PLEM.PA - 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)

16.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-23.1%

Deepest Drawdown

Sharpe Ratio

0.12

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

68 / 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

58.6%

Focused

Effective Holdings

~24

of 32 holdings

Top Sector

35.7%

Industrials

Top Region / Country

34.7%

Denmark

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	—	—	—	+5.1%
3 Years	15.9%	-15.3%	0.68	+13.3%
5 Years	16.3%	-23.1%	0.12	+4.5%
10 Years	18.0%	-32.0%	0.18	+5.8%

🟢 Favorable / fair valuation: Avg P/E of 19.3

Solid fund volume

🟡 Moderate analyst coverage (17.9 analysts)

⚠️ Elevated top 10 holdings concentration: 59% of fund in top 10 positions.

⚠️ Sector concentration: 36% in "Industrials".

⚠️ Elevated Regulatory & Policy Risk: 45% in heavily regulated industries (defense, regulated utilities, healthcare policy).