IEMS.L - Risk

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)

18.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-29.2%

Deepest Drawdown

Sharpe Ratio

0.14

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

48 / 100 Portfolio Diversification

4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

6.4%

Low Concentration

Effective Holdings

~1135

of 1857 holdings

Top Sector

24.6%

Technology

Top Region / Country

27.2%

Taiwan

Excellent multi-dimensional diversification across holdings, industries, and geographies.

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	—	—	—	+11.9%
3 Years	17.4%	-21.6%	0.63	+13.5%
5 Years	18.1%	-29.2%	0.14	+5%
10 Years	18.5%	-52.0%	0.19	+6%

🟢 Favorable / fair valuation: Avg P/E of 9.4

🟢 Balanced position distribution (< 35% in Top 10)

Solid fund volume

🔴 Low analyst coverage (6.8 analysts, higher growth estimate uncertainty)

⚠️ Elevated emerging markets risk: 93% Emerging Markets.

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -52.0% in the extended horizon.