CITE.MI - Risk

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)

36.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-61.2%

Deepest Drawdown

Sharpe Ratio

-0.33

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

6 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

Low Concentration

Effective Holdings

~50

of - holdings

Top Sector

100.0%

Technology

Top Region / Country

100.0%

China

Excellent multi-dimensional diversification across holdings, industries, and geographies.

Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-36.2%
3 Years	31.0%	-37.2%	0.08	+4.9%
5 Years	36.8%	-61.2%	-0.33	-9.8%
10 Years	—	—	—	—

Solid fund volume

🔴 High single-country risk: 100% of portfolio in "China".

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

🔴 Severe sector concentration risk: 100% in "Technology".

ℹ️ Tech-Capex Exposure: 100% in semiconductors & hardware – dependent on hyperscaler capex cycles.

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (36.8% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -61.2% in the extended horizon.