CNEW.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)

24.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-46.5%

Deepest Drawdown

Sharpe Ratio

-0.33

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

11.1%

Low Concentration

Effective Holdings

~100

of 100 holdings

Top Sector

30.0%

Healthcare

Top Region / Country

98.0%

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-17%
3 Years	25.4%	-28.0%	-0.01	+2.3%
5 Years	24.9%	-46.5%	-0.33	-5.8%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 16.4

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

⚠️ Fund closure risk (< 50M € AUM)

🔴 Low analyst coverage (6.3 analysts, higher growth estimate uncertainty)

🔴 High single-country risk: 98% of portfolio in "China".

⚠️ Elevated emerging markets risk: 99% Emerging Markets.

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

🟢 Strong Defensive Buffer: 40% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -46.5% in the extended horizon.