PASI.PA - 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 (5Y)

27.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-45.3%

Deepest Drawdown

Sharpe Ratio

-0.27

Negative (< 0.0)

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

59.8%

Focused

Effective Holdings

~24

of 36 holdings

Top Sector

32.8%

Industrials

Top Region / Country

33.6%

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	—	—	—	-19%
3 Years	24.5%	-22.5%	0.03	+3.2%
5 Years	27.2%	-45.3%	-0.27	-4.9%
10 Years	24.7%	-58.0%	-0.24	-3.4%

🟢 Favorable / fair valuation: Avg P/E of 18.1

Solid fund volume

🟡 Moderate analyst coverage (15.9 analysts)

⚠️ Elevated top 10 holdings concentration: 60% of fund in top 10 positions.

⚠️ Sector concentration: 33% in "Industrials".

⚠️ Elevated Regulatory & Policy Risk: 39% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -58.0% in the extended horizon.