IKSA.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)

15.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-29.8%

Deepest Drawdown

Sharpe Ratio

-0.17

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

45 / 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

72.8%

Focused

Effective Holdings

~18

of 34 holdings

Top Sector

47.1%

Financial Services

Top Region / Country

99.7%

Saudi Arabia

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	—	—	—	-5.6%
3 Years	14.4%	-14.3%	0.07	+3.5%
5 Years	15.9%	-29.8%	-0.17	-0.3%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 14.3

Solid fund volume

🔴 Low analyst coverage (7.9 analysts, higher growth estimate uncertainty)

🔴 Extreme top 10 holdings concentration: 73% of fund in top 10 positions.

🔴 High single-country risk: 100% of portfolio in "Saudi Arabia".

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

⚠️ Sector concentration: 47% in "Financial Services".

⚠️ Industry concentration: 45% in "Banks - Regional".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 70% of total forward growth.

⚠️ Elevated Commodity Sensitivity: 28% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

🔴 Dominant Cyclicality: 77% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 65% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 79% 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.).