CP9.PA - Risk

Risk & Diversification Scores

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)

15.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-22.3%

Deepest Drawdown

Sharpe Ratio

-0.03

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: 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

51.4%

Focused

Effective Holdings

~28

of 34 holdings

Top Sector

45.4%

Financial Services

Top Region / Country

63.5%

Australia

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+1.8%
3 Years	14.7%	-19.2%	0.25	+6.2%
5 Years	15.0%	-22.3%	-0.03	+2%
10 Years	17.1%	-36.8%	0.06	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 18.3

Solid fund volume

🟡 Moderate analyst coverage (11.6 analysts)

⚠️ Elevated top 10 holdings concentration: 51% of fund in top 10 positions.

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

⚠️ Sector concentration: 45% in "Financial Services".

⚠️ Elevated Interest Rate Sensitivity: 66% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 65% in heavily regulated industries (defense, regulated utilities, healthcare policy).