CTEK - 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 (3Y)

36.3% p.a.

Fallback

Max Drawdown (3Y)

-58.8%

Fallback

Sharpe Ratio

-0.12

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

43 / 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

60.9%

Focused

Effective Holdings

~24

of 40 holdings

Top Sector

65.8%

Industrials

Top Region / Country

38.7%

United States

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	—	—	—	+43.7%
3 Years	36.3%	-58.8%	-0.12	-1.9%
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 25.3

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (14.1 analysts)

🔴 Extreme top 10 holdings concentration: 61% of fund in top 10 positions.

⚠️ Elevated emerging markets risk: 33% Emerging Markets.

🔴 Severe sector concentration risk: 66% in "Industrials".

⚠️ Industry concentration: 40% in "Electrical Equipment & Parts".

🔴 Dominant Cyclicality: 73% in cyclical industries – higher drawdown risk in recessions.

ℹ️ Tech-Capex Exposure: 66% in semiconductors & hardware – dependent on hyperscaler capex cycles.