INDO.PA - 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)

21.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-60.7%

Deepest Drawdown

Sharpe Ratio

-0.61

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

68 / 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

53.8%

Focused

Effective Holdings

~26

of 34 holdings

Top Sector

30.2%

Technology

Top Region / Country

100.0%

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.

Volatility Expansion (3Y > 5Y)

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-35.1%
3 Years	23.9%	-59.3%	-0.99	-21.1%
5 Years	21.5%	-60.7%	-0.61	-10.7%
10 Years	24.4%	-60.7%	-0.33	-5.5%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 23.0

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (25 analysts)

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

⚠️ Sector concentration: 30% in "Technology".

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -60.7% in the extended horizon.