HERU - 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 (3Y)

20.3% p.a.

Fallback

Max Drawdown (3Y)

-31.1%

Fallback

Sharpe Ratio

0.42

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

4 / 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

51.3%

Focused

Effective Holdings

~29

of 40 holdings

Top Sector

90.3%

Communication Services

Top Region / Country

35.3%

Japan

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	—	—	—	-15.6%
3 Years	20.3%	-31.1%	0.42	+11.1%
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 19.3

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (14.1 analysts)

⚠️ Elevated top 10 holdings concentration: 51% of fund in top 10 positions.

⚠️ Elevated emerging markets risk: 72% Emerging Markets.

🔴 Severe sector concentration risk: 90% in "Communication Services".

🔴 Extreme industry concentration: 83% in "Electronic Gaming & Multimedia".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 53% of forward growth.