EPAB.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)

17.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-28.6%

Deepest Drawdown

Sharpe Ratio

0.40

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

68 / 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

40.5%

Focused

Effective Holdings

~50

of 106 holdings

Top Sector

33.2%

Financial Services

Top Region / Country

24.6%

France

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	—	—	—	+8.6%
3 Years	15.5%	-17.2%	0.99	+17.8%
5 Years	17.2%	-28.6%	0.4	+9.4%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 16.8

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (16.7 analysts)

⚠️ Sector concentration: 33% in "Financial Services".

⚠️ Elevated Economic Cyclicality: 55% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 48% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 53% in heavily regulated industries (defense, regulated utilities, healthcare policy).