HPRS.L - Risk

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

Volatility Risk Score

7/7 Very High

7 / 7 SRI PRIIPs Risk Class

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

Volatility (5Y)

25.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-32.1%

Deepest Drawdown

Sharpe Ratio

-0.23

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

43 / 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

38.2%

Focused

Effective Holdings

~63

of 346 holdings

Top Sector

99.2%

Real Estate

Top Region / Country

65.7%

United States

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+2.8%
3 Years	27.1%	-27.6%	0.15	+6.5%
5 Years	25.6%	-32.1%	-0.23	—
10 Years	—	—	—	—

🟢 Favorable / fair valuation: Avg P/E of 20.7

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🔴 Low analyst coverage (5.1 analysts, higher growth estimate uncertainty)

🔴 Severe sector concentration risk: 99% in "Real Estate".

⚠️ Elevated Interest Rate Sensitivity: 100% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).