CWE.PA - 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 (5Y)

21.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-40.1%

Deepest Drawdown

Sharpe Ratio

0.67

Good (0.5 - 1.0)

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

70.8%

Focused

Effective Holdings

~18

of 29 holdings

Top Sector

39.6%

Energy

Top Region / Country

57.0%

United States

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	—	—	—	+59.5%
3 Years	16.3%	-33.1%	0.74	+14.6%
5 Years	21.5%	-40.1%	0.67	+16.8%
10 Years	25.9%	-61.6%	0.24	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 17.9

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟡 Moderate analyst coverage (14.2 analysts)

🔴 Extreme top 10 holdings concentration: 71% of fund in top 10 positions.

⚠️ Sector concentration: 40% in "Energy".

⚠️ Industry concentration: 33% in "Oil & Gas Refining & Marketing".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 53% of forward growth.

🔴 High Commodity Concentration: 72% of fund depends directly on volatile energy and raw material markets.

⚠️ Elevated Economic Cyclicality: 60% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Regulatory & Policy Risk: 59% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 41% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -61.6% in the extended horizon.