EVAL.L - 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)

14.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-14.6%

Deepest Drawdown

Sharpe Ratio

0.78

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

68 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

31.3%

Low Concentration

Effective Holdings

~71

of 122 holdings

Top Sector

27.1%

Financial Services

Top Region / Country

24.9%

France

Excellent multi-dimensional diversification across holdings, industries, and geographies.

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	—	—	—	+20.6%
3 Years	13.1%	-14.3%	1.32	+19.8%
5 Years	14.4%	-14.6%	0.78	+13.7%
10 Years	16.8%	-37.8%	0.44	+9.9%

🟢 Favorable / fair valuation: Avg P/E of 11.7

🟢 Balanced position distribution (< 35% in Top 10)

Solid fund volume

🟡 Moderate analyst coverage (13.6 analysts)

⚠️ Elevated Economic Cyclicality: 56% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 52% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 66% in heavily regulated industries (defense, regulated utilities, healthcare policy).