IFFI.AS - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

6/7 High

6 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

22.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-39.8%

Deepest Drawdown

Sharpe Ratio

0.34

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

48 / 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

51.6%

Focused

Effective Holdings

~37

of 422 holdings

Top Sector

51.2%

Technology

Top Region / Country

34.9%

Taiwan

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	—	—	—	+33.1%
3 Years	22.1%	-19.8%	1.24	+29.8%
5 Years	22.6%	-39.8%	0.34	+10.1%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 17.5

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (22.5 analysts)

⚠️ Elevated top 10 holdings concentration: 52% of fund in top 10 positions.

⚠️ Elevated emerging markets risk: 94% Emerging Markets.

🔴 Severe sector concentration risk: 51% in "Technology".

⚠️ Industry concentration: 31% in "Semiconductors".

ℹ️ Tech-Capex Exposure: 55% in semiconductors & hardware – dependent on hyperscaler capex cycles.