EGEE.DE - 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 (3Y)

19.1% p.a.

Fallback

Max Drawdown (3Y)

-19.1%

Fallback

Sharpe Ratio

1.41

Excellent (> 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

48 / 100 Portfolio Diversification

4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings

42.4%

Focused

Effective Holdings

~53

of 493 holdings

Top Sector

41.2%

Technology

Top Region / Country

27.3%

Taiwan

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	—	—	—	+32.5%
3 Years	19.1%	-19.1%	1.41	—
5 Years	—	—	—	—
10 Years	—	—	—	—

🟢 Favorable / fair valuation: Avg P/E of 15.5

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (19 analysts)

⚠️ Elevated emerging markets risk: 86% Emerging Markets.

⚠️ Sector concentration: 41% in "Technology".

ℹ️ Tech-Capex Exposure: 47% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Regulatory & Policy Risk: 36% in heavily regulated industries (defense, regulated utilities, healthcare policy).