CP9U.L - 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)

16.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-28.0%

Deepest Drawdown

Sharpe Ratio

-0.05

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

51.1%

Focused

Effective Holdings

~30

of 42 holdings

Top Sector

46.3%

Financial Services

Top Region / Country

66.8%

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	—	—	—	-1.3%
3 Years	15.9%	-19.0%	0.39	+8.7%
5 Years	16.9%	-28.0%	-0.05	+1.6%
10 Years	17.9%	-38.8%	0.02	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 19.6

Solid fund volume

🟡 Moderate analyst coverage (11.7 analysts)

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

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

⚠️ Sector concentration: 46% in "Financial Services".

⚠️ Elevated Interest Rate Sensitivity: 61% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 63% in heavily regulated industries (defense, regulated utilities, healthcare policy).