CNEU.L - 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)

28.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-51.7%

Deepest Drawdown

Sharpe Ratio

-0.34

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

48 / 100 Portfolio Diversification

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

High concentration risk: A few heavyweights drive the majority of fund value.

Top 10 Holdings

56.3%

Focused

Effective Holdings

~30

of 168 holdings

Top Sector

32.7%

Consumer Cyclical

Top Region / Country

89.9%

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 High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-24.4%
3 Years	25.5%	-26.9%	0.11	+5.2%
5 Years	28.3%	-51.7%	-0.34	-7.1%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 12.9

Solid fund volume

🟡 Moderate analyst coverage (14.9 analysts)

⚠️ Elevated top 10 holdings concentration: 56% of fund in top 10 positions.

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

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

⚠️ Sector concentration: 33% in "Consumer Cyclical".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 76% of total forward growth.

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

⚠️ Elevated Regulatory & Policy Risk: 51% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (28.3% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -51.7% in the extended horizon.