BNK.PA - Risk

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)

21.8% p.a.

Fallback

Max Drawdown (3Y)

-20.0%

Fallback

Sharpe Ratio

1.79

Excellent (> 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

53.7%

Focused

Effective Holdings

~32

of 94 holdings

Top Sector

44.1%

Financial Services

Top Region / Country

31.7%

Germany

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	—	—	—	+31%
3 Years	21.8%	-20.0%	1.79	—
5 Years	—	—	—	—
10 Years	—	—	—	—

🟢 Favorable / fair valuation: Avg P/E of 16.1

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (18.4 analysts)

⚠️ Elevated top 10 holdings concentration: 54% of fund in top 10 positions.

⚠️ Sector concentration: 44% in "Financial Services".

⚠️ Elevated Interest Rate Sensitivity: 50% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 64% in heavily regulated industries (defense, regulated utilities, healthcare policy).