ISFE.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)

17.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-29.7%

Deepest Drawdown

Sharpe Ratio

0.17

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

48 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

9.7%

Low Concentration

Effective Holdings

~594

of 1108 holdings

Top Sector

35.1%

Technology

Top Region / Country

40.9%

Taiwan

Excellent multi-dimensional diversification across holdings, industries, and geographies.

Multi-Horizon Risk & Performance Matrix

Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+19.2%
3 Years	18.5%	-22.8%	0.61	+13.7%
5 Years	17.5%	-29.7%	0.17	+5.5%
10 Years	17.5%	-38.3%	0.13	+4.8%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 6.0

🟢 Balanced position distribution (< 35% in Top 10)

Solid fund volume

🔴 Low analyst coverage (6.4 analysts, higher growth estimate uncertainty)

⚠️ Single-country focus: 41% in "Taiwan".

⚠️ Elevated emerging markets risk: 96% Emerging Markets.

⚠️ Sector concentration: 35% in "Technology".

ℹ️ Tech-Capex Exposure: 38% in semiconductors & hardware – dependent on hyperscaler capex cycles.