ISAG.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)

17.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-33.2%

Deepest Drawdown

Sharpe Ratio

0.05

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

55 / 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

54.4%

Focused

Effective Holdings

~31

of 102 holdings

Top Sector

45.1%

Consumer Defensive

Top Region / Country

48.6%

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+9.7%
3 Years	14.5%	-14.1%	0.35	+7.5%
5 Years	17.5%	-33.2%	0.05	+3.4%
10 Years	17.9%	-37.1%	0.25	+7%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 14.0

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟡 Moderate analyst coverage (10 analysts)

⚠️ Elevated top 10 holdings concentration: 54% of fund in top 10 positions.

⚠️ Elevated emerging markets risk: 33% Emerging Markets.

⚠️ Sector concentration: 36% in "Basic Materials".

⚠️ Sector concentration: 45% in "Consumer Defensive".

⚠️ Industry concentration: 33% in "Agricultural Inputs".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 48% of forward growth.

🔴 High Commodity Concentration: 65% of fund depends directly on volatile energy and raw material markets.

⚠️ Elevated Economic Cyclicality: 54% in cyclical industries – more vulnerable to economic downturns.

🟢 Strong Defensive Buffer: 46% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).