ESEH.PA - 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)

15.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-25.9%

Deepest Drawdown

Sharpe Ratio

0.51

Good (0.5 - 1.0)

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

36%

Focused

Effective Holdings

~63

of 150 holdings

Top Sector

30.4%

Financial Services

Top Region / Country

27.2%

France

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	—	—	—	+13.4%
3 Years	13.7%	-18.3%	1.3	+20.2%
5 Years	15.9%	-25.9%	0.51	+10.6%
10 Years	17.9%	-34.0%	0.58	+12.8%

🟢 Favorable / fair valuation: Avg P/E of 14.6

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (14.7 analysts)

⚠️ Sector concentration: 30% in "Financial Services".

⚠️ Elevated Economic Cyclicality: 55% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 46% 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).