IDKO.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)

31.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-42.2%

Deepest Drawdown

Sharpe Ratio

0.52

Good (0.5 - 1.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

47 / 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

63.3%

Focused

Effective Holdings

~24

of 77 holdings

Top Sector

55.7%

Technology

Top Region / Country

99.6%

South Korea

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.

Volatility Expansion (3Y > 5Y) High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+119.5%
3 Years	35.4%	-33.6%	1.28	+47.8%
5 Years	31.5%	-42.2%	0.52	+18.9%
10 Years	28.2%	-51.8%	0.37	+13%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 5.1

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (23.8 analysts)

🔴 Extreme top 10 holdings concentration: 63% of fund in top 10 positions.

🔴 High single-country risk: 100% of portfolio in "South Korea".

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

🔴 Severe sector concentration risk: 56% in "Technology".

⚠️ Industry concentration: 33% in "Consumer Electronics".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 68% of total forward growth.

🔴 Dominant Cyclicality: 65% in cyclical industries – higher drawdown risk in recessions.

ℹ️ Tech-Capex Exposure: 61% in semiconductors & hardware – dependent on hyperscaler capex cycles.

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (31.5% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -51.8% in the extended horizon.