C50U.PA - Risk

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

6/7 High

6 / 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)

-34.7%

Deepest Drawdown

Sharpe Ratio

0.41

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

68 / 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

42%

Focused

Effective Holdings

~40

of 57 holdings

Top Sector

27.6%

Financial Services

Top Region / Country

29.5%

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	—	—	—	+7.4%
3 Years	18.1%	-15.3%	0.97	+19.9%
5 Years	20.9%	-34.7%	0.41	+11%
10 Years	20.0%	-39.3%	0.4	+10.4%

🟢 Favorable / fair valuation: Avg P/E of 17.7

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (17.7 analysts)

⚠️ Elevated Economic Cyclicality: 60% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 39% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 57% in heavily regulated industries (defense, regulated utilities, healthcare policy).