CSEMAS.SW - Risk

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

6/7 High

6 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

21.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-37.4%

Deepest Drawdown

Sharpe Ratio

0.31

Moderate (0.0 - 0.5)

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

48.6%

Focused

Effective Holdings

~41

of 550 holdings

Top Sector

49.2%

Technology

Top Region / Country

32.8%

Taiwan

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	—	—	—	+26.9%
3 Years	21.3%	-19.2%	1.12	+26.3%
5 Years	21.4%	-37.4%	0.31	+9.1%
10 Years	20.7%	-45.5%	0.35	+9.7%

🟢 Favorable / fair valuation: Avg P/E of 18.8

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (24 analysts)

⚠️ Elevated top 10 holdings concentration: 49% of fund in top 10 positions.

⚠️ Elevated emerging markets risk: 94% Emerging Markets.

⚠️ Sector concentration: 49% in "Technology".

ℹ️ Tech-Capex Exposure: 52% in semiconductors & hardware – dependent on hyperscaler capex cycles.