EEA.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 (5Y)

21.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-43.5%

Deepest Drawdown

Sharpe Ratio

-0.40

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

38 / 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

60.5%

Focused

Effective Holdings

~24

of 38 holdings

Top Sector

99.4%

Real Estate

Top Region / Country

34.5%

France

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	—	—	—	-13.9%
3 Years	18.1%	-22.9%	0.11	+4.5%
5 Years	21.6%	-43.5%	-0.4	-6%
10 Years	19.5%	-47.8%	-0.17	-0.9%

🟢 Favorable / fair valuation: Avg P/E of 7.0

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (8.5 analysts)

🔴 Extreme top 10 holdings concentration: 61% of fund in top 10 positions.

🔴 Severe sector concentration risk: 99% in "Real Estate".

⚠️ Elevated Interest Rate Sensitivity: 100% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -47.8% in the extended horizon.