EL4E.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)

22.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-42.1%

Deepest Drawdown

Sharpe Ratio

-0.14

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

68 / 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

37.8%

Focused

Effective Holdings

~37

of 40 holdings

Top Sector

30.7%

Industrials

Top Region / Country

25.6%

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	—	—	—	-5.7%
3 Years	19.3%	-22.9%	0.51	+12.2%
5 Years	22.4%	-42.1%	-0.14	-0.5%
10 Years	20.1%	-42.1%	0.2	+6.5%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 17.2

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (13.2 analysts)

⚠️ Sector concentration: 31% in "Industrials".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 47% of forward growth.

⚠️ Elevated Economic Cyclicality: 59% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Regulatory & Policy Risk: 43% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -42.1% in the extended horizon.