C9DF.DE - Risk

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)

15.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-15.8%

Deepest Drawdown

Sharpe Ratio

0.66

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

82 / 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

44.6%

Focused

Effective Holdings

~25

of 25 holdings

Top Sector

24.9%

Financial Services

Top Region / Country

29.4%

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+2.4%
3 Years	13.9%	-15.7%	0.52	+9.7%
5 Years	15.1%	-15.8%	0.66	—
10 Years	—	—	—	—

🟢 Favorable / fair valuation: Avg P/E of 18.3

🟢 Excellent global diversification (Score 82/100)

Solid fund volume

🟡 Moderate analyst coverage (15.2 analysts)

⚠️ Elevated Regulatory & Policy Risk: 58% in heavily regulated industries (defense, regulated utilities, healthcare policy).

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