FR0011871110
FR0011871110
Amundi PEA Nasdaq-100 UCITS ETF Acc
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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)
20.1% p.a.
5-Year HorizonMax Drawdown (5Y)
-31.4%
Deepest DrawdownSharpe Ratio
0.72
Good (0.5 - 1.0)Rec. Holding Period
10+ Years
Investment HorizonSpeculative / High Risk: 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
54.4%
FocusedEffective Holdings
~30
of 63 holdingsTop Sector
30.0%
IndustrialsTop Region / Country
24.0%
NetherlandsElevated 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 | — | — | — | +28.3% |
| 3 Years | 18.7% | -26.8% | 1.22 | +25.3% |
| 5 Years | 20.1% | -31.4% | 0.72 | +16.9% |
| 10 Years | 19.9% | -31.4% | 0.91 | +20.7% |
Notes & Warnings
🟢 Favorable / fair valuation: Avg P/E of 20.7
🟢 Established large fund (> 500M € AUM)
🟡 Moderate analyst coverage (19.1 analysts)
⚠️ Elevated top 10 holdings concentration: 54% of fund in top 10 positions.
⚠️ Sector concentration: 30% in "Industrials".
⚠️ Elevated Economic Cyclicality: 51% in cyclical industries – more vulnerable to economic downturns.
⚠️ Elevated Regulatory & Policy Risk: 51% in heavily regulated industries (defense, regulated utilities, healthcare policy).