RS2U.PA - Risk

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)

22.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-32.1%

Deepest Drawdown

Sharpe Ratio

0.13

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / 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

57.2%

Focused

Effective Holdings

~28

of 64 holdings

Top Sector

34.1%

Industrials

Top Region / Country

44.6%

Germany

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	—	—	—	+12.5%
3 Years	20.6%	-28.7%	0.73	+17.6%
5 Years	22.0%	-32.1%	0.13	+5.3%
10 Years	21.6%	-37.4%	0.31	+9.3%

🟢 Favorable / fair valuation: Avg P/E of 22.8

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (18.5 analysts)

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

⚠️ Single-country focus: 45% in "Germany".

⚠️ Sector concentration: 34% in "Industrials".

⚠️ Elevated Regulatory & Policy Risk: 37% in heavily regulated industries (defense, regulated utilities, healthcare policy).