CNESG.SW - 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)

28.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-50.2%

Deepest Drawdown

Sharpe Ratio

-0.26

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

48 / 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

36.5%

Focused

Effective Holdings

~70

of 438 holdings

Top Sector

29.2%

Financial Services

Top Region / Country

89.5%

China

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	—	—	—	-15.3%
3 Years	25.4%	-21.2%	0.2	+7.5%
5 Years	28.0%	-50.2%	-0.26	-4.7%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 10.5

Solid fund volume

🟡 Moderate analyst coverage (11.9 analysts)

🔴 High single-country risk: 90% of portfolio in "China".

⚠️ Elevated emerging markets risk: 98% Emerging Markets.

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 66% of total forward growth.

⚠️ Elevated Economic Cyclicality: 56% in cyclical industries – more vulnerable to economic downturns.

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

⚠️ Elevated Regulatory & Policy Risk: 58% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -50.2% in the extended horizon.