CLMA.MI - 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)

20.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-49.8%

Deepest Drawdown

Sharpe Ratio

-0.24

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

70 / 100 Portfolio Diversification

4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings

44.4%

Focused

Effective Holdings

~31

of 34 holdings

Top Sector

49.5%

Industrials

Top Region / Country

34.3%

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	—	—	—	+7.8%
3 Years	19.4%	-29.1%	0.17	+5.8%
5 Years	20.9%	-49.8%	-0.24	-2.6%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 25.2

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (16.1 analysts)

⚠️ Sector concentration: 50% in "Industrials".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 89% of total forward growth.

⚠️ Elevated Economic Cyclicality: 55% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 41% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

ℹ️ Tech-Capex Exposure: 39% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -49.8% in the extended horizon.