EL4D.DE - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

6/7 High

6 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

24.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-38.7%

Deepest Drawdown

Sharpe Ratio

0.11

Moderate (0.0 - 0.5)

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

60.7%

Focused

Effective Holdings

~19

of 20 holdings

Top Sector

24.5%

Healthcare

Top Region / Country

30.3%

Germany

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-5.9%
3 Years	20.9%	-22.6%	0.84	+20.1%
5 Years	24.1%	-38.7%	0.11	+5.1%
10 Years	22.3%	-44.0%	0.16	+6.1%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 6.8

Solid fund volume

🟡 Moderate analyst coverage (10.9 analysts)

🔴 Extreme top 10 holdings concentration: 61% of fund in top 10 positions.

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 81% of total forward growth.

⚠️ Elevated Commodity Sensitivity: 19% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

⚠️ Elevated Economic Cyclicality: 54% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 48% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 54% in heavily regulated industries (defense, regulated utilities, healthcare policy).