CN1.PA - 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)

17.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-27.0%

Deepest Drawdown

Sharpe Ratio

0.11

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: 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

41.1%

Focused

Effective Holdings

~46

of 85 holdings

Top Sector

32.7%

Industrials

Top Region / Country

48.8%

Sweden

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	—	—	—	+10.3%
3 Years	16.3%	-27.0%	0.31	+7.5%
5 Years	17.6%	-27.0%	0.11	+4.4%
10 Years	17.2%	-32.4%	0.33	+8.2%

🟢 Favorable / fair valuation: Avg P/E of 15.2

Solid fund volume

🟡 Moderate analyst coverage (14.5 analysts)

⚠️ Single-country focus: 49% in "Sweden".

⚠️ Sector concentration: 33% in "Industrials".

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

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