EEMK.PA - Risk

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)

17.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-24.3%

Deepest Drawdown

Sharpe Ratio

0.36

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

38.9%

Focused

Effective Holdings

~64

of 941 holdings

Top Sector

43.2%

Technology

Top Region / Country

27.8%

Taiwan

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.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+30.3%
3 Years	17.8%	-19.5%	1.11	+22.1%
5 Years	17.6%	-24.3%	0.36	+8.9%
10 Years	33.8%	-92.5%	-0.49	-14%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 16.5

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (20.9 analysts)

⚠️ Elevated emerging markets risk: 96% Emerging Markets.

⚠️ Sector concentration: 43% in "Technology".

ℹ️ Tech-Capex Exposure: 44% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Regulatory & Policy Risk: 38% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (17.6% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -92.5% in the extended horizon.