PDJE.PA - Risk

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)

16.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-25.1%

Deepest Drawdown

Sharpe Ratio

0.50

Good (0.5 - 1.0)

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

56%

Focused

Effective Holdings

~25

of 34 holdings

Top Sector

22.2%

Industrials

Top Region / Country

34.6%

Denmark

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	—	—	—	+14.2%
3 Years	17.6%	-25.1%	0.74	+15.5%
5 Years	16.4%	-25.1%	0.5	+10.8%
10 Years	17.3%	-36.1%	0.59	+12.7%

🟢 Favorable / fair valuation: Avg P/E of 16.7

Solid fund volume

🟡 Moderate analyst coverage (18.6 analysts)

⚠️ Elevated top 10 holdings concentration: 56% of fund in top 10 positions.

⚠️ Elevated Interest Rate Sensitivity: 37% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 47% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 40% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).