QUED.PA - Risk

Risk & Diversification Scores

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)

14.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-29.2%

Deepest Drawdown

Sharpe Ratio

0.06

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: 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

62.8%

Focused

Effective Holdings

~18

of 19 holdings

Top Sector

35.3%

Financial Services

Top Region / Country

75.8%

France

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+9.1%
3 Years	13.7%	-14.9%	0.47	+8.9%
5 Years	14.9%	-29.2%	0.06	+3.3%
10 Years	15.2%	-33.3%	0.12	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 10.6

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (12.3 analysts)

🔴 Extreme top 10 holdings concentration: 63% of fund in top 10 positions.

🔴 High single-country risk: 76% of portfolio in "France".

⚠️ Sector concentration: 35% in "Financial Services".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 58% of forward growth.

⚠️ Elevated Economic Cyclicality: 61% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 73% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 61% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).