LU2314314209
LU2314314209
BNP PARIBAS EASY MSCI CHINA MIN TE [TRACK CLASSIC EUR, C]
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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)
28.6% p.a.
5-Year HorizonMax Drawdown (5Y)
-43.5%
Deepest DrawdownSharpe Ratio
-0.16
Negative (< 0.0)Rec. Holding Period
10+ Years
Investment HorizonSpeculative / High Risk: 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
42.1%
FocusedEffective Holdings
~54
of 445 holdingsTop Sector
22.8%
Financial ServicesTop Region / Country
88.0%
ChinaElevated 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.
High Volatility
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | -17.8% |
| 3 Years | 25.3% | -26.5% | 0.04 | +3.4% |
| 5 Years | 28.6% | -43.5% | -0.16 | — |
| 10 Years | — | — | — | — |
Notes & Warnings
🟢 Favorable / fair valuation: Avg P/E of 11.5
⚠️ Fund closure risk (< 50M € AUM)
🟡 Moderate analyst coverage (13.4 analysts)
🔴 High single-country risk: 88% of portfolio in "China".
⚠️ Elevated emerging markets risk: 96% Emerging Markets.
⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 58% of forward growth.
⚠️ Elevated Economic Cyclicality: 54% in cyclical industries – more vulnerable to economic downturns.
⚠️ Elevated Regulatory & Policy Risk: 57% in heavily regulated industries (defense, regulated utilities, healthcare policy).
🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (28.6% p.a.).
⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -43.5% in the extended horizon.