IQQ5.DE - 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)

35.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-37.2%

Deepest Drawdown

Sharpe Ratio

0.30

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

95.2%

Focused

Effective Holdings

~11

of 11 holdings

Top Sector

33.4%

Industrials

Top Region / Country

100.0%

Türkiye

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.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+14.6%
3 Years	27.9%	-37.2%	-0.06	+0.8%
5 Years	35.7%	-37.2%	0.3	+13.4%
10 Years	34.2%	-69.6%	-0.11	-1.4%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 13.1

Solid fund volume

🔴 Low analyst coverage (4 analysts, higher growth estimate uncertainty)

🔴 Extreme top 10 holdings concentration: 95% of fund in top 10 positions.

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

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

⚠️ Sector concentration: 33% in "Industrials".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 54% of forward growth.

⚠️ Elevated Commodity Sensitivity: 21% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

🔴 Dominant Cyclicality: 79% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 37% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 72% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (35.7% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -69.6% in the extended horizon.