CF1.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)

16.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-21.0%

Deepest Drawdown

Sharpe Ratio

0.10

Moderate (0.0 - 0.5)

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

65.9%

Focused

Effective Holdings

~22

of 73 holdings

Top Sector

43.8%

Industrials

Top Region / Country

85.0%

France

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	—	—	—	-9.9%
3 Years	15.2%	-16.1%	0.08	+3.8%
5 Years	16.6%	-21.0%	0.1	+4.1%
10 Years	17.3%	-38.9%	0.28	+7.3%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 19.3

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (17.2 analysts)

🔴 Extreme top 10 holdings concentration: 66% of fund in top 10 positions.

🔴 High single-country risk: 85% of portfolio in "France".

⚠️ Sector concentration: 44% in "Industrials".

⚠️ Elevated Economic Cyclicality: 62% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Regulatory & Policy Risk: 41% in heavily regulated industries (defense, regulated utilities, healthcare policy).