IGSG.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)

12.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-16.5%

Deepest Drawdown

Sharpe Ratio

0.76

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

84 / 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

35.9%

Focused

Effective Holdings

~73

of 572 holdings

Top Sector

37.4%

Technology

Top Region / Country

41.2%

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+17.5%
3 Years	11.4%	-16.5%	1.27	+17%
5 Years	12.8%	-16.5%	0.76	+12.2%
10 Years	14.0%	-24.7%	0.65	+11.7%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 22.0

🟢 Excellent global diversification (Score 84/100)

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (23.6 analysts)

⚠️ Elevated emerging markets risk: 31% Emerging Markets.

⚠️ Sector concentration: 37% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 58% of forward growth.

⚠️ Elevated Regulatory & Policy Risk: 41% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).