CD8.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)

13.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-20.8%

Deepest Drawdown

Sharpe Ratio

0.54

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

68 / 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

40.9%

Focused

Effective Holdings

~50

of 117 holdings

Top Sector

36.2%

Financial Services

Top Region / Country

28.0%

France

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	—	—	—	+17.5%
3 Years	11.4%	-14.6%	0.94	+13.2%
5 Years	13.3%	-20.8%	0.54	+9.7%
10 Years	15.1%	-37.1%	0.4	+8.5%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 12.6

Solid fund volume

🟡 Moderate analyst coverage (14.6 analysts)

⚠️ Sector concentration: 36% in "Financial Services".

⚠️ Elevated Interest Rate Sensitivity: 59% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 71% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 50% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).

🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).