PTPXE.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)

16.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-17.8%

Deepest Drawdown

Sharpe Ratio

0.51

Good (0.5 - 1.0)

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

56.8%

Focused

Effective Holdings

~26

of 39 holdings

Top Sector

37.2%

Industrials

Top Region / Country

64.0%

Germany

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	—	—	—	+28.1%
3 Years	17.5%	-15.5%	0.94	+18.9%
5 Years	16.3%	-17.8%	0.51	+10.8%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 20.9

Solid fund volume

🟡 Moderate analyst coverage (16.9 analysts)

⚠️ Elevated top 10 holdings concentration: 57% of fund in top 10 positions.

⚠️ Single-country focus: 64% in "Germany".

⚠️ Sector concentration: 37% in "Industrials".

⚠️ Elevated Economic Cyclicality: 51% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Regulatory & Policy Risk: 46% in heavily regulated industries (defense, regulated utilities, healthcare policy).