CNAL.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)

4452.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-99.2%

Deepest Drawdown

Sharpe Ratio

0.00

Moderate (0.0 - 0.5)

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

18.7%

Low Concentration

Effective Holdings

~194

of 410 holdings

Top Sector

30.9%

Technology

Top Region / Country

100.0%

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.

Volatility Expansion (3Y > 5Y) High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+1.1%
3 Years	5739.5%	-99.1%	0	+6.8%
5 Years	4452.9%	-99.2%	-0	-1.9%
10 Years	3146.8%	-99.2%	0	+2.8%

Notes & Warnings

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

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

Solid fund volume

🔴 Low analyst coverage (3.8 analysts, higher growth estimate uncertainty)

🔴 High single-country risk: 100% of portfolio in "China".

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

⚠️ Sector concentration: 31% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 52% of forward growth.

⚠️ Elevated Commodity Sensitivity: 16% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

ℹ️ Tech-Capex Exposure: 36% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Regulatory & Policy Risk: 40% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Elevated Short-Term Volatility: 3Y volatility (5739.5%) is noticeably higher than the 5Y average (4452.9%).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (4452.9% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -99.2% in the extended horizon.