BNP Paribas
0P0001RN8W.T
LU2649699647
BNP PARIBAS EASY MSCI JAPAN MIN TE [TRACK PRIVILEGE JPY , C]
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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)
23.4% p.a.
Fallback
Max Drawdown (3Y)
-24.8%
Fallback
Sharpe Ratio
0.90
Good (0.5 - 1.0)
Rec. Holding Period
10+ Years
Investment Horizon
Speculative / High Risk: Score Basis:
Diversification Score
Broadly Diversified (< 35%)
48 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings
31%
Low Concentration
Effective Holdings
~77
of 150 holdings
Top Sector
23.0%
Industrials
Top Region / Country
100.0%
Japan
Excellent multi-dimensional diversification across holdings, industries, and geographies.

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 — — — +29.2%
3 Years 23.4% -24.8% 0.9 +24.5%
5 Years — — — —
10 Years — — — —

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.0
🟢 Balanced position distribution (< 35% in Top 10)
⚠️ Fund closure risk (< 50M € AUM)
🟡 Moderate analyst coverage (13.1 analysts)
🔴 High single-country risk: 100% of portfolio in "Japan".
⚠️ Elevated emerging markets risk: 100% Emerging Markets.
⚠️ Elevated Economic Cyclicality: 55% in cyclical industries – more vulnerable to economic downturns.
⚠️ Elevated Interest Rate Sensitivity: 37% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 43% in heavily regulated industries (defense, regulated utilities, healthcare policy).
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