C5E.PA - Risk

Risk & Diversification Scores

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)

13.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-17.1%

Deepest Drawdown

Sharpe Ratio

0.64

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

68 / 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

60.3%

Focused

Effective Holdings

~24

of 41 holdings

Top Sector

45.2%

Technology

Top Region / Country

90.3%

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+12.7%
3 Years	12.8%	-17.1%	0.88	+13.7%
5 Years	13.7%	-17.1%	0.64	+11.3%
10 Years	14.8%	-32.6%	0.47	+9.5%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 26.5

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (33.7 analysts)

🔴 Extreme top 10 holdings concentration: 60% of fund in top 10 positions.

⚠️ Sector concentration: 45% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 58% of forward growth.

ℹ️ Tech-Capex Exposure: 31% in semiconductors & hardware – dependent on hyperscaler capex cycles.

🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).