LBRE.DE - Risk

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)

25.4% p.a.

Fallback

Max Drawdown (3Y)

-33.2%

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%)

68 / 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

62.2%

Focused

Effective Holdings

~22

of 34 holdings

Top Sector

35.1%

Technology

Top Region / Country

39.3%

Netherlands

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	—	—	—	+44.8%
3 Years	25.4%	-33.2%	0.59	—
5 Years	—	—	—	—
10 Years	—	—	—	—

🟢 Favorable / fair valuation: Avg P/E of 19.1

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (17.5 analysts)

🔴 Extreme top 10 holdings concentration: 62% of fund in top 10 positions.

⚠️ Sector concentration: 35% in "Technology".

⚠️ Elevated Regulatory & Policy Risk: 44% in heavily regulated industries (defense, regulated utilities, healthcare policy).