CSWG.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)

45.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-97.8%

Deepest Drawdown

Sharpe Ratio

-1.12

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

68 / 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

61.5%

Focused

Effective Holdings

~24

of 49 holdings

Top Sector

53.0%

Technology

Top Region / Country

93.8%

United States

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.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+7.6%
3 Years	13.2%	-12.5%	0.58	+10.2%
5 Years	45.7%	-97.8%	-1.12	-48.8%
10 Years	898.1%	-97.8%	0	+5.9%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 24.4

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (37.2 analysts)

🔴 Extreme top 10 holdings concentration: 62% of fund in top 10 positions.

🔴 Severe sector concentration risk: 53% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 55% of forward growth.

ℹ️ Tech-Capex Exposure: 41% in semiconductors & hardware – dependent on hyperscaler capex cycles.

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (45.7% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -97.8% in the extended horizon.