EMNE.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)

20.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-27.2%

Deepest Drawdown

Sharpe Ratio

0.20

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

68 / 100 Portfolio Diversification

4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

32.9%

Low Concentration

Effective Holdings

~76

of 206 holdings

Top Sector

27.4%

Financial Services

Top Region / Country

25.4%

Germany

Excellent multi-dimensional diversification across holdings, industries, and geographies.

Multi-Horizon Risk & Performance Matrix

Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+24.9%
3 Years	19.7%	-14.7%	0.86	+19.4%
5 Years	20.3%	-27.2%	0.2	+6.6%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 16.9

🟢 Balanced position distribution (< 35% in Top 10)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (16.4 analysts)

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

⚠️ Elevated Interest Rate Sensitivity: 45% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 55% in heavily regulated industries (defense, regulated utilities, healthcare policy).