CMU.PA - 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)

15.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-24.2%

Deepest Drawdown

Sharpe Ratio

0.47

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

68 / 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

45.1%

Focused

Effective Holdings

~43

of 105 holdings

Top Sector

28.8%

Financial Services

Top Region / Country

33.5%

France

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+18.9%
3 Years	13.9%	-14.1%	1.04	+17%
5 Years	15.8%	-24.2%	0.47	+9.9%
10 Years	17.4%	-38.4%	0.36	—

🟢 Favorable / fair valuation: Avg P/E of 16.2

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (16.2 analysts)

⚠️ Elevated top 10 holdings concentration: 45% of fund in top 10 positions.

⚠️ Elevated Interest Rate Sensitivity: 44% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 44% in heavily regulated industries (defense, regulated utilities, healthcare policy).