MEH.PA - 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 (5Y)

19.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-24.6%

Deepest Drawdown

Sharpe Ratio

-0.23

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated 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

61.2%

Focused

Effective Holdings

~23

of 39 holdings

Top Sector

31.5%

Technology

Top Region / Country

87.7%

United States

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-8.5%
3 Years	18.4%	-24.6%	-0.09	+0.9%
5 Years	19.8%	-24.6%	-0.23	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 24.0

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (32 analysts)

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

⚠️ Sector concentration: 32% in "Technology".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 68% of total forward growth.

⚠️ Elevated Regulatory & Policy Risk: 45% in heavily regulated industries (defense, regulated utilities, healthcare policy).