CEMG.L - 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)

20.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-39.5%

Deepest Drawdown

Sharpe Ratio

-0.25

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

67 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

29.5%

Low Concentration

Effective Holdings

~95

of 278 holdings

Top Sector

47.3%

Consumer Cyclical

Top Region / Country

25.0%

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	—	—	—	-15.9%
3 Years	16.7%	-17.9%	0.16	+5.2%
5 Years	20.0%	-39.5%	-0.25	-2.5%
10 Years	19.3%	-46.1%	-0	+2.4%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 18.4

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

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (17.9 analysts)

⚠️ Elevated emerging markets risk: 73% Emerging Markets.

⚠️ Sector concentration: 47% in "Consumer Cyclical".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 57% of forward growth.

⚠️ Elevated Economic Cyclicality: 54% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Regulatory & Policy Risk: 38% in heavily regulated industries (defense, regulated utilities, healthcare policy).