ELCR.PA - Risk

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 (3Y)

27.5% p.a.

Fallback

Max Drawdown (3Y)

-30.2%

Fallback

Sharpe Ratio

0.59

Good (0.5 - 1.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

64 / 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

77%

Focused

Effective Holdings

~17

of 99 holdings

Top Sector

44.5%

Technology

Top Region / Country

53.4%

United States

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	—	—	—	+17%
3 Years	27.5%	-30.2%	0.59	—
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 27.1

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (24.9 analysts)

🔴 Extreme top 10 holdings concentration: 77% of fund in top 10 positions.

⚠️ Elevated emerging markets risk: 43% Emerging Markets.

⚠️ Sector concentration: 44% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 50% of forward growth.

⚠️ Elevated Economic Cyclicality: 61% in cyclical industries – more vulnerable to economic downturns.

ℹ️ Tech-Capex Exposure: 37% in semiconductors & hardware – dependent on hyperscaler capex cycles.