CHIN.MI - Risk

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 (3Y)

22.3% p.a.

Fallback

Max Drawdown (3Y)

-23.1%

Fallback

Sharpe Ratio

0.34

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

48 / 100 Portfolio Diversification

4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

24.1%

Low Concentration

Effective Holdings

~146

of 584 holdings

Top Sector

24.9%

Technology

Top Region / Country

95.2%

China

Excellent multi-dimensional diversification across holdings, industries, and geographies.

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	—	—	—	-3.9%
3 Years	22.3%	-23.1%	0.34	+9.9%
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.1

🟢 Balanced position distribution (< 35% in Top 10)

Solid fund volume

🔴 Low analyst coverage (7.7 analysts, higher growth estimate uncertainty)

🔴 High single-country risk: 95% of portfolio in "China".

⚠️ Elevated emerging markets risk: 98% Emerging Markets.

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

⚠️ Elevated Regulatory & Policy Risk: 41% in heavily regulated industries (defense, regulated utilities, healthcare policy).