IQQ9.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)

28.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-50.6%

Deepest Drawdown

Sharpe Ratio

-0.34

Negative (< 0.0)

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

57.7%

Focused

Effective Holdings

~27

of 55 holdings

Top Sector

27.3%

Financial Services

Top Region / Country

74.6%

China

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	—	—	—	-17.8%
3 Years	23.7%	-25.3%	0.06	+4%
5 Years	28.1%	-50.6%	-0.34	-7%
10 Years	25.6%	-61.5%	-0.15	-1.4%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 11.2

Solid fund volume

🟡 Moderate analyst coverage (15.2 analysts)

⚠️ Elevated top 10 holdings concentration: 58% of fund in top 10 positions.

🔴 High single-country risk: 75% of portfolio in "China".

⚠️ Elevated emerging markets risk: 95% Emerging Markets.

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 82% of total forward growth.

🔴 Dominant Cyclicality: 68% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Regulatory & Policy Risk: 60% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (28.1% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -61.5% in the extended horizon.