investment Horizon
Elevated Risk / Growth: Score Basis:
Diversification Score
Focused (35% – 50%)
48 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings
49.5%
Focused
Effective Holdings
~36
of 80 holdings
Top Sector
50.3%
Financial Services
Top Region / Country
60.7%
Australia
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 — — — +10.9%
3 Years 13.7% -19.7% 0.75 +12.7%
5 Years 14.2% -19.7% 0.35 —
10 Years — — — —

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 17.9
⚠️ Fund closure risk (< 50M € AUM)
🟡 Moderate analyst coverage (12.1 analysts)
⚠️ Elevated top 10 holdings concentration: 50% of fund in top 10 positions.
⚠️ Elevated emerging markets risk: 98% Emerging Markets.
🔴 Severe sector concentration risk: 50% in "Financial Services".
⚠️ Elevated Commodity Sensitivity: 16% of fund depends directly on energy and raw material prices (oil, metals, basic materials).
🔴 Dominant Cyclicality: 66% in cyclical industries – higher drawdown risk in recessions.
⚠️ Elevated Interest Rate Sensitivity: 62% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 69% 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.).
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