CTEC.AS - 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)

34.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-50.5%

Deepest Drawdown

Sharpe Ratio

-0.17

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

48 / 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

53.1%

Focused

Effective Holdings

~34

of 168 holdings

Top Sector

44.2%

Technology

Top Region / Country

85.8%

China

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.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-25.5%
3 Years	29.2%	-27.0%	0.22	+8.9%
5 Years	34.4%	-50.5%	-0.17	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 20.0

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (11.9 analysts)

⚠️ Elevated top 10 holdings concentration: 53% of fund in top 10 positions.

🔴 High single-country risk: 86% of portfolio in "China".

⚠️ Elevated emerging markets risk: 93% Emerging Markets.

⚠️ Sector concentration: 44% in "Technology".

ℹ️ Tech-Capex Exposure: 49% in semiconductors & hardware – dependent on hyperscaler capex cycles.

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (34.4% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -50.5% in the extended horizon.