EQLTS.SW - Risk

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

Volatility Risk Score

5/7 Elevated

5 / 7 SRI PRIIPs Risk Class

Above-average volatility. Suitable for experienced investors with high risk tolerance (5+ years horizon).

Volatility (5Y)

17.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-29.6%

Deepest Drawdown

Sharpe Ratio

-0.07

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: 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

40.7%

Focused

Effective Holdings

~42

of 60 holdings

Top Sector

24.3%

Technology

Top Region / Country

27.5%

Germany

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	—	—	—	+0.5%
3 Years	16.8%	-18.4%	0.19	+5.6%
5 Years	17.2%	-29.6%	-0.07	+1.3%
10 Years	16.9%	-35.6%	0.22	+6.2%

🟢 Favorable / fair valuation: Avg P/E of 21.6

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (17.3 analysts)

⚠️ Elevated Regulatory & Policy Risk: 40% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 43% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).