CW8U.L - 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)

15.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-25.8%

Deepest Drawdown

Sharpe Ratio

0.57

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

84 / 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%

Focused

Effective Holdings

~33

of 99 holdings

Top Sector

27.6%

Industrials

Top Region / Country

39.3%

Germany

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	—	—	—	+14.4%
3 Years	13.6%	-17.3%	1.4	+21.5%
5 Years	15.6%	-25.8%	0.57	+11.5%
10 Years	16.6%	-34.1%	0.59	—

🟢 Favorable / fair valuation: Avg P/E of 20.6

🟢 Excellent global diversification (Score 84/100)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (19.8 analysts)

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

⚠️ Elevated Regulatory & Policy Risk: 54% in heavily regulated industries (defense, regulated utilities, healthcare policy).