BRIJ - 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 (3Y)

16.1% p.a.

Fallback

Max Drawdown (3Y)

-12.0%

Fallback

Sharpe Ratio

0.49

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

49 / 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

59.1%

Focused

Effective Holdings

~25

of 46 holdings

Top Sector

65.6%

Industrials

Top Region / Country

25.1%

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+10.3%
3 Years	16.1%	-12.0%	0.49	—
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 14.5

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (10.9 analysts)

⚠️ Elevated top 10 holdings concentration: 59% of fund in top 10 positions.

🔴 Severe sector concentration risk: 66% in "Industrials".

⚠️ Industry concentration: 35% in "Engineering & Construction".

🔴 Dominant Cyclicality: 77% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 81% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 46% in heavily regulated industries (defense, regulated utilities, healthcare policy).