GRE.PA - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

6/7 High

6 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

22.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-22.6%

Deepest Drawdown

Sharpe Ratio

0.96

Good (0.5 - 1.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

53 / 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

82.6%

Focused

Effective Holdings

~14

of 28 holdings

Top Sector

53.3%

Financial Services

Top Region / Country

83.4%

Greece

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+22.6%
3 Years	21.2%	-17.7%	1.49	+33.9%
5 Years	22.4%	-22.6%	0.96	+24%
10 Years	24.7%	-51.0%	0.49	+14.5%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 12.3

Solid fund volume

🟡 Moderate analyst coverage (8.7 analysts)

🔴 Extreme top 10 holdings concentration: 83% of fund in top 10 positions.

🔴 High single-country risk: 83% of portfolio in "Greece".

🔴 Severe sector concentration risk: 53% in "Financial Services".

⚠️ Industry concentration: 45% in "Banks - Regional".

🔴 Dominant Cyclicality: 76% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 73% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 77% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -51.0% in the extended horizon.