CU2.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)

15.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-24.1%

Deepest Drawdown

Sharpe Ratio

0.62

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

54.4%

Focused

Effective Holdings

~29

of 55 holdings

Top Sector

29.9%

Industrials

Top Region / Country

45.0%

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+23.1%
3 Years	14.7%	-24.1%	1.08	+18.3%
5 Years	15.6%	-24.1%	0.62	+12.2%
10 Years	16.3%	-34.0%	0.73	+14.3%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 22.0

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (18.4 analysts)

⚠️ Elevated top 10 holdings concentration: 54% of fund in top 10 positions.

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

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 55% of forward growth.

⚠️ Elevated Interest Rate Sensitivity: 35% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 39% in heavily regulated industries (defense, regulated utilities, healthcare policy).