EL4C.DE - Risk

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)

22.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-46.8%

Deepest Drawdown

Sharpe Ratio

-0.40

Negative (< 0.0)

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

64.6%

Focused

Effective Holdings

~18

of 20 holdings

Top Sector

47.4%

Industrials

Top Region / Country

21.0%

Netherlands

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	—	—	—	-5%
3 Years	20.5%	-28.5%	0.01	+2.7%
5 Years	22.8%	-46.8%	-0.4	-6.6%
10 Years	21.3%	-46.8%	0.14	+5.6%

🟢 Favorable / fair valuation: Avg P/E of 29.0

Solid fund volume

🟡 Moderate analyst coverage (15.5 analysts)

🔴 Extreme top 10 holdings concentration: 65% of fund in top 10 positions.

⚠️ Sector concentration: 47% in "Industrials".

⚠️ Elevated Economic Cyclicality: 64% in cyclical industries – more vulnerable to economic downturns.

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -46.8% in the extended horizon.