LU2611732129
LU2611732129
Amundi F.A.Z. 100 UCITS ETF Dist
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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)
16.9% p.a.
5-Year HorizonMax Drawdown (5Y)
-32.9%
Deepest DrawdownSharpe Ratio
0.10
Moderate (0.0 - 0.5)Rec. Holding Period
5 - 10+ Years
Investment HorizonElevated 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
51.6%
FocusedEffective Holdings
~34
of 101 holdingsTop Sector
28.5%
IndustrialsTop Region / Country
100.0%
GermanyElevated 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 | — | — | — | -0.4% |
| 3 Years | 14.8% | -15.8% | 0.69 | +12.7% |
| 5 Years | 16.9% | -32.9% | 0.1 | +4.2% |
| 10 Years | 17.6% | -42.9% | 0.11 | +4.4% |
Notes & Warnings
🟢 Favorable / fair valuation: Avg P/E of 17.0
Solid fund volume
🟡 Moderate analyst coverage (13.8 analysts)
⚠️ Elevated top 10 holdings concentration: 52% of fund in top 10 positions.
🔴 High single-country risk: 100% of portfolio in "Germany".
⚠️ Elevated Interest Rate Sensitivity: 40% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 50% in heavily regulated industries (defense, regulated utilities, healthcare policy).