ISDE.L - 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)

21.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-32.6%

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

Focused (35% – 50%)

48 / 100 Portfolio Diversification

4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings

44.8%

Focused

Effective Holdings

~48

of 395 holdings

Top Sector

53.4%

Technology

Top Region / Country

39.3%

South Korea

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	—	—	—	+56.3%
3 Years	23.8%	-24.0%	1.11	+28.9%
5 Years	21.7%	-32.6%	0.34	+9.9%
10 Years	21.0%	-38.7%	0.32	+9.2%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 17.9

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (20.4 analysts)

⚠️ Elevated emerging markets risk: 96% Emerging Markets.

🔴 Severe sector concentration risk: 53% in "Technology".

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

⚠️ Elevated Economic Cyclicality: 53% in cyclical industries – more vulnerable to economic downturns.

ℹ️ Tech-Capex Exposure: 56% in semiconductors & hardware – dependent on hyperscaler capex cycles.