CC1U.L - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

7/7 Very High

7 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

27.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-42.3%

Deepest Drawdown

Sharpe Ratio

-0.14

Negative (< 0.0)

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

16.4%

Low Concentration

Effective Holdings

~93

of 97 holdings

Top Sector

34.6%

Technology

Top Region / Country

90.3%

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	—	—	—	-23.7%
3 Years	29.0%	-28.1%	0.08	+4.8%
5 Years	27.1%	-42.3%	-0.14	-1.4%
10 Years	25.2%	-45.3%	-0.16	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 18.9

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

Solid fund volume

🔴 Low analyst coverage (5.9 analysts, higher growth estimate uncertainty)

🔴 High single-country risk: 90% of portfolio in "China".

⚠️ Elevated emerging markets risk: 97% Emerging Markets.

⚠️ Sector concentration: 35% in "Technology".

ℹ️ Tech-Capex Exposure: 37% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -45.3% in the extended horizon.